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We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…
In this paper we present an alternative representation of the Negative Binomial--Lindley distribution recently proposed by Zamani and Ismail (2010) which shows some advantages over the latter model. This new formulation provides a tractable…
We consider the characterization and computation of H-infinity norms for a class of time-delay systems. It is well known that in the finite dimensional case the H-infinity norm of a transfer function can be computed using the connections…
We study a queueing network with a strictly upper-triangular routing matrix, where each column contains at most one non-negative entry, and the root node receives input from a spectrally positive L\'{e}vy process. Our aim is to characterize…
Emerging tensor network techniques for solutions of Partial Differential Equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultrafast numerical solutions of high-dimensional…
We consider the distributional fixed-point equation: $$R \stackrel{\mathcal{D}}{=} Q \vee \left( \bigvee_{i=1}^N C_i R_i \right),$$ where the $\{R_i\}$ are i.i.d.~copies of $R$, independent of the vector $(Q, N, \{C_i\})$, where $N \in…
This paper investigates the capacity of a channel in which information is conveyed by the timing of consecutive packets passing through a queue with independent and identically distributed service times. Such timing channels are commonly…
This paper studies the problem of estimating origin-destination (OD) flows from link flows. As the number of link flows is typically much less than that of OD flows, the inverse problem is severely ill-posed and hence prior information is…
In the paper we propose a direct method for recovering the Sturm-Liouville potential from the Weyl-Titchmarsh $m$-function given on a countable set of points. We show that using the Fourier-Legendre series expansion of the transmutation…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
Network Virtualization is one of the key technologies for developing the future mobile networks. However, the performance of virtual mobile entities may not be sufficient for delivering the service required for future networks in terms of…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
Motivated by the popularity of online ride and delivery services, we study natural variants of classical multi-vehicle minimum latency problems where the objective is to route a set of vehicles located at depots to serve request located on…
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…
We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace…
The method of approximate automodel solution for the Green's function of the time-dependent superdiffusive (nonlocal) transport equations (J. Phys. A: Math. Theor. 49 (2016) 255002) is extended to the case of a finite velocity of carriers.…
We propose exact solution approaches for a lateral transhipment problem which, given a pre-specified sequence of customers, seeks an optimal inventory redistribution plan considering travel costs and profits dependent on inventory levels.…
In this paper, an stochastic queue core problem on a tree, which seeks to find a core in an M/G/1 operating environment is investigated. Let T = (V,E) be a tree, an stochastic queue core of T is assumed to be a path P, for which the…
In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…
We consider 1D Burgers equation driven by large-scale white-in-time random force. The tails of the velocity gradients probability distribution function (PDF) are analyzed by saddle-point approximation in the path integral describing the…