Related papers: Multiclass Hammersley-Aldous-Diaconis process and …
We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
Second order supersymmetric approach is taken to the system describing motion of a quantum particle in a potential endowed with position-dependent effective mass. It is shown that the intertwining relations between second order partner…
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…
As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming…
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
Motivated by the growing interest in today's massive parallel computing capabilities we analyze a queueing network with many servers in parallel to which jobs arrive a according to a Poisson process. Each job, upon arrival, is split into…
Processes having the same bridges as a given reference Markov process constitute its {\it reciprocal class}. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set $\mathcal{A} \subset…
A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
A Hamiltonian eikonal model for the multiple production in high energy hadron hadron collisions is presented and worked out in the aim of providing a simple frame for many different observables of these processes. The Hamiltonian…
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…
A broad class of parallel server systems is considered, for which we prove the steady-state asymptotic independence of server workloads, as the number of servers goes to infinity, while the system load remains sub-critical. Arriving jobs…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations.…