Related papers: Asymptotic Approximations for TCP Compound
We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…
For wireless systems in which randomly arriving devices attempt to transmit a fixed payload to a central receiver, we develop a framework to characterize the system throughput as a function of arrival rate and per-user data rate. The…
We introduce a dynamical model of node repair in distributed storage systems wherein the storage nodes are subjected to failures according to independent Poisson processes. The main parameter that we study is the time-average capacity of…
We consider a fading point-to-point link with packets arriving randomly at rate $\lambda$ per slot to the transmitter queue. We assume that the transmitter can control the number of packets served in a slot by varying the transmit power for…
A networked system often uses a shared communication network to transmit the measurements to a remotely located estimation center. Due to the limited bandwidth of the channel, a delay may appear while receiving the measurements. This delay…
We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…
Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…
In this two-part paper, we consider multicomponent systems in which each component can iteratively exchange information with other components in its neighborhood in order to compute, in a distributed fashion, the average of the components'…
This paper introduces a decentralized state-dependent Markov chain synthesis (DSMC) algorithm for finite-state Markov chains. We present a state-dependent consensus protocol that achieves exponential convergence under mild technical…
Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…
A networked output feedback loop subject to packetized transmissions of the output signal is considered. Based on the small gain theorem, an easy-to-use stability criterion covering two important cases is presented. In the first case a…
We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…
We consider a stochastic queueing system modelling the behaviour of a wireless network with nodes employing a discrete-time version of the standard decentralised medium access algorithm. The system is {\em unsaturated} -- each node receives…
For a Markov transition kernel $P$ and a probability distribution $ \mu$ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel $P_{\mu} = \sum_k \mu(k)P^k.$ In this note we obtain CLT conditions for…
This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…
Closed-loop flow control protocols, such as the prominent implementation TCP, are prevalent in the Internet, today. TCP has continuously been improved for greedy traffic sources to achieve high throughput over networks with large bandwidth…
We develop deterministic algorithms for the problems of consensus, gossiping and checkpointing with nodes prone to failing. Distributed systems are modeled as synchronous complete networks. Failures are represented either as crashes or…
Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…
We investigate the performance of several continuous-variable quantum key distribution protocols in the presence of fading channels. These are lossy channels whose transmissivity changes according to a probability distribution. This is…
We describe a simple randomized benchmarking protocol for quantum information processors and obtain a sequence of models for the observable fidelity decay as a function of a perturbative expansion of the errors. We are able to prove that…