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We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

Statistical Mechanics · Physics 2011-09-09 Cyril Furtlehner , Jean-Marc Lasgouttes

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

Information Theory · Computer Science 2018-11-07 Ori Shmuel , Asaf Cohen , Omer Gurewitz

The execution and runtime performance of model-based analysis tools for realistic large-scale ABMs (Agent-Based Models) can be excessively long. This due to the computational demand exponentially proportional to the model size (e.g.…

Computation and Language · Computer Science 2024-03-08 Atiyah Elsheikh

While steady-state solutions of backlog and delay have been derived for essential wireless systems, the analysis of transient phases still poses significant challenges. Considering the majority of short-lived and interactive flows,…

Networking and Internet Architecture · Computer Science 2016-08-16 Nico Becker , Markus Fidler

Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…

Machine Learning · Statistics 2024-06-26 Carles Balsells-Rodas , Yixin Wang , Pedro A. M. Mediano , Yingzhen Li

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Methodology · Statistics 2025-05-08 Özge Sürer

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Dynamical Systems · Mathematics 2013-06-04 Ting Gao , Jinqiao Duan

Epidemic models are used to analyze the progression or outcome of an epidemic under different control policies like vaccinations, quarantines, lockdowns, use of face-masks, pharmaceutical interventions, etc. When these models accurately…

Quantitative Methods · Quantitative Biology 2022-04-19 Carlos Hernandez-Suarez , Osval Montsinos Lopez , Ramon Solano-Barajas

Agentic systems are evaluated on benchmarks where agents interact with environments to solve tasks. Most papers report a pass@1 score computed from a single run per task, assuming this gives a reliable performance estimate. We test this…

Machine Learning · Computer Science 2026-03-26 Bjarni Haukur Bjarnason , André Silva , Martin Monperrus

Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…

Methodology · Statistics 2018-10-24 Clement de Chaisemartin , Luc Behaghel

We review the advancement of nonstationary time series analysis from the perspective of Cowles Commission structural equation approach. We argue that despite the rich repertoire nonstationary time series analysis provides to analyze how do…

Statistics Theory · Mathematics 2007-06-13 Cheng Hsiao

We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Probability · Mathematics 2017-10-05 Benjamin Legros , Ali Devin Sezer

Dependency analysis is a technique to identify and determine data dependencies between service protocols. Protocols evolving concurrently in the service composition need to impose an order in their execution if there exist data…

Software Engineering · Computer Science 2010-07-30 Javier Cubo , Ernesto Pimentel , Gwen Salaün , Carlos Canal

Timely transportation of organs, patients, and medical supplies is critical to modern healthcare, particularly in emergencies and transplant scenarios where even short delays can severely impact outcomes. Traditional ground-based vehicles…

Computation and Language · Computer Science 2026-02-04 Elaheh Sabziyan Varnousfaderani , Syed A. M. Shihab , Mohammad Taghizadeh

Parking occupancy in the area is defined by three major parameters - the rate of cars arrivals, the dwell time of already parked cars, and the willingness of drivers who are searching but yet did not find a vacant parking spot, to continue…

Physics and Society · Physics 2022-10-27 Aleksey Ogulenko , Itzhak Benenson , Nir Fulman

Vacation queueing systems are widely used as an extension of the classical queueing theory. We consider both working vacations and regular vacations in this paper, and compare systems with vacations to the regular $M/M/1$ system via mean…

Probability · Mathematics 2018-09-10 Nian Liu , Myron Hlynka

Over the past several years, across the globe, there has been an increase in people seeking care in emergency departments (EDs). ED resources, including nurse staffing, are strained by such increases in patient volume. Accurate forecasting…

We consider two models of two-units repairable systems: cold standby system and warm standby system. We suppose that the lifetimes and repair times of the units are all independent exponentially distributed random variables. Using…

Probability · Mathematics 2020-07-08 J. M. Corujo , J. E. Valdés , J. C Laria