Related papers: Corrected phase-type approximations of heavy-taile…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
In this paper, we investigate overlap times in a two-dimensional infinite server tandem queue. Specifically, we analyze the amount of time that a pair of customers spend overlapping in any station of the two dimensional tandem network. We…
A mean-field extension of the queueing system \(GI/GI/1\) is considered. The process is constructed as a Markov solution of a martingale problem. Uniqueness in distribution is established under a bit different sets of assumptions on…
Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…
The accurate estimation of time delays is crucial in traffic congestion analysis, as this information can be used to address fundamental questions regarding the origin and propagation of traffic congestion. However, the exact measurement of…
We investigate synchronization between two unidirectionally linearly coupled chaotic non-identical time-delayed systems and show that parameter mismatches are of crucial importance to achieve synchronization. We establish that independent…
We study the problem of scheduling jobs in a queueing system, specifically an M/G/1 with light-tailed job sizes, to asymptotically optimize the response time tail. This means scheduling to make $\mathbf{P}[T > t]$, the chance a job's…
We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms [25] and prove a better-than-exponential tail estimate for the accummulated local p-variation functional, which has been…
We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…
This work proposes a novel method to robustly and accurately model time series with heavy-tailed noise, in non-stationary scenarios. In many practical application time series have heavy-tailed noise that significantly impacts the…
This paper considers an approximation usually used when implementing Ramaswami's recursion for the stationary distribution of the M/G/1-type Markov chain. The approximation is called the level-increment-truncation approximation because it…
The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has profound implications for operational effectiveness and cost…
Using a novel electronic implementation of a well-known time-delayed system, the Mackey-Glass (MG) system, we investigate the organization of the trajectories in the phase space, and classify the coexisting solutions, both, in observations…
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…
The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…
We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…
This work focuses over the performability analysis of a multi-server retrial queueing model with phase-type inter-retrial times in cellular networks. It is considered that the pattern of the new call arrival and handoff call arrival follows…
As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed distributions for the noise components. Methods for deciding when and where heavy-tailed models…
We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…