Related papers: Polling systems with parameter regeneration, the g…
This paper discusses the stability analysis of linear parameter varying systems with a parameter-dependent delay where the parameters are assumed to be stochastic piecewise constants under spontaneous Poissonian jumps. Based on stochastic…
This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…
In this paper we consider a single-server polling system with switch-over times. We introduce a new service discipline, mixed gated/exhaustive service, that can be used for queues with two types of customers: high and low priority…
In this paper, we consider an $N$-queue overloaded polling network attended by a single cyclically roving server. Upon the completion of his service, a customer is either routed to another queue or leaves the system. All the switches are…
The push-pull queueing network is a simple example in which servers either serve jobs or generate new arrivals. It was previously conjectured that there is no policy that makes the network positive recurrent (stable) in the critical case.…
In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
Retrial phenomenon naturally arises in various systems such as call centers, cellular networks and random access protocols in local area networks. This paper gives a comprehensive survey on theory and applications of retrial queues in these…
In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…
In this paper we models and studies a general vacation queueing model with impatient customers. We first propose a sufficient condition for the existence of the stationary workload process. We then give an integral equation for the…
The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic…
We consider a one-dimensional nearest-neighbor interacting particle system, which is a mixture of the simple exclusion process and the voter model. The state space is taken to be the countable set of the configurations that have a finite…
Many panel studies collect refreshment samples---new, randomly sampled respondents who complete the questionnaire at the same time as a subsequent wave of the panel. With appropriate modeling, these samples can be leveraged to correct…
We consider a two-state model of non-Markovian stochastic resonance (SR) within the framework of the theory of renewal processes. Residence time intervals are assumed to be mutually independent and characterized by some arbitrary…
The goal of this paper is to study the lookdown model with selection in the case of a population containing two types of individuals, with a reproduction model which is dual to the $\Lambda$-coalescent. In particular we formulate the…
In this paper, we analyze a polling system on a circle. Random batches of customers arrive at a circle, where each customer, independently, obtains a uniform location. A single server cyclically travels over the circle to serve all…
A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…
This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…
We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a…