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Many call centres are subject to service level agreements that stipulate that they must achieve targets in terms of the proportion of calls that are answered within a specified time. In order to manage a centre so that targets like these are met, we need to have a method of calculating the waiting time distributions experienced by customers. In this paper, we provide such a method for small call centres that employ skills-based routing. We first build the methodology for the single-skill case and then extend it to a multi-skill case. We model the call centre system as a continuous-time Markov chain and then make use of the Laplace transform to calculate the relevant quantities. We later demonstrate the use of this method to find the optimal routing policy in a certain class of policies.

In this paper, we show how to calculate transient performance measures in models for small call centres that employ skills-based routing. In particular, we calculate the expected number of customer losses and call abandonments in a fixed time. We use the results to compare how call allocation policies can minimise the expected numbers of losses and abandonments, and make recommendations about which policies should be employed.

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in situations where a performance target in terms of the tails of the class-dependent waiting time distributions has to be met, such models of priority queueing may not be satisfactory. In fact, there could be situations where high priority classes easily meet their performance target for the maximum waiting time, while lower classes do not. Here, we are interested in the stationary distribution at the times of commencement of service of this maximum priority process. Until now, there has been no explicit expression for this distribution. We construct a mapping of the maximum priority process to a tandem fluid queue, which enables us to find expressions for this stationary distribution. We derive the results for the stationary distribution of the maximum priority process at the times of the commencement of service., Comment: The Eleventh International Conference on Matrix-Analytic Methods in Stochastic Models (MAM11), 2022, Seoul, Republic of Korea

Malaria is a parasitic disease, transmitted by mosquito vectors. Plasmodium vivax presents particular challenges for disease control, in light of an undetectable reservoir of latent parasites (hypnozoites) within the host liver. Superinfection, which is driven by temporally proximate mosquito inoculation and/or hypnozoite activation events, is an important feature of P. vivax. Here, we present a model of hypnozoite accrual and superinfection for P. vivax. To couple host and vector dynamics, we construct a density-dependent Markov population process with countably many types, for which disease extinction is shown to occur almost surely. We also establish a functional law of large numbers, taking the form of an infinite-dimensional system of ordinary differential equations that can also be recovered under the hybrid approximation or a standard compartment modelling approach. Recognising that the subset of these equations that models the infection status of human hosts has precisely the same form as the Kolmogorov forward equations for a Markovian network of infinite server queues with an inhomogeneous batch arrival process, we use physical insight into the evolution of the latter to write down a time-dependent multivariate generating function for the solution. We use this characterisation to collapse the infinite-compartment model into a single integrodifferential equation (IDE) governing the intensity of mosquito-to-human transmission. Through a steady state analysis, we recover a threshold phenomenon for this IDE in terms of a bifurcation parameter $R_0$, with the disease-free equilibrium shown to be uniformly asymptotically stable if $R_0<1$ and an endemic equilibrium solution emerging if $R_0>1$. Our work provides a theoretical basis to explore the epidemiology of P. vivax, and introduces a general strategy for constructing tractable population-level models of malarial superinfection.

In this paper, we consider the occupancy distribution for an open network of infinite server queues with multivariate batch arrivals following a non-homogeneous Poisson process, and general service time distributions. We derive a probability generating function for the transient occupancy distribution of the network, and prove that it is necessary and sufficient for ergodicity that the expected occupancy time for each batch be finite. Further, we recover recurrence relations for the transient probability mass function formulated in terms of a distribution obtained by compounding the batch size with a multinomial distribution.

Malaria is a vector-borne disease that exacts a grave toll in the Global South. The epidemiology of Plasmodium vivax, the most geographically expansive agent of human malaria, is characterised by the accrual of a reservoir of dormant parasites known as hypnozoites. Relapses, arising from hypnozoite activation events, comprise the majority of the blood-stage infection burden, with implications for the acquisition of immunity and the distribution of superinfection. Here, we construct a hybrid transmission model for P. vivax that concurrently accounts for the accrual of the hypnozoite reservoir, (blood-stage) superinfection and the acquisition of immunity. We begin by analytically characterising within-host dynamics as a function of mosquito-to-human transmission intensity, extending our previous model (comprising an open network of infinite server queues) to capture a discretised immunity level. To model transmission-blocking and antidisease immunity, we allow for geometric decay in the respective probabilities of successful human-to-mosquito transmission and symptomatic blood-stage infection as a function of this immunity level. Under a hybrid approximation -- whereby probabilistic within-host distributions are cast as expected population-level proportions -- we couple host and vector dynamics to recover a deterministic compartmental model in line with Ross-Macdonald theory. We then perform a steady-state analysis for this compartmental model, informed by the (analytic) distributions derived at the within-host level. To characterise transient dynamics, we derive a reduced system of integrodifferential equations (IDEs), likewise informed by our within-host queueing network, allowing us to recover population-level distributions for various quantities of epidemiological interest. Our model provides insights into important, but poorly understood, epidemiological features of P. vivax.

Malaria is an infectious disease with an immense global health burden. Plasmodium vivax is the most geographically widespread species of malaria. Relapsing infections, caused by the activation of liver-stage parasites known as hypnozoites, are a critical feature of the epidemiology of Plasmodium vivax. Hypnozoites remain dormant in the liver for weeks or months after inoculation, but cause relapsing infections upon activation. Here, we introduce a dynamic probability model of the activation-clearance process governing both potential relapses and the size of the hypnozoite reservoir. We begin by modelling activation-clearance dynamics for a single hypnozoite using a continuous-time Markov chain. We then extend our analysis to consider activation-clearance dynamics for a single mosquito bite, which can simultaneously establish multiple hypnozoites, under the assumption of independent hypnozoite behaviour. We derive analytic expressions for the time to first relapse and the time to hypnozoite clearance for mosquito bites establishing variable numbers of hypnozoites, both of which are quantities of epidemiological significance. Our results extend those in the literature, which were limited due to an assumption of non-independence. Our within-host model can be embedded readily in multi-scale models and epidemiological frameworks, with analytic solutions increasing the tractability of statistical inference and analysis. Our work therefore provides a foundation for further work on immune development and epidemiological-scale analysis, both of which are important for achieving the goal of malaria elimination., Comment: This is a pre-copyedit version of an article published in Bulletin of Mathematical Biology. The final authenticated version is available online at: https://doi.org/10.1007/s11538-020-00706-1

We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless Multi-Armed Bandit Problems (RMABPs) connected by constraints imposed by resource capacity. Following Whittle's relaxation idea and Weber and Weiss' asymptotic optimality proof, we propose a simple policy and prove it to be asymptotically optimal in a regime where both arrival rates and capacities increase. We provide a simple sufficient condition for asymptotic optimality of the policy, and in complete generality propose a method that generates a set of candidate policies for which asymptotic optimality can be checked. The effectiveness of these results is demonstrated by numerical experiments. To the best of our knowledge, this is the first work providing asymptotic optimality results for such a resource allocation problem and such a combination of multiple RMABPs., Comment: 78 pages, 8 figures, Latex

In their 1960 book on finite Markov chains, Kemeny and Snell established that a certain sum is invariant. The value of this sum has become known as {\it Kemeny's constant}. Various proofs have been given over time, some more technical than others. We give here a very simple physical justification, which extends without a hitch to continuous-time Markov chains on a finite state space. For Markov chains with denumerably infinite state space, the constant may be infinite and even if it is finite, there is no guarantee that the physical argument will hold. We show that the physical interpretation does go through for the special case of a birth-and-death process with a finite value of Kemeny's constant. Keywords: Kemeny's constant; discrete-time Markov chains; continuous-time Markov chains; passage times; deviation matrix.

We present a model of credit card profitability, assuming that the card-holder always pays the full outstanding balance. The motivation for the model is to calculate an optimal credit limit, which requires an expression for the expected outstanding balance. We derive its Laplace transform, assuming that purchases are made according to a marked point process and that there is a simplified balance control policy in place to prevent the credit limit being exceeded. We calculate optimal limits for a compound Poisson process example and show that the optimal limit scales with the distribution of the purchasing process and that the probability of exceeding the optimal limit remains constant. We establish a connection with the classic newsvendor model and use this to calculate bounds on the optimal limit for a more complicated balance control policy. Finally, we apply our model to real credit card purchase data., Comment: 17 pages. Submitted to the Journal of the Operational Research Society on 20th May 2015. This version updated with minor corrections: corrected typo on pg. 3; fixed incorrect index in equation 1; added a definition for the profit function on pg. 3

In the context of the `selfish-mine' strategy proposed by Eyal and Sirer, we study the effect of propagation delay on the evolution of the Bitcoin blockchain. First, we use a simplified Markov model that tracks the contrasting states of belief about the blockchain of a small pool of miners and the `rest of the community' to establish that the use of block-hiding strategies, such as selfish-mine, causes the rate of production of orphan blocks to increase. Then we use a spatial Poisson process model to study values of Eyal and Sirer's parameter $\gamma$, which denotes the proportion of the honest community that mine on a previously-secret block released by the pool in response to the mining of a block by the honest community. Finally, we use discrete-event simulation to study the behaviour of a network of Bitcoin miners, a proportion of which is colluding in using the selfish-mine strategy, under the assumption that there is a propagation delay in the communication of information between miners., Comment: 14 pages, 13 Figures. Submitted to a peer-reviewed journal

Initial teacher education (ITE) in Singapore is shifting towards evidence-based practice. Despite a clear policy orientation, ITE in Singapore has not yet produced the evidence base that it is anticipating. This paper presents an analytical review of previous research into ITE in Singapore and makes comparisons to the larger international context. The review begins with a brief overview of some of the main characteristics of the research over the last decade (1999-2010). Our analysis suggests that the field of ITE research in Singapore is relatively new and still struggling to be a focus of educational research. Current published studies are typically small-scale with a large number of one-off studies. Quantitative and qualitative studies are largely carried out in parallel with little dialogue between them. This paper seeks to propose a research agenda for ITE in Singapore that overcomes the limitations from previous research as evident from the literature review. Additionally, this paper discusses the conditions needed to support the successful implementation of the research agenda. This review is the first essential step towards building an evidence-base for ITE in Singapore. (Contains 3 tables.)