Entropy Maximisation and Queues With or Without Balking. An investigation into the impact of generalised maximum entropy solutions on the study of queues with or without arrival balking and their applications to congestion management in communication networks.

An investigation into the impact of generalised maximum entropy solutions on the study of queues with or without arrival balking and their applications to congestion management in communication networks Keywords: Queues, Balking, Maximum Entropy (ME) Principle, Global Balance (GB), Queue Length Distribution (QLD), Generalised Geometric (GGeo), Generalised Exponential (GE), Generalised Discrete Half Normal (GdHN), Congestion Management, Packet Dropping Policy (PDP) Generalisations to links between discrete least biased (i.e. maximum entropy (ME)) distribution inferences and Markov chains are conjectured towards the performance modelling, analysis and prediction of general, single server queues with or without arrival balking. New ME solutions, namely the generalised discrete Half Normal (GdHN) and truncated GdHN (GdHNT) distributions are characterised, subject to appropriate mean value constraints, for inferences of stationary discrete state probability distributions. Moreover, a closed form global balance (GB) solution is derived for the queue length distribution (QLD) of the M/GE/1/K queue subject to extended Morse balking, characterised by a Poisson prospective arrival process, i.i.d. generalised exponential (GE) service times and finite capacity, K. In this context, based on comprehensive numerical experimentation, the latter GB solution is conjectured to be a special case of the GdHNT ME distribution. ii Owing to the appropriate operational properties of the M/GE/1/K queue subject to extended Morse balking, this queueing system is applied as an ME performance model of Internet Protocol (IP)-based communication network nodes featuring static or dynamic packet dropping congestion management schemes. A performance evaluation study in terms of the model’s delay is carried out. Subsequently, the QLD’s of the GE/GE/1/K censored queue subject to extended Morse balking under three different composite batch balking and batch blocking policies are solved via the technique of GB. Following comprehensive numerical experimentation, the latter QLD’s are also conjectured to be special cases of the GdHNT. Limitations of this work and open problems which have arisen are included after the conclusion

Queue methods for variability in congested traffic

Time-dependent queue methods are extended to calculate variances of stochastic queues along with their means, and thereby provide a tool for evaluation and better understanding of travel time variability and reliability in congested traffic networks and other systems, including through probability distributions estimated from moments. Objectives include developing computationally efficient analytical methods, and achieving robustness by reflecting the underlying structure of queuing systems rather than relying on statistical fitting, New deterministic and equilibrium formulae for queue variance are developed, acting also as constraints on estimating time-dependent queues generated by a range of processes, enabling improved accuracy and reliability estimates. New methods for approximating equilibrium and dynamic probability distributions use respectively doubly-nested geometric distributions and exponentially-weighted combinations of exponential and Normal functions, avoiding the need to rely on empirical functions, costly simulation, or equilibrium distributions inappropriate in dynamic cases. For growing queues, corrections are made to the popular sheared approximation, that combines deterministic and Pollaczek-Khinchin equilibrium mean formulae in one time-dependent function. For decaying queues, a new exponential approximation is found to give better results, possibly through avoiding implicit quasi-static assumption in shearing. Predictions for M/M/1 (yield) and M/D/1 (signal) processes applied to 34 oversaturated peaks show good agreement when tested against Markov simulations based on recurrence relations. Looking to widen the range of queues amenable to time-dependent methods, dependence of stochastic signal queues on green period capacity is confirmed by an extended M/D/1 process, for which new formulae for equilibrium moments are obtained and compared with earlier approximations. A simple formulation of queuing on multiple lanes with shared service is developed, two-lane examples with turning movements showing fair match to simulation. The main new methods are implemented in a spreadsheet demonstrator program, incorporating a database of time-sliced peak cases together with a procedure for estimating dynamic probability distributions from moments

Information-theoretic and stochastic methods for managing the quality of service and satisfaction in healthcare systems

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This research investigates and develops a new approach to the management of service quality with the emphasis on patient and staff satisfaction in the healthcare sector. The challenge of measuring the quality of service in healthcare requires us to view the problem from multiple perspectives. At the philosophical level, the true nature of quality is still debated; at the psychological level, an accurate conceptual representation is problematic; whilst at the physical level, an accurate measurement of the concept still remains elusive to practitioners and academics. This research focuses on the problem of quality measurement in the healthcare sector. The contributions of this research are fourfold: Firstly, it argues that from the technological point of view the research to date into quality of service in healthcare has not considered methods of real-time measurement and monitoring. This research identifies the key elements that are necessary for developing a real-time quality monitoring system for the healthcare environment.Secondly, a unique index is proposed for the monitoring and improvement of healthcare performance using information-theoretic entropy formalism. The index is formulated based on five key performance indicators and was tested as a Healthcare Quality Index (HQI) based on three key quality indicators of dignity, confidence and communication in an Accident and Emergency department. Thirdly, using an M/G/1 queuing model and its underlying Little’s Law, the concept of Effective Satisfaction in healthcare has been proposed. The concept is based on a Staff-Patient Satisfaction Relation Model (S-PSRM) developed using a patient satisfaction model and an empirically tested model developed for measuring staff satisfaction with workload (service time). The argument is presented that a synergy between patient satisfaction and staff satisfaction is the key to sustainable improvement in healthcare quality. The final contribution is the proposal of a Discrete Event Simulation (DES) modelling platform as a descriptive model that captures the random and stochastic nature of healthcare service provision process to prove the applicability of the proposed quality measurement models

Information-theoretic and stochastic methods for managing the quality of service and satisfaction in healthcare systems

This research investigates and develops a new approach to the management of service quality with the emphasis on patient and staff satisfaction in the healthcare sector. The challenge of measuring the quality of service in healthcare requires us to view the problem from multiple perspectives. At the philosophical level, the true nature of quality is still debated; at the psychological level, an accurate conceptual representation is problematic; whilst at the physical level, an accurate measurement of the concept still remains elusive to practitioners and academics. This research focuses on the problem of quality measurement in the healthcare sector. The contributions of this research are fourfold: Firstly, it argues that from the technological point of view the research to date into quality of service in healthcare has not considered methods of real-time measurement and monitoring. This research identifies the key elements that are necessary for developing a real-time quality monitoring system for the healthcare environment.Secondly, a unique index is proposed for the monitoring and improvement of healthcare performance using information-theoretic entropy formalism. The index is formulated based on five key performance indicators and was tested as a Healthcare Quality Index (HQI) based on three key quality indicators of dignity, confidence and communication in an Accident and Emergency department. Thirdly, using an M/G/1 queuing model and its underlying Little’s Law, the concept of Effective Satisfaction in healthcare has been proposed. The concept is based on a Staff-Patient Satisfaction Relation Model (S-PSRM) developed using a patient satisfaction model and an empirically tested model developed for measuring staff satisfaction with workload (service time). The argument is presented that a synergy between patient satisfaction and staff satisfaction is the key to sustainable improvement in healthcare quality. The final contribution is the proposal of a Discrete Event Simulation (DES) modelling platform as a descriptive model that captures the random and stochastic nature of healthcare service provision process to prove the applicability of the proposed quality measurement models.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

A Continuous-Time Microsimulation and First Steps Towards a Multi-Level Approach in Demography

Microsimulation is a methodology that closely mimics life-course dynamics. In this thesis, we describe the development of the demographic microsimulation with a continuous time scale that we have realized in the context of the project MicMac - Bridging the micro-macro gap in population forecasting. Furthermore, we detail extensions that we have added to the initial version of the MicMac microsimulation.Mikrosimulation ist eine Prognosetechnik, die sich hervorragend eignet, um Bevölkerungsdynamik realitätsnah abzubilden. In dieser Dissertation beschreiben wir die Entwicklung einer demografischen Mikrosimulation, die wir im Rahmen des Projektes MicMac - Bridging the micro-macro gap in population forecasting erstellt haben. Zudem erläutern wir Erweiterungen, die wir an der ursprünglichen MicMac- Mikrosimulation vorgenommen haben

Automatic Algorithm Selection for Complex Simulation Problems

To select the most suitable simulation algorithm for a given task is often difficult. This is due to intricate interactions between model features, implementation details, and runtime environment, which may strongly affect the overall performance. The thesis consists of three parts. The first part surveys existing approaches to solve the algorithm selection problem and discusses techniques to analyze simulation algorithm performance.The second part introduces a software framework for automatic simulation algorithm selection, which is evaluated in the third part.Die Auswahl des passendsten Simulationsalgorithmus für eine bestimmte Aufgabe ist oftmals schwierig. Dies liegt an der komplexen Interaktion zwischen Modelleigenschaften, Implementierungsdetails und Laufzeitumgebung. Die Arbeit ist in drei Teile gegliedert. Der erste Teil befasst sich eingehend mit Vorarbeiten zur automatischen Algorithmenauswahl, sowie mit der Leistungsanalyse von Simulationsalgorithmen. Der zweite Teil der Arbeit stellt ein Rahmenwerk zur automatischen Auswahl von Simulationsalgorithmen vor, welches dann im dritten Teil evaluiert wird

Attitudes towards old age and age of retirement across the world: findings from the future of retirement survey

The 21st century has been described as the first era in human history when the world will no longer be young and there will be drastic changes in many aspects of our lives including socio-demographics, financial and attitudes towards the old age and retirement. This talk will introduce briefly about the Global Ageing Survey (GLAS) 2004 and 2005 which is also popularly known as “The Future of Retirement”. These surveys provide us a unique data source collected in 21 countries and territories that allow researchers for better understanding the individual as well as societal changes as we age with regard to savings, retirement and healthcare. In 2004, approximately 10,000 people aged 18+ were surveyed in nine counties and one territory (Brazil, Canada, China, France, Hong Kong, India, Japan, Mexico, UK and USA). In 2005, the number was increased to twenty-one by adding Egypt, Germany, Indonesia, Malaysia, Poland, Russia, Saudi Arabia, Singapore, Sweden, Turkey and South Korea). Moreover, an additional 6320 private sector employers was surveyed in 2005, some 300 in each country with a view to elucidating the attitudes of employers to issues relating to older workers. The paper aims to examine the attitudes towards the old age and retirement across the world and will indicate some policy implications

Stability Problems for Stochastic Models: Theory and Applications II

Most papers published in this Special Issue of Mathematics are written by the participants of the XXXVI International Seminar on Stability Problems for Stochastic Models, 21­25 June, 2021, Petrozavodsk, Russia. The scope of the seminar embraces the following topics: Limit theorems and stability problems; Asymptotic theory of stochastic processes; Stable distributions and processes; Asymptotic statistics; Discrete probability models; Characterization of probability distributions; Insurance and financial mathematics; Applied statistics; Queueing theory; and other fields. This Special Issue contains 12 papers by specialists who represent 6 countries: Belarus, France, Hungary, India, Italy, and Russia

Journal of Telecommunications and Information Technology, 2018, nr 4

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Attitudes towards old age and age of retirement across the world: findings from the future of retirement survey

The 21st century has been described as the first era in human history when the world will no longer be young and there will be drastic changes in many aspects of our lives including socio-demographics, financial and attitudes towards the old age and retirement. This talk will introduce briefly about the Global Ageing Survey (GLAS) 2004 and 2005 which is also popularly known as “The Future of Retirement”. These surveys provide us a unique data source collected in 21 countries and territories that allow researchers for better understanding the individual as well as societal changes as we age with regard to savings, retirement and healthcare. In 2004, approximately 10,000 people aged 18+ were surveyed in nine counties and one territory (Brazil, Canada, China, France, Hong Kong, India, Japan, Mexico, UK and USA). In 2005, the number was increased to twenty-one by adding Egypt, Germany, Indonesia, Malaysia, Poland, Russia, Saudi Arabia, Singapore, Sweden, Turkey and South Korea). Moreover, an additional 6320 private sector employers was surveyed in 2005, some 300 in each country with a view to elucidating the attitudes of employers to issues relating to older workers. The paper aims to examine the attitudes towards the old age and retirement across the world and will indicate some policy implications