Related papers: A Virtual Queue Approach for Online Estimation of …
We present an online approach to portfolio selection. The motivation is within the context of algorithmic trading, which demands fast and recursive updates of portfolio allocations, as new data arrives. In particular, we look at two online…
We consider queueing output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processes is their variance curve, indicating the variance of the…
Future mobile networks supporting Internet of Things are expected to provide both high throughput and low latency to user-specific services. One way to overcome this challenge is to adopt Network Function Virtualization (NFV) and…
An innovative numerical technique is presented to adjust the inflow to a supply chain in order to achieve a desired outflow, reducing the costs of inventory, or the goods timing in warehouses. The supply chain is modelled by a conservation…
Low-latency communication has recently attracted considerable attention owing to its potential of enabling delay-sensitive services in next-generation industrial cyber-physical systems. To achieve target average or maximum delay given…
Subspace methods like canonical variate analysis (CVA) are regression based methods for the estimation of linear dynamic state space models. They have been shown to deliver accurate (consistent and asymptotically equivalent to quasi maximum…
This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian…
The Exponentially Weighted Average (EWA) of observations is known to be state-of-art estimator for tracking expectations of dynamically varying data stream distributions. However, how to devise an EWA estimator to rather track quantiles of…
Accurate estimation of queuing delays is crucial for designing and optimizing communication networks, particularly in the context of Deterministic Networking (DetNet) scenarios. This study investigates the approximation of Internet queuing…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
In this paper, we consider sampling an Ornstein-Uhlenbeck (OU) process through a channel for remote estimation. The goal is to minimize the mean square error (MSE) at the estimator under a sampling frequency constraint when the channel…
Network virtualization allows one to build dynamic distributed systems in which resources can be dynamically allocated at locations where they are most useful. In order to fully exploit the benefits of this new technology, protocols need to…
The outcomes of a series of measurements, made on a quantum system, form a sequence of random events which occur in a particular order. The system, together with a meter or meters, can be seen as following the paths of a stochastic network…
A problem which has recently attracted research attention is that of estimating the distribution of flow sizes in internet traffic. On high traffic links it is sometimes impossible to record every packet. Researchers have approached the…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
It is well known that ignoring the presence of stochastic disturbances in the identification of stochastic Wiener models leads to asymptotically biased estimators. On the other hand, optimal statistical identification, via likelihood-based…
In quantum state tomography, the estimated frequencies do not correspond directly to a physical quantum state, due to statistical fluctuations. Thus, one resorts to point estimators that return the state that matches observations the best,…
A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…
Quantum computing is revolutionizing various fields, including operations research and queueing theory. This study presents a quantum method for simulating single-server Markovian (M/M/1) queues, making quantum computing more accessible to…
We study the problem of assigning $K$ identical servers to a set of $N$ parallel queues in a time-slotted queueing system. The connectivity of each queue to each server is randomly changing with time; each server can serve at most one queue…