Related papers: Spatial homogenization in a stochastic network wit…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by…
Vehicle-sharing systems are becoming important for urban transportation. In these systems, users arrive at a station, pick up a vehicle, use it for a while and then return it to another station of their choice. Depending on the type of…
The diffusion of molecules in complex intracellular environments can be strongly influenced by spatial heterogeneity and stochasticity. A key challenge when modelling such processes using stochastic random walk frameworks is that negative…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…
The problem of reservation in a large distributed system is analyzed via a new mathematical model. A typical application is a station-based car-sharing system which can be described as a closed stochastic network where the nodes are the…
We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…
In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…
In this paper, we consider a $G_t/G_t/\infty$ infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluctuating stochastic process, which arguably takes into account…
We study homogenization problem for the stationary Maxwell system. It is supposed that the magnetic permeability and the dielectric permittivity locally close to fast-oscillating (with respect to some small parameter) periodic functions…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
Understanding the resilience of infrastructures such as transportation network has significant importance for our daily life. Recently, a homogeneous spatial network model was developed for studying spatial embedded networks with…
We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…
We study the absorbing state transition in particulate systems under spatially inhomogeneous driving using a modified random organization model. For smoothly varying driving the steady state results map onto the homogeneous absorbing state…
The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…
We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…
This paper considers some designs for sampling and interventions in dynamic networks and spatial temporal settings. The sample spreads through the population largely by tracing network links, although random sampling or spatial designs may…
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.…
For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…