Related papers: Exact sampling for some multi-dimensional queueing…
The superposition of arrival processes is a fundamental yet analytically intractable operation in queueing networks when inputs are general non-renewal streams. Classical methods either reduce merged flows to renewal surrogates, rely on…
An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random measures on the space of continuous functions and avoids the…
We consider the problem of designing a packet-level congestion control and scheduling policy for datacenter networks. Current datacenter networks primarily inherit the principles that went into the design of Internet, where congestion…
In this paper, we introduce a slight variation of the Dominated Coupling From the Past algorithm (DCFTP) of Kendall, for bounded Markov chains. It is based on the control of a (typically non-monotonic) stochastic recursion by a (typically…
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…
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…
Dynamic queueing networks (DQN) model queueing systems where demand varies strongly with time, such as airport terminals. With rapidly rising global air passenger traffic placing increasing pressure on airport terminals, efficient…
This paper provides an exact simulation algorithm for the sampling from the joint law of the first-passage time, the undershoot and the overshoot of a subordinator crossing a non-increasing boundary. We prove that the running time of this…
A two-sided matching system is considered, where servers are assumed to arrive at a fixed rate, while the arrival rate of customers is modulated via a price-control mechanism. We analyse a loss model, wherein customers who are not served…
Motivated by the problem of discrete-parameter simulation optimization (DPSO) of queueing systems, we consider the problem of embedding the discrete parameter space into a continuous one so that descent-based continuous-space methods could…
Policy iteration techniques for multiple-server dispatching rely on the computation of value functions. In this context, we consider the continuous-space M/G/1-FCFS queue endowed with an arbitrarily-designed cost function for the waiting…
In this paper, we consider modeling time-dependent multi-server queues that include abandonments and retrials. For the performance analysis of those, fluid and diffusion models called "strong approximations" have been widely used in the…
Temporal point processes are powerful generative models for event sequences that capture complex dependencies in time-series data. They are commonly specified using autoregressive models that learn the distribution of the next event from…
We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…
In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…
We study the MAP/M/s+G queuing model with MAP (Markovian Arrival Process) arrivals, exponentially distributed service times, infinite waiting room, and generally distributed patience times. Using sample-path arguments, we propose to obtain…
We consider an infinite-server queue into which customers arrive according to a Cox process and have independent service times with a general distribution. We prove a functional large deviations principle for the equilibrium queue length…
A technique introduced by Indyk and Woodruff [STOC 2005] has inspired several recent advances in data-stream algorithms. We show that a number of these results follow easily from the application of a single probabilistic method called…
The maximum coverage problem is to select $k$ sets from a collection of sets such that the cardinality of the union of the selected sets is maximized. We consider $(1-1/e-\epsilon)$-approximation algorithms for this NP-hard problem in three…
We study flow shop scheduling with stochastic reentry, where jobs must complete multiple passes through the entire shop, and the number of passes that a job requires for completion is drawn from a discrete probability distribution. The goal…