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We propose a stochastic model of opinion exchange in networks. A finite set of agents is organized in a fixed network structure. There is a binary state of the world and each agent receives a private signal on the state. We model beliefs as…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
It is by now well-known that wireless networks with file arrivals and departures are stable if one uses alpha-fair congestion control and back-pressure based scheduling and routing. In this paper, we examine whether ?alpha-fair congestion…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
Recent empirical studies have reported that spatiotemporal congestion clusters in urban traffic exhibit scale-free statistics, with cluster size following a power-law distribution. In this study, we address whether macroscopic continuum…
This paper studies load balancing for many-server ($N$ servers) systems. Each server has a buffer of size $b-1,$ and can have at most one job in service and $b-1$ jobs in the buffer. The service time of a job follows the Coxian-2…
Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…
In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…
In this work we present a model of an air transportation traffic system from the complex network modelling viewpoint. In the network, every node corresponds to a given airport, and two nodes are connected by means of flight routes. Each…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
This paper develops fluid limits for nonstationary many-server loss systems with general service-time distributions. For the zero-buffer $M_t/G/n/n$ queuing model, we prove a functional strong law of large numbers for the fraction of busy…
Distributed storage systems such as Hadoop File System or Google File System (GFS) ensure data availability and durability using replication. This paper is focused on the analysis of the efficiency of replication mechanism that determines…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
We present a stochastic model for a social network, where new actors may join the network, existing actors may become inactive and, at a later stage, reactivate themselves. Our model captures the evolution of the network, assuming that…
We analyze an idealized model for the transmission or flow of particles, or discrete packets of information, in a weight bearing branching hierarchical 2-D networks, and its variants. The capacities add hierarchically down the clusters.…
Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…
A finite element approach to the elastic flow of a curve coupled with a diffusion equation on the curve is analysed. Considering the graph case, the problem is weakly formulated and approximated with continuous linear finite elements, which…
We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…