Related papers: Parameter and State Estimation in Queues and Relat…
We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical…
We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
The non-stationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large scale multi-server service systems that may experience customer abandonments, such as call centers, hospitals, and…
The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
In this paper, we present a stochastic queuing model for the road traffic, which captures the stationary density-flow relationships in both uncongested and congestion conditions. The proposed model is based on the $M/g/c/c$ state dependent…
A recent flurry of research activity has attempted to quantitatively define "fairness" for decisions based on statistical and machine learning (ML) predictions. The rapid growth of this new field has led to wildly inconsistent terminology…
One approach to the analysis of stochastic fluctuations in market prices is to model characteristics of investor behaviour and the complex interactions between market participants, with the aim of extracting consequences in the aggregate.…
It is well known that building analytical performance models in practice is difficult because it requires a considerable degree of proficiency in the underlying mathematics. In this paper, we propose a machine-learning approach to derive…
This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue…
An efficient system of a queue control and regulation in public spaces is very important in order to avoid the traffic jams and to improve the customer satisfaction. This article offers a detailed road map based on a merger of intelligent…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
This article mediates an mathematical insight to the theory of vehicular headways measured on signalized crossroads. Considering both, mathematical and empirical substances of the socio-physical system studied, we firstly formulate several…
Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…
In this technical report, we provide an in-depth description of the Stochastic Network Calculator tool. This tool is designed to compute and automatically optimize performance bounds in queueing networks using the methodology of stochastic…
A subjective survey of stochastic models of quantum mechanics is given along with a discussion of some key radiative processes, the clues they offer, and the difficulties they pose for this program. An electromagnetic basis for deriving…