Related papers: Perfect sampling for infinite server and loss syst…
In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…
We consider communication-efficient weighted and unweighted (uniform) random sampling from distributed data streams presented as a sequence of mini-batches of items. This is a natural model for distributed streaming computation, and our…
We propose, analyze and test two novel fully discrete decoupled linearized algorithms for a nonlinearly coupled reaction-diffusion $N$-species competition model with harvesting or stocking effort. The time-stepping algorithms are first and…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…
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…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
Quantum sampling, a fundamental subroutine in numerous quantum algorithms, involves encoding a given probability distribution in the amplitudes of a pure state. Given the hefty cost of large-scale quantum storage, we initiate the study of…
In this paper, we consider a $G_t/G_t/\infty$ infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluctuating stochastic process, which arguably takes into account…
We consider a parallel system of $m$ identical machines prone to unpredictable crashes and restarts, trying to cope with the continuous arrival of tasks to be executed. Tasks have different computational requirements (i.e., processing time…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
Generation of deviates from random graph models with non-trivial edge dependence is an increasingly important problem. Here, we introduce a method which allows perfect sampling from random graph models in exponential family form…
We introduce a new computational model for data streams: asymptotically exact streaming algorithms. These algorithms have an approximation ratio that tends to one as the length of the stream goes to infinity while the memory used by the…
Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
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 introduce a new perfect sampling technique that can be applied to general Gibbs distributions and runs in linear time if the correlation decays faster than the neighborhood growth. In particular, in graphs with sub-exponential…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…