This paper considers a new model of a single server queue subject to two different Bernoulli
catastrophes with service lateness which represents the control duration and the service …

In this paper we develop to our best knowledge the first perfect sampling algorithm for
queues with Hawkes input (ie, single-server queues with Hawkes arrivals and independent …

The motivation of mixing distributions in communication/queueing systems modeling is that
some input data (eg, service time in queueing models) may follow several distinct …

This paper contrasts exact simulation against exact estimation in two different computational
settings, namely that of numerical solution of stochastic differential equations and also in the …

Utilizing customers' service-time information, we study an easy-to-implement scheduling
policy with two priority classes. By carefully designing the classes, the two-class priority rule …

In this paper, we introduce a slight variation of the dominated-coupling-from-the-past
(DCFTP) algorithm of Kendall, for bounded Markov chains. It is based on the control of a …

We consider the random field M (t)= sup _ n\geq1 {-\log A_ n+ X_ n (t)\},\qquad t ∈ T, for a
set T⊂R^m, where (X_n) is an iid sequence of centered Gaussian random fields on T and …

We consider the random field M (t)=\sup_ {n\geq 1}\big\{-\log A_ {n}+ X_ {n}(t)\big\}\,,\qquad
t\in T\, for a set $ T\subset\mathbb {R}^{m} $, where $(X_ {n}) $ is an iid sequence of …

We provide the first algorithm that, under minimal assumptions, allows simulation of the
stationary waiting-time sequence of a single-server queue backward in time, jointly with the …

Using a result of Blanchet and Wallwater (2015) for exactly simulating the maximum of a
negative drift random walk queue endowed with independent and identically distributed (iid) …