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We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

Probability · Mathematics 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

The congestion control algorithm bring such importance that it avoids the network link into severe congestion and guarantees network normal operation. Since The loss based algorithms introduce high transmission delay, to design new…

Networking and Internet Architecture · Computer Science 2019-09-10 Songyang Zhang

The load-balancing system, built on the basis of a subsystem load balancer and subsystem control and monitoring that closely interact with each other was propose in work. This system is presented as a queuing system with priority service…

Networking and Internet Architecture · Computer Science 2019-05-10 Igor Ivanisenko , Tamara Radivilova

The blood flow model maintains the steady state solutions, in which the flux gradients are non-zero but exactly balanced by the source term. In this paper, we design high order finite difference weighted non-oscillatory (WENO) schemes to…

Numerical Analysis · Mathematics 2016-07-01 Zhenzhen Wang , Gang Li , Olivier Delestre

We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…

Probability · Mathematics 2011-05-04 David Gamarnik , Alexander Stolyar

We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…

Statistical Mechanics · Physics 2009-11-07 Frank Zielen , Andreas Schadschneider

In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two queues as two independent flows with deterministic rate.…

Probability · Mathematics 2021-12-10 Stella Kapodistria , Mayank Saxena , Onno Boxma , Offer Kella

We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Guodong Pang , Nikola Sandrić

We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In particular, for Markov branching processes, the probability…

Probability · Mathematics 2020-04-20 Yanyun Li , Junping Li

Branch and bound algorithms have been developed for reliability analysis of coherent systems. They exhibit a set of advantages; in particular, they can find a computationally efficient representation of a system failure or survival event,…

Optimization and Control · Mathematics 2024-10-31 Ji-Eun Byun , Hyeuk Ryu , Daniel Straub

This paper studies the problem of utilizing data-driven adaptive control techniques to guarantee stability and safety of uncertain nonlinear systems with high relative degree. We first introduce the notion of a High Order Robust Adaptive…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Max H. Cohen , Calin Belta

The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter $\lambda$, is considered. These equations describe the…

Probability · Mathematics 2021-07-13 Rami Atar , Weining Kang , Haya Kaspi , Kavita Ramanan

This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…

Probability · Mathematics 2010-11-15 Weining Kang , Kavita Ramanan

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated effective for improving closed-loop performance by automatically tuning controller…

Machine Learning · Computer Science 2021-10-15 Wenjie Xu , Colin N Jones , Bratislav Svetozarevic , Christopher R. Laughman , Ankush Chakrabarty

For a multiclass G/G/1 queue with finite buffers, admission and scheduling control, and holding and rejection costs, we construct a policy that is asymptotically optimal in the heavy traffic limit. The policy is specified in terms of a…

Probability · Mathematics 2014-12-23 Rami Atar , Mark Shifrin

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

Frameworks, such as MapReduce and Hadoop are abundant nowadays. They seek to reap benefits of parallelization, albeit subject to a synchronization constraint at the output. Fork-Join (FJ) queuing models are used to analyze such systems.…

Performance · Computer Science 2016-12-19 Wasiur R. KhudaBukhsh , Sounak Kar , Amr Rizk , Heinz Koeppl

Consider a queueing system fed by traffic from $N$ independent and identically distributed marked point processes. We establish several novel sample path large deviations results in the scaled uniform topology for such a system with a small…

Probability · Mathematics 2019-12-11 James R. Cruise , Fraser Daly , Bemsibom Toh

We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing…

Probability · Mathematics 2015-03-17 Alexander L. Stolyar , Elena Yudovina

Max-algebra models of tandem single-server queueing systems with both finite and infinite buffers are developed. The dynamics of each system is described by a linear vector state equation similar to those in the conventional linear systems…

Numerical Analysis · Mathematics 2012-11-27 N. K. Krivulin