Related papers: Dynamics of the supermarket model
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…
The fundamental problem in the study of parallel-server systems is that of finding and analyzing `good' routing policies of arriving jobs to the servers. It is well known that, if full information regarding the workload process is available…
We present several Monte Carlo strategies for simulating discrete-time Markov chains with continuous multi-dimensional state space; we focus on stratified techniques. We first analyze the variance of the calculation of the measure of a…
This paper analyzes a (1, $\lambda$)-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm uses resampling to handle the constraint. Two cases are…
The Multi-class Queueing Network (McQN) arises as a natural multi-class extension of the traditional (single-class) Jackson network. In a single-class network subcriticality (i.e. subunitary nominal workload at every station) entails…
This paper discusses a maintenance network with failed items that can be removed, repaired, redistributed, and reused under two batch policies: one for removing the failed items from each base to a maintenance shop and the other for…
Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…
From the perspective of probability, the stability of growing network is studied in the present paper. Using the DMS model as an example, we establish a relation between the growing network and Markov process. Based on the concept and…
What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…
We set out a general procedure which allows the approximation of certain Markov chains by the solutions of differential equations. The chains considered have some components which oscillate rapidly and randomly, while others are close to…
Stochastic optimization methods such as mirror descent have wide applications due to low computational cost. Those methods have been well studied under assumption of the independent and identical distribution, and usually achieve sublinear…
Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a job at server i may result in the creation of a new job for…
We re-visit the global - relative to control policies - stability of multiclass queueing networks. In these, as is known, it is generally insufficient that the nominal utilization at each server is below 100%. Certain policies, although…
Continuous Time Markov Chains (CTMC) have been used extensively to model reliability of storage systems. While the exponentially distributed sojourn time of Markov models is widely known to be unrealistic (and it is necessary to consider…
We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…
Upper bounds are derived on the total variation distance between the invariant distributions of two stochastic matrices differing on a subset W of rows. Such bounds depend on three parameters: the mixing time and the minimal expected…
We consider a Markovian load balancing model on a fully-connected network, where calls have Poisson arrivals and exponential durations. The endpoints of each call are uniform over all the links of the network. Each call is routed either…
The complexity of biological, social and engineering networks makes it desirable to find natural partitions into communities that can act as simplified descriptions and provide insight into the structure and function of the overall system.…
We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…