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Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…

Logic in Computer Science · Computer Science 2013-09-05 Ezio Bartocci , Luca Bortolussi , Laura Nenzi , Guido Sanguinetti

We propose stochastic control policies to cope with uncertain and variable gas extractions in natural gas networks. Given historical gas extraction data, these policies are optimized to produce the real-time control inputs for nodal gas…

Optimization and Control · Mathematics 2021-08-24 Vladimir Dvorkin , Anubhav Ratha , Pierre Pinson , Jalal Kazempour

Simple lower and upper bounds on mean cycle time in stochastic acyclic fork-join queueing networks are derived using a (max,+)-algebra based representation of network dynamics. The behaviour of the bounds under various assumptions…

Optimization and Control · Mathematics 2013-01-22 Nikolai K. Krivulin

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…

Probability · Mathematics 2010-01-14 Florian Simatos , Danielle Tibi

Since its inception, control of data congestion on the Internet has been based on stochastic models. One of the first such models was Random Early Detection. Later, this model was reformulated as a dynamical system, with the average queue…

Dynamical Systems · Mathematics 2020-01-24 José M. Amigó , Angel Giménez , Oscar Martínez-Bonastre , José Valero

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra

Foundation models have shown great promise in various fields of study. A potential application of such models is in computer network traffic analysis, where these models can grasp the complexities of network traffic dynamics and adapt to…

Machine Learning · Computer Science 2024-09-13 Louis Van Langendonck , Ismael Castell-Uroz , Pere Barlet-Ros

Sociotechnological and geospatial processes exhibit time varying structure that make insight discovery challenging. To detect abnormal moments in these processes, a definition of `normal' must be established. This paper proposes a new…

Social and Information Networks · Computer Science 2017-12-15 Jace Robinson , Derek Doran

Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…

Machine Learning · Statistics 2019-09-17 Ronny Hug , Wolfgang Hübner , Michael Arens

Stochastic network calculus is a tool for computing error bounds on the performance of queueing systems. However, deriving accurate bounds for networks consisting of several queues or subject to non-independent traffic inputs is…

Networking and Internet Architecture · Computer Science 2018-10-12 Anne Bouillard , Céline Comte , Élie De Panafieu , Fabien Mathieu

Pedestrian trajectory prediction is a challenging task because of the complexity of real-world human social behaviors and uncertainty of the future motion. For the first issue, existing methods adopt fully connected topology for modeling…

Computer Vision and Pattern Recognition · Computer Science 2019-07-25 Lidan Zhang , Qi She , Ping Guo

Accurate forecasting of citywide traffic flow has been playing critical role in a variety of spatial-temporal mining applications, such as intelligent traffic control and public risk assessment. While previous work has made significant…

Machine Learning · Computer Science 2021-10-11 Xiyue Zhang , Chao Huang , Yong Xu , Lianghao Xia , Peng Dai , Liefeng Bo , Junbo Zhang , Yu Zheng

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Physics and Society · Physics 2009-11-13 D. Volchenkov , Ph. Blanchard

A stochastic queueing network model with parameter-dependent service times and routing mechanism, and its related performance measures are considered. An estimate of performance measure gradient is proposed, and rather general sufficient…

Optimization and Control · Mathematics 2012-11-19 N. K. Krivulin

Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…

Statistics Theory · Mathematics 2025-08-15 Jinming Li , Shihao Wu , Chengyu Cui , Gongjun Xu , Ji Zhu

Time-Sensitive Networking (TSN) and Deterministic Networking (DetNet) are emerging standards to enable deterministic, delay-critical communication in such networks. This naturally (re-)calls attention to the network calculus theory (NC),…

Performance · Computer Science 2018-10-02 Yuming Jiang

Instead of assuming fully loaded cells in the analysis on cache-enabled networks with tools of stochastic geometry, we focus on the dynamic traffic in this letter. With modeling traffic dynamics of request arrivals and departures,…

Information Theory · Computer Science 2016-09-20 Bin Xia , Chenchen Yang , Tianyu Cao
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