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Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

Social storage systems are a good alternative to existing data backup systems of local, centralized, and P2P backup. In this paper, we look at two untouched aspects of social storage systems. One aspect involves modelling social storage as…

Computer Science and Game Theory · Computer Science 2018-04-11 Pramod Mane , Kapil Ahuja , Nagarajan Krishnamurthy

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…

Information Theory · Computer Science 2018-09-11 Nikolaos Pappas

This article deals with stabilizing discrete-time switched linear systems. Our contributions are threefold: Firstly, given a family of linear systems possibly containing unstable dynamics, we propose a large class of switching signals that…

Systems and Control · Computer Science 2014-05-09 Atreyee Kundu , Debasish Chatterjee

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

Task replication has recently been advocated as a practical solution to reduce latencies in parallel systems. In addition to several convincing empirical studies, some others provide analytical results, yet under some strong assumptions…

Performance · Computer Science 2016-02-26 Felix Poloczek , Florin Ciucu

In this paper, we study the trade-off between reliability and latency in machine type communication (MTC), which consists of single transmitter and receiver in the presence of Rayleigh fading channel. We assume that the transmitter does not…

Networking and Internet Architecture · Computer Science 2020-03-26 Fahad Qasmi , Mohammad Shehab , Hirley Alves , Matti Latva-aho

This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…

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…

Networking and Internet Architecture · Computer Science 2018-03-21 Seva Shneer , Alexander Stolyar

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

Ad hoc electrical networks are formed by connecting power sources and loads without planning the interconnection structure (topology) in advance. They are designed to be installed and operated by individual communities---without central…

Systems and Control · Computer Science 2017-10-24 Kathleen Cavanagh , Julia A. Belk , Konstantin Turitsyn

In this paper, a global stability analysis is given for a rate-based congestion control system modeled by a nonlinear delayed differential equation. The model determines the dynamics of a single-source single-link network, with a…

Networking and Internet Architecture · Computer Science 2009-06-29 B. Rezaie , MR. Jahed Motlagh , M. Analoui , S. Khorsandi

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a scheduler that governs the assignment of tasks in the queue to the server. The server has an availability state that indicates, at…

Applications · Statistics 2021-01-15 Michael Lin , Richard J. La , Nuno C. Martins

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

For the networks that are linear conjugate to complex balanced systems, the delayed version may include two classes of networks: one class is still linear conjugate to the delayed complex balanced network, the other is not. In this paper,…

Dynamical Systems · Mathematics 2022-04-07 Xiaoyu Zhang , Chuanhou Gao , Denis Dochain

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic