Related papers: Robust heavy-traffic approximations for service sy…
A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routing choices) form a tree (in…
In this paper, I derive a closed expression for how precisely a small-scaled system can follow a pre-defined trajectory, while keeping its dissipation below a fixed limit. The total amount of dissipation is approximately inversely…
Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…
Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…
To study gap acceptance behaviour one needs the distribution (or probability density function) of gaps in the opposing stream. Further, in these times of widespread availability of large computing powers, traffic simulation has emerged as a…
We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…
We study the microscopic time fluctuations of traffic-load and the global statistical properties of a dense traffic of particles on scale-free cyclic graphs. For a wide range of driving rates $R$ the traffic is stationary and the load…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
We derive a large deviation principle for the space-time evolution of users in a relay network that are unable to connect due to capacity constraints. The users are distributed according to a Poisson point process with increasing intensity…
Robustness of routing policies for networks is a central problem which is gaining increased attention with a growing awareness to safeguard critical infrastructure networks against natural and man-induced disruptions. Routing under limited…
The design of robust supply and distribution systems is one of the fundamental challenges at the interface of network science and logistics. Given the multitude of performance criteria, real-world constraints, and external influences acting…
Distributed diffusion is a powerful algorithm for multi-task state estimation which enables networked agents to interact with neighbors to process input data and diffuse information across the network. Compared to a centralized approach,…
Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…
We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…
Superpositions of different statistics on different time or spatial scales (in short, superstatistics) can naturally lead to an effective description by nonextensive statistical mechanics. We first discuss the role of escort distributions…
We investigate the behavior of extended urban traffic networks within the framework of percolation theory by using real and synthetic traffic data. Our main focus shifts from the statistical properties of the cluster size distribution…
The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…
Traffic forecasting from past observed traffic data with small calculation complexity is one of important problems for planning of servers and networks. Focusing on World Wide Web (WWW) traffic as fundamental investigation, this paper would…