Related papers: Products of random matrices and queueing system pe…

In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…

Given a dynamical system with constrained outputs, the maximal admissible set (MAS) is defined as the set of all initial conditions such that the output constraints are satisfied for all time. It has been previously shown that for…

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

Matrix product states provide a natural entanglement basis to represent a quantum register and operate quantum gates on it. This scheme can be materialized to simulate a quantum adiabatic algorithm solving hard instances of a NP-Complete…

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 extend our previous study of Markov chains on finite commutative rings (arXiv:1605.05089) to arbitrary finite rings with identity. At each step, we either add or multiply by a randomly chosen element of the ring, where the addition…

The Markov Chain Tree Theorem is extended to the max algebra and possible applications to ranking problems are discussed.

We demonstrate the extension of unpredictable motions in coupled autonomous systems with skew product structure in the case that generalized synchronization takes place. Sufficient conditions for the existence of unpredictable motions in…

We show that singular numbers (also known as invariant factors or Smith normal forms) of products and corners of random matrices over $\mathbb{Q}_p$ are governed by the Hall-Littlewood polynomials, in a structurally identical manner to the…

We consider the problem of estimating the spectral norm of a matrix using only matrix-vector products. We propose a new Counterbalance estimator that provides upper bounds on the norm and derive probabilistic guarantees on its…

The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and…

Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…

We propose a new exact solution algorithm for closed multiclass product-form queueing networks that is several orders of magnitude faster and less memory consuming than established methods for multiclass models, such as the Mean Value…

We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…

Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…

Closed queuing networks with finite capacity buffers and skip-over policies are fundamental models in the performance evaluation of computer and communication systems. This technical report presents the details of computational algorithms…

We prove that the Lyapunov exponents of random products in a (real or complex) matrix group depends continuously on the matrix coefficients and probability weights. More generally, the Lyapunov exponents of the random product defined by any…

Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…