Starting from the definition of fractional M/M/1 queue given in the reference by Cahoy et al. in 2015 and M/M/1 queue with catastrophes given in the reference by Di Crescenzo et al. in 2003, we define and study a fractional M/M/1 queue with catastrophes. In particular, we focus our attention on the transient behaviour, in which the time-change plays a key role. We first specify the conditions for the global uniqueness of solutions of the corresponding linear fractional differential problem. Then, we provide an alternative expression for the transient distribution of the fractional M/M/1 model, the state probabilities for the fractional queue with catastrophes, the distributions of the busy period for fractional queues without and with catastrophes and, finally, the distribution of the time of the first occurrence of a catastrophe.
7 November 2019 in Methodology and Computing in Applied Probability
A model is proposed to describe the spike-frequency adaptation observed in many neuronal systems. We assume that adaptation is mainly due to a calcium-activated potassium current, and we consider two coupled stochastic differential equations for which an analytical approach combined with simulation techniques and numerical methods allow to obtain both qualitative and quantitative results about asymptotic mean firing rate, mean calcium concentration and the firing probability density. A related algorithm, based on the Hazard Rate Method, is also devised and described.