Related papers: A note on the stability of multiclass Markovian qu…
The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007)…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
We derive a simple sufficient condition for the local asymptotic stability of spatially discrete, continuous-time reaction-diffusion systems of networked dynamical systems at a homogeneous equilibrium point. The framework explicitly…
We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…
For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…
We consider Poisson streams of exponentially distributed jobs arriving at each edge of a hypergraph of queues. Upon arrival, an incoming job is rooted to the shortest queue among the corresponding vertices. This generalizes many known…
We study a production-inventory system with two customer classes with different priorities which are admitted to the system following a flexible admission control scheme. The inventory management is according to a base stock policy and…
In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…
We study the stability of single server retrial queues under general distribution for retrial times and stationary ergodic service times, for three main retrial policies studied in the literature: classical linear, constant and control…
In this paper, we study the trade-off between reliability and latency in machine type communication (MTC), which consists of single transmitter and receiver in the presence of Rayleigh fading channel. We assume that the transmitter does not…
The MultiQueue is a relaxed concurrent priority queue consisting of $n$ internal priority queues, where an insertion uses a random queue and a deletion considers two random queues and deletes the minimum from the one with the smaller…
In the real world, the stable operation of a network is usually inseparable from the mutual support of other networks. In such an interdependent network, a node in one layer may depend on multiple nodes in another layer, forming a complex…
One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…
We study a stochastic SIS (susceptible-infected-susceptible) epidemic dynamics on network, under the effect of a Markovian regime-switching. We first prove the existence of a unique global positive solution, and find a positive invariant…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
Given an infinitesimal perturbation of a discrete-time finite Markov chain, we seek the states that are stable despite the perturbation, \textit{i.e.} the states whose weights in the stationary distributions can be bounded away from $0$ as…
For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not…
This paper investigates the mean stability of a class of discrete-time stochastic switched linear systems using the $L^p$-norm joint spectral radius of the probability distributions governing the switched systems. First we prove a converse…
In this paper queue stability in a single-hop wireless multicast networks over erasure channels is analyzed. First, a queuing model consisting of several sub-queues is introduced. Under the queueing stability constraint, we adopt Lyapunov…