Related papers: An algorithm for calculating steady state probabil…
A simple method is proposed to prepare conveniently the effective pure state |00...0><0...00| with any number of qubits in a quantum ensemble. The preparation is based on the temporal averaging (Knill, Chuang, and Laflamme, Phys.Rev.A 57,…
A common and effective method for calculating the steady-state distribution of a process under stochastic resetting is the renewal approach that requires only the knowledge of the reset-free propagator of the underlying process and the…
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…
In this paper we develop the first perfect sampling algorithm for queues with Hawkes input, i.e. single-server queues with Hawkes arrivals and i.i.d. service times of general distribution. In addition to the stability condition, we also…
Motivated by studies of typical properties of quantum states in statistical mechanics, we introduce phase-random states, an ensemble of pure states with fixed amplitudes and uniformly distributed phases in a fixed basis. We first show that…
The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
We consider an infinite-buffer single-server queue where inter-arrival times are phase-type ($PH$), the service is provided according to Markovian service process $(MSP)$, and the server may take single, exponentially distributed vacations…
We investigate the steady-state diffusion-approximation error for continuous-time queueing systems with generally distributed primitives. Across four canonical systems -- the $G/G/1$ and $G/M/\infty$ queues, the join-the-shortest-queue…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…
We study the accurate and efficient computation of the expected number of times each state is visited in discrete- and continuous-time Markov chains. To obtain sound accuracy guarantees efficiently, we lift interval iteration and…
We analyze opportunistic schemes for transmission scheduling from one of $n$ homogeneous queues whose channel states fluctuate independently. Considered schemes consist of the LCQ policy, which transmits from a longest connected queue in…
Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically,…
This paper considers a BMAP/M/$\infty$ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/$\infty$ queue is stable if and only if the expectation of the logarithm…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…
Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…