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We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Guodong Pang , Nikola Sandrić

Accurate traffic flow prediction, a hotspot for intelligent transportation research, is the prerequisite for mastering traffic and making travel plans. The speed of traffic flow can be affected by roads condition, weather, holidays, etc.…

Machine Learning · Computer Science 2022-12-15 Jianlei Kong , Xiaomeng Fan , Xue-Bo Jin , Min Zuo

This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in…

Probability · Mathematics 2012-01-10 Krzysztof Debicki , Kamil Marcin Kosinski , Michel Mandjes

We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground-background scheduling policy in heavy traffic. The growth rate of its mean, as well as the limiting distribution, are…

Probability · Mathematics 2017-12-12 Bart Kamphorst , Bert Zwart

Schedule-based transit assignment describes congestion in public transport services by modeling the interactions of passenger behavior in a time-space network built directly on a transit schedule. This study investigates the theoretical…

Optimization and Control · Mathematics 2023-04-06 Takashi Akamatsu , Koki Satsukawa , Yuki Oyama

It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion,…

Machine Learning · Statistics 2026-01-01 Andraž Jelinčič , Jiajie Tao , William F. Turner , Thomas Cass , James Foster , Hao Ni

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…

Networking and Internet Architecture · Computer Science 2010-07-27 Krishna Jagannathan , Mihalis Markakis , Eytan Modiano , John N. Tsitsiklis

We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…

Probability · Mathematics 2020-03-10 James B. Martin

Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…

Statistical Mechanics · Physics 2010-03-22 Bao-quan Ai , Ya-feng He

We consider traffic flow dynamics for a network of signalized intersections, where the outflow from every link is constrained to be equal to a given capacity function if the queue length is positive, and equal to the minimum of cumulative…

Dynamical Systems · Mathematics 2017-09-13 Pouyan Hosseini , Ketan Savla

In this paper we study a two-queue polling model with zero switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$, $i=1,2$) in each queue. The arrival processes at the two queues are…

Probability · Mathematics 2019-02-20 Marko Boon , Erik Winands

In this paper we propose two models describing the dynamics of heavy and light vehicles on a road network, taking into account the interactions between the two classes. The models are tailored for two-lane highways where heavy vehicles…

Dynamical Systems · Mathematics 2021-05-25 Maya Briani , Emiliano Cristiani , Paolo Ranut

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

Statistical Mechanics · Physics 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

We consider a switch operating under the MaxWeight scheduling algorithm, under any traffic pattern such that all the ports are loaded. This system is interesting to study since the queue lengths exhibit a multi-dimensional state-space…

Probability · Mathematics 2015-06-11 Siva Theja Maguluri , R. Srikant

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

Probability · Mathematics 2020-09-01 Martin Zubeldia , Michel Mandjes

We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…

Probability · Mathematics 2014-12-09 Harsha Honnappa , Rahul Jain , Amy R. Ward

We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state…

Probability · Mathematics 2020-11-25 Offer Kella , Onno Boxma

This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a function of the (diffusively scaled) queue length. It is proved…

Probability · Mathematics 2025-12-18 Rami Atar , Masakiyo Miyazawa

Flow observables in heavy-ion reactions at incident energies up to about 1 GeV per nucleon have been shown to be very useful for investigating the reaction dynamics and for determining the parameters of reaction models based on transport…

Nuclear Experiment · Physics 2014-03-25 P. Russotto , M. D. Cozma , A. Le Fevre , Y. Leifels , R. Lemmon , Q. Li , J. Lukasik , W. Trautmann

In this work we study the degree distribution, the maximum vertex and edge flow in non-uniform random Delaunay triangulations when geodesic routing is used. We also investigate the vertex and edge flow in Erd\"os-Renyi random graphs,…

Differential Geometry · Mathematics 2012-03-23 John D. Hobby , Gabriel H. Tucci