Related papers: An algorithm for calculating steady state probabil…
This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…
Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…
Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…
Fluid queues are mathematical models frequently used in stochastic modelling. Their stationary distributions involve a key matrix recording the conditional probabilities of returning to an initial level from above, often known in the…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…
Network calculus is a min-plus system theory for performance evaluation of queuing networks. Its elegance stems from intuitive convolution formulas for concatenation of deterministic servers. Recent research dispenses with the worst-case…
This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…
The dynamics of pedestrian crowds has been studied intensively in recent years, both theoretically and empirically. However, in many situations pedestrian crowds are rather static, e.g. due to jamming near bottlenecks or queueing at ticket…
We study the set of random matrix product states (RMPS) introduced in arXiv:0908.3877 as a tool to explore foundational aspects of quantum statistical mechanics. In the present work, we provide an accurate numerical and analytical…
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…
The paper discusses a simple method of using the parametric continuation method to designate complex diagrams of steady states. The main advantage of the discussed approach is the fact that it does not require the installation of huge…
The bike sharing systems are fast increasing as a public transport mode in urban short trips, and have been developed in many major cities around the world. A major challenge in the study of bike sharing systems is that large-scale and…
We develop techniques to analyse the statistics of completion times of non-deterministic elements in quantum entanglement generation, and how they affect the overall performance as measured by the secret key rate. By considering such…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
Safety in stochastic control systems, which are subject to random noise with a known probability distribution, aims to compute policies that satisfy predefined operational constraints with high confidence throughout the uncertain evolution…
Dynamic queueing networks (DQN) model queueing systems where demand varies strongly with time, such as airport terminals. With rapidly rising global air passenger traffic placing increasing pressure on airport terminals, efficient…
An algorithm is proposed for constructing quasi-random "peaked" quantum circuits, i.e., circuits whose final qubit state exhibits a high probability concentration on a specific computational basis state. These circuits consist of random…
This paper shows how the steady-state availability and failure frequency can be calculated in a single pass for very large systems, when the availability is expressed as a product of matrices. We apply the general procedure to…
We consider stochastic and open quantum systems with a finite number of states, where a stochastic transition between two specific states is monitored by a detector. The long-time counting statistics of the observed realizations of the…