Related papers: Stochastic Monotonicity of Markovian Multi-class Q…
We consider a Jackson network with regenerative input flows in which every server is subject to a random environment influence generating breakdowns and repairs. They occur in accordance with two independent sequences of i.i.d. random…
In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another.…
Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the importance of such studies has been significantly increased,…
Most existing literature on supply chain and inventory management consider stochastic demand processes with zero or constant lead times. While it is true that in certain niche scenarios, uncertainty in lead times can be ignored, most…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
We study the accumulation of resources within a target due to the interplay between continual delivery, driven by 1D stochastic search processes, and sequential consumption. The assumption of sequential consumption is key because it changes…
We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…
In this technical note, we study the mean square stability-based analysis of stochastic continuous-time linear networked systems. The stochastic uncertainty is assumed to enter multiplicatively in system dynamics through input and output…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
We consider a switched network, a fairly general constrained queueing network model that has been used successfully to model the detailed packet-level dynamics in communication networks, such as input-queued switches and wireless networks.…
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…
Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…
This study shows that a mixture of RNN experts model can acquire the ability to generate sequences combining multiple primitive patterns by means of self-organizing chaos. By training of the model, each expert learns a primitive sequence…
We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural…
Interacting networks are different in nature to single networks. The study of queuing processes on interacting networks is underdeveloped. It presents new mathematical challenges and is of importance to applications. This area of operations…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
We analyze the so-called Shortest Queue First (SQF) queueing discipline whereby a unique server addresses queues in parallel by serving at any time that queue with the smallest workload. Considering a stationary system composed of two…
The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…