Related papers: The on-off network traffic model under intermediat…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…
In this paper we study coordinated multipath routing at the flow-level in networks with routes of length one. As a first step the static case is considered, in which the number of flows is fixed. A clustering pattern in the rate allocation…
In this paper we derive exact large-buffer asymptotics for a two-class Generalized Processor Sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed L\'evy processes.…
Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…
The transitional regime of plane channel flow is investigated {above} the transitional point below which turbulence is not sustained, using direct numerical simulation in large domains. Statistics of laminar-turbulent spatio-temporal…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
This paper introduces a general model of a single-lane roundabout, represented as a circular lattice that consists of $L$ cells, with Markovian traffic dynamics. Vehicles enter the roundabout via on-ramp queues that have stochastic arrival…
Percolation is a model for random damage to a network. It is one of the simplest models that displays a phase transition: when the network is severely damaged, it falls apart in many small connected components, while if the damage is light,…
We introduce a new class of continuous-time models of the stochastic volatility of asset prices. The models can simultaneously incorporate roughness and slowly decaying autocorrelations, including proper long memory, which are two stylized…
Link dimensioning is used by ISPs to properly provision the capacity of their network links. Operators have to make provisions for sudden traffic bursts and network failures to assure uninterrupted operations. In practice, traffic averages…
A model for autonomous feedback control of particle transport through a large number of channels is introduced. Interactions among the particles can lead to a strong suppression of fluctuations in the particle number statistics. Within a…
This paper presents a mathematical model for the routing of multicommodity freight in an intermodal network under disruptions. A stochastic mixed-integer program was formulated to minimize not only operational costs of various modes and…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
In this paper we propose a new modeling technique for vehicular traffic flow, designed for capturing at a macroscopic level some effects, due to the microscopic granularity of the flow of cars, which would be lost with a purely continuous…
A modular fluid-flow model for network congestion analysis and control is proposed. The model is derived from an information conservation law stating that the information is either in transit, lost or received. Mathematical models of…
By studying the statistics of recurrence intervals, $\tau$, between volatilities of Internet traffic rate changes exceeding a certain threshold $q$, we find that the probability distribution functions, $P_{q}(\tau)$, for both byte and…
This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…
We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…
We perform a simplified Ethernet traffic simulation in order to clarify the physical mechanism of the phase transition behavior which has been experimentally observed in the flow density fluctuation of Internet traffic. In one phase…