Related papers: Corrected phase-type approximations of heavy-taile…
We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated at a given time, and of associated temporal averages. We…
Till today we dreamt of imperceptible delay in a network. The computer science research grows today faster than ever offering more and more services (computational representational, graphical, intelligent implication etc) to its user. But…
Existence of different kinds of synchronizations, namely anticipatory, complete and lag type synchronizations (both exact and approximate), are shown to be possible in time-delay coupled piecewise linear systems. We deduce stability…
We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…
We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…
We consider an extension of the standard G/G/1 queue, described by the equation $W\stackrel{\mathcal{D}}{=}\max\{0, B-A+YW\}$, where $\mathbb{P}[Y=1]=p$ and $\mathbb{P}[Y=-1]=1-p$. For $p=1$ this model reduces to the classical Lindley…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…
We study the asymptotics of the stationary sojourn time Z of a "typical customer" in a tandem of single-server queues. It is shown that, in a certain "intermediate" region of light-tailed service time distributions, Z may take a large value…
In many cognitive radio applications, there are multiple types of message queues. Existing queueing analysis works in underlay CR networks failed to discuss packets heterogeneity. Therefore high priority packets with impatient waiting time…
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,…
In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…
We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models. The Markovian models include M/M/$\infty$, M/M/r and M/M/1+M queues with random resetting, in which a continuous-time Markov…
We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…
In this paper, we study joint queue-aware and channel-aware scheduling of arbitrarily bursty traffic over multi-state time-varying channels, where the bursty packet arrival in the network layer, the backlogged queue in the data link layer,…
In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and the workload, as well as the associated waiting times.
We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…
We examine the impact of torpid mixing and meta-stability issues on the delay performance in wireless random-access networks. Focusing on regular meshes as prototypical scenarios, we show that the mean delays in an $L\times L$ toric grid…
The problems arising when the moments of service time distributions, for which the MGinf queue system busy period and busy cycle become very easy to study, are presented and it is shown how to overcome them. The busy cycle renewal function…
In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…