Related papers: On the limiting characteristics for an inhomogeneo…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
Random population dynamics with catastrophes (events pertaining to possible elimination of a large portion of the population) has a long history in the mathematical literature. In this paper we study an ergodic model for random population…
The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…
We introduce a simple analysis of the structural complexity of infinite-memory processes built from random samples of stationary, ergodic finite-memory component processes. Such processes are familiar from the well known multi-arm Bandit…
The phase transitions and critical properties of two types of inhomogeneous systems are reviewed. In one case, the local critical behaviour results from the particular shape of the system. Here scale-invariant forms like wedges or cones are…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
In this short note we provide an elementary proof that a certain type of nonuniform sequential Doeblin minorization condition implies non-uniform sequential "geometric" ergodicity. Using this result several limit theorems for inhomogeneous…
In this article statistical bounds for certain output characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems are derived on the basis of large samples of an input characteristic of these systems, such as service time in the…
The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and…
Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…
This paper studies the limiting behavior of a closed queueing network with multiple single-server and infinite-server stations. Under a heavy traffic asymptotic regime$\unicode{x2014}$where the number of jobs and single-server service rates…
A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…
We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…
We study the relationship between catastrophic forgetting and properties of task sequences. In particular, given a sequence of tasks, we would like to understand which properties of this sequence influence the error rates of continual…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
We investigate qualitative properties of positive singular solutions of some elliptic systems in bounded and unbounded domains. We deduce symmetry and monotonicity properties via the moving plane procedure. Moreover, in the unbounded case,…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task 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…
A heterogeneous closed network with one-server queues with finite capacity and one infinite-server queue is studied. A target application is bike-sharing systems. Heterogeneity is taken into account through clusters whose queues have the…