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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…

Probability · Mathematics 2015-08-28 Wanyang Dai

We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market participants from different countries are limited. Our market…

Probability · Mathematics 2024-11-26 Cassandra Milbradt , Dörte Kreher

We develop diffusion approximations for parallel-queueing systems with the randomized longest-queue-first scheduling algorithm by establishing new mean-field limit theorems as the number of buffers $n\to\infty$. We achieve this by allowing…

Probability · Mathematics 2014-10-10 A. B. Dieker , Tonghoon Suk

In this thesis, Riemann problems and Godunov methods are developed for higher order traffic flow models. A rigorous analysis of the first order traffic flow model of inhomogeneous road is presented. A two-level simulation framework of…

Dynamical Systems · Mathematics 2009-09-29 Wenlong Jin

We propose a general and experimentally accessible framework to quantify transition timing in discrete quantum systems via the time-of-flow (TF) distribution. Defined from the rate of population change in a target state, the TF distribution…

Quantum Physics · Physics 2025-09-26 Mathieu Beau

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.…

Information Theory · Computer Science 2021-03-26 Parimal Parag , Jean-Francois Chamberland , Henry D. Pfister , Krishna R. Narayanan

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…

Probability · Mathematics 2010-03-17 James B. Martin , Balaji Prabhakar

In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…

We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…

Probability · Mathematics 2013-04-09 Anup Biswas

This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…

Probability · Mathematics 2010-11-15 Weining Kang , Kavita Ramanan

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

Networking and Internet Architecture · Computer Science 2015-06-16 Nico Becker , Markus Fidler

Diffusion approximations have been a popular tool for performance analysis in queueing theory, with the main reason being tractability and computational efficiency. This dissertation is concerned with establishing theoretical guarantees on…

Probability · Mathematics 2017-04-28 Anton Braverman

(abridged) In this paper, we present the issues we consider as essential as far as the statistical mechanics of finite systems is concerned. In particular, we emphasis our present understanding of phase transitions in the framework of…

Statistical Mechanics · Physics 2012-02-20 P. Chomaz , F. Gulminelli

A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework, which was first introduced to derive the stability region for stochastic…

Probability · Mathematics 2017-11-29 Francois Baccelli , Sergey Foss

To ensure the effective and objective development of transportation networks, it is crucial to identify performance limitations across various subsystems. A timetable-independent assessment of infrastructure capacity at railway junctions is…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Tamme Emunds , Nils Nießen

A single-server queuing model is considered with customers that have deadlines. If a customer's deadline elapses before service is offered, the customer abandons the system (customers do not abandon while being served). When the server…

Probability · Mathematics 2014-08-21 Rami Atar , Anup Biswas , Haya Kaspi

We consider the $N$-model queueing system with a waiting time dependent threshold on the diagonal: the service discipline is First--Come--First--Served, but type-1 jobs can only be served by server 2 if their waiting time exceeds a…

Probability · Mathematics 2025-11-17 Sanne van Kempen , Elene Anton , Fiona Sloothaak

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed…

Probability · Mathematics 2017-10-23 N. J. Starreveld , R. Bekker , M. Mandjes

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…

Probability · Mathematics 2017-05-02 Marko Boon , Onno Boxma , Offer Kella , Masakiyo Miyazawa

Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…

Machine Learning · Computer Science 2024-06-19 David Bergström , Mattias Tiger , Fredrik Heintz
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