Related papers: On the long time behavior of the TCP window size p…
The TCP window size process appears in the modeling of the famous Transmission Control Protocol used for data transmission over the Internet. This continuous time Markov process takes its values in [0, \infty), is ergodic and irreversible.…
The Transmission Control Protocol (TCP) is a Transport Protocol used in the Internet. Ott has introduced a more general class of candidate Transport Protocols called "protocols in the TCP Paradigm". The long run objective of studying this…
In this paper, we derive an approximation for throughput of TCP Compound connections under random losses. Throughput expressions for TCP Compound under a deterministic loss model exist in the literature. These are obtained assuming the…
The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…
We consider the class of Piecewise Deterministic Markov Processes (PDMP), whose state space is $\R\_{+}^{*}$, that possess an increasing deterministic motion and that shrink deterministically when they jump. Well known examples for this…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
In this paper, we derive an expression for computing average window size of a single TCP CUBIC connection under random losses. Throughput expression for TCP CUBIC has been computed earlier under deterministic periodic packet losses. We…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…
The present report deals with the modeling of the long-term throughput, a.k.a., send rate, of the Transmission Control Protocol (TCP) under the following assumptions. (i) We consider a single 'infinite source' using a network path from…
We determine the convergence speed of a numerical scheme for approximating one-dimensional continuous strong Markov processes. The scheme is based on the construction of coin tossing Markov chains whose laws can be embedded into the process…
The performance analysis of long file TCP controlled transfers in a WLAN in infrastructure mode is available in the present literature with one of the main assumptions being equal window size for all TCP connections. In this paper, we…
In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…
We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…
We study the long-term behavior of two piecewise-deterministic Markov processes used to model stochastic gene regulatory networks with bursting dynamics. Under regularity assumptions on the jump rate, we prove the existence and uniqueness…
We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…
We study the approximation of a (finite) continuous-time Markov chain by a Markov chain on a reduced state space, and we provide formal error bounds for the approximated transient distributions in the Wasserstein distance. These bounds…
A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…
We investigate the convergence to (quasi--)equilibrium of a density dependent Markov chain in~${\mathbb Z}^d$, whose drift satisfies a system of ordinary differential equations having an attractive fixed point. For a sequence of such…