Related papers: On Ergodicity, Infinite Flow and Consensus in Rand…
We study deterministic continuous-time lossy dynamical flow networks with constant exogenous demands, fixed routing, and finite flow and buffer capacities. In the considered model, when the total net flow in a cell ---consisting of the…
We consider a model of Internet congestion control that represents the randomly varying number of flows present in a network where bandwidth is shared fairly between document transfers. We study critical fluid models obtained as formal…
Affine jump-diffusions constitute a large class of continuous-time stochastic models that are particularly popular in finance and economics due to their analytical tractability. Methods for parameter estimation for such processes require…
The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
We provide a framework for studying randomly coloured point sets in a locally compact, second-countable space on which a metrisable unimodular group acts continuously and properly. We first construct and describe an appropriate dynamical…
Randomized load balancing networks arise in a variety of applications, and allow for efficient sharing of resources, while being relatively easy to implement. We consider a network of parallel queues in which incoming jobs with independent…
Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…
We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…
The aim of this work is to analyze the entropy, entropy flux and entropy supply rate of granular fluids within the frameworks of the Boltzmann equation and continuum thermodynamics. It is shown that the entropy inequality for a granular gas…
The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
The objective of this paper is to initiate a qualitative analysis of dynamic flow in traffic networks by using the competitive equilibrium model of multiple market systems. A network is modeled as a dynamic graph where routes (edges) are…
Exponential-family Random Graph Models (ERGMs) constitute a large statistical framework for modeling sparse and dense random graphs, short- and long-tailed degree distributions, covariates, and a wide range of complex dependencies. Special…
For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…
The mathematical definitions of distinct concepts that are needed in building an ergodicity detection algorithm are introduced in a framework. This algorithmic framework is expressed in a discrete setting in an accessible manner for broader…
We consider network models where information items flow %are sent from a source to a sink node. We start with a model where routing is constrained by energy available on nodes in finite supply (like in Smartdust) and efficiency is related…
The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…
By means of a novel variational approach we study ergodic properties of a model of a multi lane traffic flow, considered as a (deterministic) wandering of interacting particles on an infinite lattice. For a class of initial configurations…