Related papers: Polling systems with parameter regeneration, the g…
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…
Obtaining estimates of the convergence rate of the regenerating process $Q(t)$ whose value at time $t$ is equal to the number of claims in the system $ M \backslash G \backslash \infty $ at this moment, to the limit (stationary) regime.
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
This paper is a first step in the study of the recurrence behavior in random dynamical systems and randomly perturbed dynamical systems. In particular we define a concept of quenched and annealed return times for systems generated by the…
We introduce a novel single-server queue with general retrial times and event-dependent arrivals. This is a versatile model for the study of service systems, in which the server needs a non-negligible time to retrieve waiting customers upon…
We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…
In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…
We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…
We present the explicit construction of a stable queue with several servers and impatient customers, under stationary ergodic assumptions. Using a stochastic comparison of the (multivariate) workload sequence with two monotonic stochastic…
We present a heavy traffic analysis of a single-server polling model, with the special features of retrials and glue periods. The combination of these features in a polling model typically occurs in certain optical networking models, and in…
We investigate the Majority-Vote Model with two states ($-1,+1$) and a noise $q$ on Apollonian networks. The main result found here is the presence of the phase transition as a function of the noise parameter $q$. We also studies de effect…
This work introduces the join the shortest queue policy in the retrial setting. We consider a Markovian single server retrial system with two infinite capacity orbits. An arriving job finding the server busy, it is forwarded to the least…
The voter model with stirring is a variant of the classical voter model on $\mathbb{Z}^d$ with two possible opinions (0 and 1) that, in addition to copying neighbouring opinions at rate 1, allows voters to interchange their opinions at…
We consider the job assignment problem in a multi-server system consisting of $N$ parallel processor sharing servers, categorized into $M$ ($\ll N$) different types according to their processing capacity or speed. Jobs of random sizes…
Traffic to any server is rarely constant over time. In addition, the workload brought by each service request is typically unknown in advance, and each request may bring a different workload to the server. Cha and Lee (2011) proposed a…
Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…
Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We study the stationary states of variants of the noisy voter model, subject to fluctuating parameters or external environments. Specifically, we consider scenarios in which the herding-to-noise ratio switches randomly and on different time…