Related papers: Series Jackson networks and non-crossing probabili…
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…
This paper studies the heavy-traffic joint distribution of queue lengths in two stochastic processing networks (SPN), viz., an input-queued switch operating under the MaxWeight scheduling policy and a two-server parallel server system…
We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…
This paper proves a large deviation principle (LDP) for the stationary distribution of queue lengths in a subcritical generalised Jackson network assuming a Cramer condition on the interarrival and service times. The deviation function is…
The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…
In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…
The cover time of a Markov chain on a finite state space is the expected time until all states are visited. We show that if the cover time of a discrete-time Markov chain with rational transitions probabilities is bounded, then it is a…
This paper studies the workload distribution of a finite-capacity queue driven by a spectrally one-sided Markov additive process (MAP). Our main result provides the Laplace-Stieltjes transform of the workload at an exponentially distributed…
We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…
Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…
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 study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the rate of convergence and find the main limiting characteristics…
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 address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
This report considers a fairly general model of constrained queuing networks that allows us to represent both MMBP (Markov Modulated Bernoulli Processes) arrivals and time-varying service constraints. We derive a set of sufficient…
The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal…
The performance analysis of peer-to-peer (P2P) networks calls for a new kind of queueing model, in which jobs and service stations arrive randomly. Except in some simple special cases, in general, the queueing model with varying service…
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…