Related papers: Rare-Event Simulation for Many-Server Queues
In this thesis, we study the queueing systems with heterogeneous servers and service rate uncertainty under the Halfin-Whitt heavy traffic regime. First, we analyse many server queues with abandonments when service rates are i.i.d. random…
We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…
A discrete-event simulation (DES) involves the execution of a sequence of event handlers dynamically scheduled at runtime. As a consequence, a priori knowledge of the control flow of the overall simulation program is limited. In particular,…
Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…
Extreme events, such as market crashes, natural disasters, and pandemics, are rare but catastrophic, often triggering cascading failures across interconnected systems. Accurate prediction and early warning can help minimize losses and…
The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…
We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…
We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…
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…
Lossy compression and rate-adaptive streaming are a mainstay in traditional video steams. However, a new class of neuromorphic ``event'' sensors records video with asynchronous pixel samples rather than image frames. These sensors are…
For the validation of safety-critical systems regarding safety and comfort, e.g., in the context of automated driving, engineers often have to cope with large (parametric) test spaces for which it is infeasible to test through all possible…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
Enterprise networks are one of the major targets for cyber attacks due to the vast amount of sensitive and valuable data they contain. A common approach to detecting attacks in the enterprise environment relies on modeling the behavior of…
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…
This paper considers control systems with failures in the feedback channel, that occasionally lead to loss of the control input signal. A useful approach for modeling such failures is to consider window-based constraints on possible loss…
Various processes can be modelled as quasi-reaction systems of stochastic differential equations, such as cell differentiation and disease spreading. Since the underlying data of particle interactions, such as reactions between proteins or…
Dynamical systems with high intrinsic dimensionality are often characterized by extreme events having the form of rare transitions several standard deviations away from the mean. For such systems, order-reduction methods through projection…
This paper studies the synchronization of stochastic linear systems which are subject to a general class of noises, in the sense that the noises are bounded in covariance but might be correlated with the states of agents and among each…