Related papers: Perfect Sampling of Generalized Jackson Network
Importance sampling (IS) is a variance reduction method for simulating rare events. A recent paper by Dupuis, Wang and Sezer (Ann. App. Probab. 17(4):1306- 1346, 2007) exploits connections between IS and stochastic games and optimal control…
In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…
The Multi-class Queueing Network (McQN) arises as a natural multi-class extension of the traditional (single-class) Jackson network. In a single-class network subcriticality (i.e. subunitary nominal workload at every station) entails…
For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…
A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…
We investigate the performance of First-In, First-Out (FIFO) queues over wireless networks. We characterize the stability region of a general scenario where an arbitrary number of FIFO queues, which are served by a wireless medium, are…
A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…
A fundamental problem in the analysis of network data is the detection of network communities, groups of densely interconnected nodes, which may be overlapping or disjoint. Here we describe a method for finding overlapping communities based…
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…
We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…
We introduce and study randomized sequential importance sampling algorithms for estimating the number of perfect matchings in bipartite graphs. In analyzing their performance, we establish various non-standard central limit theorems. We…
We consider Jackson Networks on general countable graphs and with arbitrary service times. We find natural sufficient conditions for existence and uniqueness of stationary distributions. They generalise these obtained earlier by Kelbert,…
In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…
We prove that under a multi-scale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-form limit. Each component in the product form follows an…
A generalized sampling theorem for frequency localized signals is presented. The generalization in the proposed model of sampling is twofold: (1) It applies to various prefilters effecting a "soft" bandlimitation, (2) an approximate…
In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed…
Pattern counting in graphs is fundamental to network science tasks, and there are many scalable methods for approximating counts of small patterns, often called motifs, in large graphs. However, modern graph datasets now contain richer…
Let $G$ be a finite group generated by $k$ elements. The well-known product replacement algorithm provides an effective method for sampling generating sets of $G$. We study a refinement of this algorithm that is designed to output…
Jackson queuing networks have a lot of practical applications, mainly in services and technologic devices. For the first case, an example are the healthcare networks and, for the second, the computation and telecommunications networks.…