Related papers: Reversibility in Queueing Models
Irreversibility, in which a transient perturbation leaves a system in a new state, is an emergent property in systems of interacting entities. This property has well-established implications in statistical physics but remains underexplored…
In this paper, we introduce a versatile scheme for optimizing the arrival rates of quasi-reversible queueing systems. We first propose an alternative definition of quasi-reversibility that encompasses reversibility and highlights the…
We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assuming that only one lineage survives each…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…
Reversing a (forward) computation history means undoing the history. In concurrent systems, undoing the history is not performed in a deterministic way but in a causally consistent fashion, where states that are reached during a backward…
The dynamics of an open quantum system can be described by a quantum operation, a linear, complete positive map of operators. Here, I exhibit a compact expression for the time reversal of a quantum operation, which is closely analogous to…
Reversibility is a key concept in Markov models and Master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility…
Reversal of the time direction in stochastic systems driven by white noise has been central throughout the development of stochastic realization theory, filtering and smoothing. Similar ideas were developed in connection with certain…
This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…
Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…
This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in the system as seen at arrival epochs. Despite the importance…
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…
We introduce the notion of order of magnitude reversibility (OM-reversibility) in Markov chains that are parametrized by a positive parameter $\ep$. OM-reversibility is a weaker condition than reversibility, and requires only the knowledge…
Performance modeling is a key issue in queuing theory and operation research. It is well-known that the length of a queue that awaits service or the time spent by a job in a queue depends not only on the service rate, but also crucially on…
Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
We consider stability and network capacity in discrete time queueing systems. Relationships between four common notions of stability are described. Specifically, we consider rate stability, mean rate stability, steady state stability, and…
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…