arXiv subjects

Andrew Daw

Publications and source records attributed to Andrew Daw.

13 recordsLinked to original sources

arXiv2026

Due Process on Hold: A Queueing Framework for Improving Access in SNAP

The U.S. social safety net delivers essential services at mass scale, but access burdens persist, as congested contact or call centers serve as a primary mode of application completion and assistance. In Holmes v. Knodell, Missouri's SNAP call centers were so congested that nearly half of all application denials were procedural, caused by applicants' inability to complete required interviews, rather than underlying ineligibility. The judge ruled these system failures led to a violation of procedural due process. We propose a performance evaluation framework based on queueing models from operations research and management to assess and improve access in such systems. Operational access failures of call centers are distinct from prior automation failures in benefits provision. Emergent arbitrariness arises from interactions between system dynamics and access demand, rather than from an explicit algorithmic rule, making diagnosis and repair inherently system-level. We develop a queueing model that incorporates phenomena that distinguish social services from standard service domains, redials and abandonment, through which backlogs generate endogenous congestion. Standard queueing guidance from Erlang-A that does not address endogenous congestion fundamentally understaffs, which could lead to persistent shortfalls in practice. Using a fluid approximation, we derive steady-state performance metrics to analytically characterize the impacts of bundled staffing and service delivery changes. We fit model parameters to call-center data disclosed in court documents. Our queueing model can support ex-ante evaluation and design of access systems, inform policy levers for improving access, and provide evidence about whether applicants are afforded a meaningful opportunity to be served at scale.

cs.CY↗

arXiv2024

The Hybrid Hospital: Balancing On-Site and Remote Hospitalization

Hybrid hospitals offer on-site and remote hospitalization through telemedicine. These new healthcare models require novel operational policies to balance costs, efficiency, and patient well-being. Our study addresses two first-order questions: (i) how to direct patient admission and call-in based on individual characteristics and proximity and (ii) how to determine the optimal allocation of medical resources between these two hospitalization options and among different patient types. We develop a model that uses Brownian Motion to capture the patient's health evolution during remote/on-site hospitalization and during travel. Under cost-minimizing call-in policies, we find that remote hospitalization can be cost-effective for moderately distant patients, as the optimal call-in threshold is non-monotonic in the patient's travel time. Subject to scarce resources, the optimal solution structure becomes equivalent to a simultaneous, identically sized increase of remote and on-site costs under abundant resources. When limited resources must be divided among multiple patient types, the optimal thresholds shift in non-obvious ways as resource availability changes. Finally, we develop a practical and efficient policy that allows for swapping an on-site patient with a remote patient when the latter is called-in and sufficient resources are not available to treat both on-site. Contrary to the widely held view that telemedicine can mitigate rural and non-rural healthcare disparities, our research suggests that on-site care may actually be more cost-effective than remote hospitalization for patients in distant locations, due to (potentially overlooked) risks during patient travel. This finding may be of particular concern in light of the growing number of ``hospital deserts'' amid recent rural hospital closures, as these communities may in fact not be well-served through at-home care.

eess.SY↗

arXiv2024

Asymmetries of Service: Interdependence and Synchronicity

On many dimensions, services can be seen to exist along spectra measuring the degree of interaction between customer and agent. For instance, every interaction features some number of contributions by each of those two sides, creating a spectrum of interdependence. Additionally, each interaction is further characterized by the relative pacing of these contributions, implying a spectrum of synchronicity. Where a service falls on such spectra can be a consequence of its design, but it can also be a function of its state. For instance, as broadly evidenced empirically, an agent with several concurrent interactions will be slowed in each individual interaction, altering the service's synchronicity. Here, we study a Hawkes cluster model of the service interaction, which we show captures the interdependence and synchronicity spectra and their resulting customer-agent (a)symmetries. We find insightful connections to behavioral operations, such as proving the occurrence of non-monotonic performance (e.g., inverted-U throughput) from concurrency-driven asynchrony. Hence, we can prescribe the agent's optimal concurrency level. Furthermore, we show how the service design dictates the efficacy of these operational improvements, proving that the concurrency-optimized throughput is itself non-monotonic as a function of the interdependence. Of possible independent interest methodologically, we establish an interpretable temporal decomposition for Hawkes clusters.

cs.GT↗

arXiv2022

Conditional Uniformity and Hawkes Processes

Classic results show that the Hawkes self-exciting point process can be viewed as a collection of temporal clusters, where exogenously generated initial events give rise to endogenously driven descendant events. This perspective provides the distribution of a cluster's size through a natural connection to branching processes, but this is irrespective of time. Insight into the chronology of a Hawkes process cluster has been much more elusive. Here, we employ this cluster perspective and a novel adaptation of the random time change theorem to establish an analog of the conditional uniformity property enjoyed by Poisson processes. Conditional on the number of epochs in a cluster, we show that the transformed times are jointly uniform within a particular convex polytope. Furthermore, we find that this polytope leads to a surprising connection between these continuous state clusters and parking functions, discrete objects central in enumerative combinatorics and closely related to Dyck paths on the lattice. In particular, we show that uniformly random parking functions constitute hidden spines within Hawkes process clusters. This yields a decomposition that is valuable both methodologically and practically, which we demonstrate through application to the popular Markovian Hawkes model and through proposal of a flexible and efficient simulation algorithm.

math.PR↗

arXiv2021

An Ephemerally Self-Exciting Point Process

Across a wide variety of applications, the self-exciting Hawkes process has been used to model phenomena in which the history of events influences future occurrences. However, there may be many situations in which the past events only influence the future as long as they remain active. For example, a person spreads a contagious disease only as long as they are contagious. In this paper, we define a novel generalization of the Hawkes process that we call the ephemerally self-exciting process. In this new stochastic process, the excitement from one arrival lasts for a randomly drawn activity duration, hence the ephemerality. Our study includes exploration of the process itself as well as connections to well-known stochastic models such as branching processes, random walks, epidemics, preferential attachment, and Bayesian mixture models. Furthermore, we prove a batch scaling construction of general, marked Hawkes processes from a general ephemerally self-exciting model, and this novel limit theorem both provides insight into the Hawkes process and motivates the model contained herein as an attractive self-exciting process in its own right.

math.PR↗

arXiv2020

Non-Stationary Queues with Batch Arrivals

Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process $\{Q(t); t \geq 0\}$, departure process $\{D(t); t \geq 0\}$, and the workload process $\{W(t); t \geq 0\}$ associated with the M$_{t}^{B_{t}}$/G$_{t}$/$\infty$ queueing system. With two fundamental assumptions of (non-stationary) Poisson arrivals and infinitely many servers, we otherwise maintain a highly general model, in which the service duration and batch size distributions may depend on time and, moreover, where the service durations within a batch may be arbitrarily dependent. Nevertheless, we find that the Poisson and infinite server assumptions are enough to show that for each $t > 0$, the law of $Q(t)$ is that of a weighted sum of mutually independent Poisson random variables. We further invoke this type of decomposition to derive various joint Laplace-Stieltjes transforms associated with the queue-length and departure processes. Next, we study the time-dependent behavior of the workload process, and we conclude by establishing almost sure convergence of the queue-length and workload processes (when properly scaled) to two different shot-noise processes, elevating the weak convergence results shown previously.

math.PR↗

arXiv2020

The Co-Production of Service: Modeling Services in Contact Centers Using Hawkes Processes

In customer support contact centers, every service interaction involves a messaging dialogue between a customer and an agent; together, they exchange information, solve problems, and collectively co-produce the service. Because the service progression is shaped by the history of conversation so far, we propose a bivariate, marked Hawkes process cluster model of the customer-agent interaction. To evaluate our stochastic model of service, we apply it to an industry contact center dataset containing nearly 5 million messages. Through both a novel residual analysis comparison and several Monte Carlo goodness-of-fit tests, we show that the Hawkes cluster model indeed captures dynamics at the heart of the service and also surpasses classic models that do not incorporate the service history. Furthermore, in an entirely data-driven simulation, we demonstrate how this history-dependent model can be leveraged operationally to inform a prediction-based routing policy. We show that widely-used and well-studied customer routing policies can be outperformed with simple modifications according to the Hawkes model. Through analysis of a stylized model proposed in the contact center literature, we prove that service heterogeneity can cause this underperformance and, moreover, that such heterogeneity will occur if service closures are not carefully managed.

cs.SI↗

arXiv2020

Matrix Calculations for Moments of Markov Processes

Matryoshka dolls, the traditional Russian nesting figurines, are known world-wide for each doll's encapsulation of a sequence of smaller dolls. In this paper, we identify a large class of Markov process whose moments are easy to compute by exploiting the structure of a new sequence of nested matrices we call Matryoshkhan matrices. We characterize the salient properties of Matryoshkhan matrices that allow us to compute these moments in closed form at a specific time without computing the entire path of the process. This speeds up the computation of the Markov process moments significantly in comparison to traditional differential equation methods, which we demonstrate through numerical experiments. Through our method, we derive explicit expressions for both transient and steady-state moments of this class of Markov processes. We demonstrate the applicability of this method through explicit examples such as shot-noise processes, growth-collapse processes, linear birth-death-immigration processes, and affine stochastic differential equations from the finance literature. We also show that we can derive explicit expressions for the self-exciting Hawkes process, for which finding closed form moment expressions has been an open problem since its introduction in 1971. In general, our techniques can be used for any Markov process for which the infinitesimal generator of an arbitrary polynomial is itself a polynomial of equal or lower order

math.PR↗

arXiv2019

Analyzing the Spotify Top 200 Through a Point Process Lens

Every generation throws a hero up the pop charts. For the current generation, one of the most relevant pop charts is the Spotify Top 200. Spotify is the world's largest music streaming service and the Top 200 is a daily list of the platform's 200 most streamed songs. In this paper, we analyze a data set collected from over 20 months of these rankings. Via exploratory data analysis, we investigate the popularity, rarity, and longevity of songs on the Top 200 and we construct a stochastic process model for the daily streaming counts that draws upon ideas from stochastic intensity point processes and marked point processes. Using the parameters of this model as estimated from the Top 200 data, we apply a clustering algorithm to identify songs with similar features and performance.

cs.SI↗

arXiv2019

How to Staff When Customers Arrive in Batches

In many different settings, requests for service can arrive in near or true simultaneity with one another. This creates batches of arrivals to the underlying queueing system. In this paper, we study the staffing problem for the batch arrival queue. We show that batches place a dangerous and deceptive stress on services, requiring a high amount of resources and exhibiting a fundamentally larger tail in those demands. This uncovers a service regime in which a system with large batch arrivals may have low utilization but will still have non-trivial waiting. Methodologically, these staffing results follow from novel large batch and large batch-and-rate limits of the multi-server queueing model. In the large batch limit, we establish the first formal connection between general multi-server queues and storage processes, another family of stochastic models. By consequence, we show that the batch scaled queue length process is not asymptotically normal, and that, in fact, the fluid and diffusion-type limits coincide. Hence, the (safety) staffing of this system must be directly proportional to the batch size just to achieve a non-degenerate probability of wait. In exhibition of the existence and insights of this large batch regime, we apply our results to data on Covid-19 contact tracing in New York City. In doing so, we identify significant benefits produced by the tracing agency's decision to staff above national recommendations, and we also demonstrate that there may have been an opportunity to further improve the operation by optimizing the arrival pattern in the public health data pipeline.

cs.PF↗

arXiv2019

On the Distributions of Infinite Server Queues with Batch Arrivals

Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of batch arrivals on infinite server queues. We assume that the arrival epochs occur according to a Poisson process, with treatment of both stationary and non-stationary arrival rates. We consider both exponentially and generally distributed service durations and we analyze both fixed and random arrival batch sizes. In addition to deriving the transient mean, variance, and moment generating function for time-varying arrival rates, we also find that the steady-state distribution of the queue is equivalent to the sum of scaled Poisson random variables with rates proportional to the order statistics of its service distribution. We do so through viewing the batch arrival system as a collection of correlated sub-queues. Furthermore, we investigate the limiting behavior of the process through a batch scaling of the queue and through fluid and diffusion limits of the arrival rate. In the course of our analysis, we make important connections between our model and the harmonic numbers, generalized Hermite distributions, and truncated polylogarithms.

math.PR↗

arXiv2018

Queues Driven by Hawkes Processes

Many stochastic systems have arrival processes that exhibit clustering behavior. In these systems, arriving entities influence additional arrivals to occur through self-excitation of the arrival process. In this paper, we analyze an infinite server queueing system in which the arrivals are driven by the self-exciting Hawkes process and where service follows a phase-type distribution or is deterministic. In the phase-type setting, we derive differential equations for the moments and a partial differential equation for the moment generating function; we also derive exact expressions for the transient and steady-state mean, variance, and covariances. Furthermore, we also derive exact expressions for the auto-covariance of the queue and provide an expression for the cumulant moment generating function in terms of a single ordinary differential equation. In the deterministic service setting, we provide exact expressions for the first and second moments and the queue auto-covariance. As motivation for our Hawkes queueing model, we demonstrate its usefulness through two novel applications. These applications are trending internet traffic and arrivals to nightclubs. In the web traffic setting, we investigate the impact of a click. In the nightclub or "Club Queue" setting, we design an optimal control problem for the rate to admit club-goers.

math.PR↗

arXiv2017

New Perspectives on the Erlang-A Queue

The non-stationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large scale multi-server service systems that may experience customer abandonments, such as call centers, hospitals, and urban mobility systems. In this paper, we develop novel approximations to all of its transient and steady state moments, the moment generating function, and the cumulant generating function. We also provide precise bounds for the difference of our approximations and the true model. More importantly, we show that our approximations have explicit stochastic representations as shifted Poisson random variables. Moreover, we are also able to show that our approximations and bounds also hold for non-stationary Erlang-B and Erlang-C queueing models under certain stability conditions. Finally, we perform numerous simulations to support the conclusions of our results.

math.PR↗