Related papers: Robust heavy-traffic approximations for service sy…
We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…
The online increasing subsequence problem is a stochastic optimisation task with the objective to maximise the expected length of subsequence chosen from a random series by means of a nonanticipating decision strategy. We study the…
How to enhance the communication efficiency and quality on vehicular networks is one critical important issue. While with the larger and larger scale of vehicular networks in dense cities, the real-world datasets show that the vehicular…
In this paper we analyze continuous-time SIS epidemics subject to arrivals and departures of agents, by using an approximated process based on replacements. In defining the SIS dynamics in an open network, we consider a stochastic setting…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
We propose a method for determining the most likely cause, in terms of conventional generator outages and renewable fluctuations, of power system frequency reaching a predetermined level that is deemed unacceptable to the system operator.…
"An advanced city is not a place where the poor move about in cars, rather it's where even the rich use public transportation". This is what Enrique Penalosa, the celebrated ex-mayor of Bogota once said. However, in order to achieve this…
Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…
Quality of service (QoS) provisioning in next-generation mobile communications systems entails a deep understanding of the delay performance. The delay in wireless networks is strongly affected by the traffic arrival process and the service…
Load balancing across parallel servers is an important class of congestion control problems that arises in service systems. An effective load balancer relies heavily on accurate, real-time congestion information to make routing decisions.…
In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…
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…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…
We consider load balancing in service systems with affinity relations between jobs and servers. Specifically, an arriving job can be allocated to a fast, primary server from a particular selection associated with this job or to a secondary…
We introduce a general framework for the modeling and analysis of vehicular networks by defining street systems as random 1D subsets of $\mathbb{R}^{2}$. The street system, in turn, specifies the random intensity measure of a Cox process of…
The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…
We analyze an idealized model for the transmission or flow of particles, or discrete packets of information, in a weight bearing branching hierarchical 2-D networks, and its variants. The capacities add hierarchically down the clusters.…
Various empirical and theoretical studies indicate that cumulative network traffic is a Gaussian process. However, depending on whether the intensity at which sessions are initiated is large or small relative to the session duration tail,…