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Time-fractional G/G/1 queues and applications to the double auction model

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FD2W02 - Fractional kinetics, hydrodynamic limits and fractals

We present some generalisations and limit theorems for the time-fractional G/G/1 queue, where arrivals and departures from the system come according to (independent) fractional Poisson processes. We then use some of these generalisations to develop and study a Fractional Double Auction model. This is joint ongoing work with Jacob Butt and Enrico Scalas. 

This talk is part of the Isaac Newton Institute Seminar Series series.

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