Related papers: The M/M/1 queue is Bernoulli
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…
Part I of this article discussed the quantum measurement process within the de Broglie-Bohm theory. In the experiment considered, the outcome of the measurements was primarily determined by the initial Bohmian positions within the…
We study the classical mechanics and dynamics of particles that retains some memory of quantum statistics. Our work builds on earlier work on the statistical mechanics and thermodynamics of such particles. Starting from the effective…
The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the importance of such studies has been significantly increased,…
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…
Emergence of one-time-direction macroscopic evolution of a classical system of two mixed gases having different temperatures is derived and explained. The analysis performed at the microscopic level, where the time-symmetric laws of…
We investigate the steady-state diffusion-approximation error for continuous-time queueing systems with generally distributed primitives. Across four canonical systems -- the $G/G/1$ and $G/M/\infty$ queues, the join-the-shortest-queue…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
The measurement postulate of quantum theory stands in conflict with the laws of thermodynamics and has evoked debate regarding what actually constitutes a measurement. With the help of modern quantum statistical mechanics, we take the first…
A new formulation of quantum mechanics is proposed based on a new principle that can be considered a generalization of the Born rule. The principle is composed of a mathematical expression and an associated interpretation, and establishes a…
A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…
This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…
We improve and subsume the conditions of Johansson and \"Oberg [18] and Berbee [2] for uniqueness of a g-measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique g-measures have…
We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…
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…
The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…
We treat a quantum mechanical system with certain general properties which are expected to be common in macroscopic quantum systems. Starting from a PURE initial state (which may not describe an equilibrium) in which energy is mildly…
We study the persistence probabilities of a moving average process of order one with innovations that follow a Laplace distribution. The persistence probabilities can be computed fully explicitly in terms of classical combinatorial…