Related papers: Steady-state Diffusion Approximations for Discrete…
Consistency models, which were proposed to mitigate the high computational overhead during the sampling phase of diffusion models, facilitate single-step sampling while attaining state-of-the-art empirical performance. When integrated into…
Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
We consider a basic model of a dynamical distribution network, modeled as a directed graph with storage variables corresponding to every vertex and flow inputs corresponding to every edge, subject to unknown but constant inflows and…
We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…
We consider the variational foam model, where the goal is to minimize the total surface area of a collection of bubbles subject to the constraint that the volume of each bubble is prescribed. We apply sharp interface methods to develop an…
We study a queueing system with Erlang arrivals with $k$ phases and Erlang service with $m$ phases. Transition rates among phases vary periodically with time. For these systems, we derive the asymptotic periodic distribution of the level…
The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
Time delay in general leads to instability in some systems, while a specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a non-stationary stochastic…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…
We calculate the explicit probability distribution function for the flux between sites in a simple discrete time diffusive system composed of independent random walkers. We highlight some of the features of the distribution and we discuss…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
Diffusion models generate samples by reversing a fixed forward diffusion process. Despite already providing impressive empirical results, these diffusion models algorithms can be further improved by reducing the variance of the training…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
We consider general large-scale service systems with multiple customer classes and multiple server (agent) pools, mean service times depend both on the customer class and server pool. It is assumed that the allowed activities (routing…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…