Person:
Artalejo Rodríguez, Jesús Manuel

First Name

Jesús Manuel

Last Name

Artalejo Rodríguez

URI

https://hdl.handle.net/20.500.14352/82709

Affiliation

Universidad Complutense de Madrid

Faculty / Institute

Ciencias Matemáticas

Area

Estadística e Investigación Operativa

Identifiers

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Now showing 1 - 10 of 10

Algorithmic analysis of the maximum queue length in a busy period for the M/M/c retrial queue
(INFORMS Journal on Computing, 2007) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
This paper deals with the maximum number of customers in orbit (and in the system) during a busy period for the M/M/c retrial queue. Determining the distribution for the maximum number of customers in orbit is reduced to computation of certain absorption probabilities. By reducing to the single-server case we arrive at a closed analytic formula. For the multi-server case we develop an efficient algorithmic procedure for computation of this distribution by exploiting the special block-tridiagonal structure of the system. Numerical results illustrate the efficiency of the method and reveal interesting facts concerning the behavior of the M/M/c retrial queue.
Stochastic epidemic models with random environment: quasi-stationarity, extinction and final size
(Journal of Mathematical Biology, 2013) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
We investigate stochastic and epidemic models, when there is a random environment that influences the spread of the infectious disease. The inclusion of an external environment into the epidemic model is done by replacing the constant transmission rates with dynamic rates governed by an environmental Markov chain. We put emphasis on the algorithmic evaluation of the influence of the environmental factors on the performance behavior of the epidemic model.
The maximum number of infected individuals in SIS epidemic models: Computational techniques and quasi-stationary distributions
(Journal of Computational and Applied Mathematics, 2010) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
We study the maximumn umber of infected individuals observed during an epidemic for a Susceptible–Infected–Susceptible (SIS) model which corresponds to a birth–death process with an absorbing state. We develop computational schemes for the corresponding distributions in a transient regime and till absorption. Moreover, we study the distribution of the current number of infectedindividuals given that the maximum number during the epidemic has not exceeded a given threshold. In this sense, some quasi-stationary distributions of a related process are also discussed.
The stochastic SEIR model before extinction: computational approaches
(Applied Mathematics and Computation, 2015) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
We study a stochastic epidemic model of Susceptible-Exposed-Infective-Removed (SEIR) type and we quantify its behavior during an outbreak. More specifically, we model the epidemic by a continuous-time Markov chain and we develop efficient computational procedures for the distribution of the duration of an outbreak. We also study the evolution of the epidemic before its extinction using the ratio-of-expectations (RE) distribution for the number of individuals in the various classes of the model. The obtained results are illustrated by numerical examples including an application to an outbreak of Marburg hemorrhagic fever
Algorithmic analysis of the Geo/Geo/c retrial queue
(European journal of operational research, 2008) Artalejo Rodríguez, Jesús Manuel; Economou, A.; Gómez-Corral, Antonio
In this paper, we consider a discrete-time queue of Geo/Geo/c type with geometric repeated attempts. It is known that its continuous counterpart, namely the M/M/c queue with exponential retrials, is analytically intractable due to the spatial heterogeneity of the underlying Markov chain, caused from the retrial feature. In discrete-time, the occurrence of multiple events at each slot increases the complexity of the model and raises further computational difficulties. We propose several algorithmic procedures for the efficient computation of the main performance measures of this system. More specifically, we investigate the stationary distribution of the system state, the busy period and the waiting time. Several numerical examples illustrate the analysis.
Stochastic epidemic models revisited: analysis of some continuous performance measures
(Journal of biological dynamics, 2012) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
We deal with stochastic epidemic models having a set of absorbing states. The aim of the paper is to study some continuous characteristics of the epidemic. In this sense, we first extend the classical study of the length of an outbreak by investigating the whole probability distribution of the extinction time via Laplace transforms. Moreover, we also study two almost new epidemic descriptors, namely, the time until a non-infected individual becomes infected and the time until the individual is removed from the infective group. The obtained results are illustrated by numerical examples including an application to a stochastic SIS model for head lice infections.
On the number of recovered individuals in the SIS and SIR stochastic epidemic models
(Mathematical Biosciences, 2010) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
The basic models of infectious disease dynamics (the SIS and SIR models) are considered. Particular attention is paid to the number of infected individuals that recovered and its relationship with the final epidemic size. We investigate this descriptor both until the extinction of the epidemic and in transient regime. Simple and efficient methods to obtain the distribution of the number of recovered individuals and its moments are proposed and discussed with respect to the previous work. The methodology could also be extended to other stochastic epidemic models. The theory is illustrated by numerical experiments, which demonstrate that the proposed computational methods can be applied efficiently. in particular, we use the distribution of the number of individuals removed in the SIR model in conjunction with data of outbreaks of ESBL observed in the intensive care unit of a Spanish hospital.
Algorithmic approximations for the busy period distribution of the M/M/c retrial queue
(European journal of operational research, 2007) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
In this paper we deal with the main multiserver retrialqueue of M/M/c type with exponential repeated attempts. This model is known to be analytically intractable due to the spatial heterogeneity of the underlying Markov chain, caused by the retrial feature. For this reason several models have been proposed for approximating its stationary distribution, that lead to satisfactory numerical implementations. This paper extends these studies by developing efficient algorithmic procedures for calculating the busyperioddistribution of the main approximation models of Wilkinson [Wilkinson, R.I., 1956. Theories for toll traffic engineering in the USA, The Bell System Technical Journal 35, 421–514], Falin [Falin, G.I., 1983. Calculations of probability characteristics of a multiline system with repeated calls, Moscow University Computational Mathematics and Cybernetics 1, 43–49] and Neuts and Rao [Neuts, M.F., Rao, B.M., 1990. Numerical investigation of a multiserver retrial model, Queueing Systems 7, 169–190]. Moreover, we develop stable recursive schemes for the computation of the busyperiod moments. The corresponding distributions for the total number of customers served during a busyperiod are also studied. Several numerical results illustrate the efficiency of the methods and reveal interesting facts concerning the behavior of the M/M/cretrialqueue.
Applications of maximum queue lengths to call center management
(Computers and Operations Research, 2007) Artalejo Rodríguez, Jesús Manuel; Economou, A.; Gómez-Corral, Antonio
This paper deals with the distribution of the maximum queue length in two-dimensional Markov models. In this framework, two typical assumptions are: (1) the stationary regime, and (2) the system homogeneity (i.e., homogeneity of the underlying infinitesimal generator). In the absence of these assumptions, the computation of the stationary queue length distribution becomes extremely intricate or, even, intractable. The use of maximum queue lengths provides an alternative queueing measure overcoming these problems. We apply our results to some problems arising from call center management.
Evaluating growth measures in an immigration process subject to binomial and geometric catastrophes
(Mathematical Biosciences and Engineering, 2007) Artalejo Rodríguez, Jesús Manuel; Economou, A.; López Herrero, María Jesús
Populations are often subject to the effect of catastrophic events that cause mass removal. In particular, metapopulation models, epidemics, and migratory flows provide practical examples of populations subject to disasters (e.g., habitat destruction, environmental catastrophes). Many stochastic models have been developed to explain the behavior of these populations. Most of the reported results concern the measures of the risk of extinction and the distribution of the population size in the case of total catastrophes where all individuals in the population are removed simultaneously. In this paper, we investigate the basic immigration process subject to binomial and geometric catastrophes; that is, the population size is reduced according to a binomial or a geometric law. We carry out an extensive analysis including first extinction time, number of individuals removed, survival time of a tagged individual, and maximum population size reached between two consecutive extinctions. Many explicit expressions are derived for these system descriptors, and some emphasis is put to show that some of them deserve extra attention.