Related papers: Exact tail asymptotics for fluid models driven by …
In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…
The advent of digital twins (DT) for the control and management of communication networks requires accurate and fast methods to estimate key performance indicators (KPI) needed for autonomous decision-making. Among several alternatives,…
A chemotaxis-diffusion-convection coupling system for describing a form of buoyant convection in which the fluid develops convection cells and plume patterns will be investigated numerically in this study. Based on the two-dimensional…
We apply a hybrid Molecular Dynamics and mesoscopic simulation technique to study the dynamics of two dimensional colloidal discs in confined geometries. We calculate the velocity autocorrelation functions, and observe the predicted…
In this paper, we consider modeling time-dependent multi-server queues that include abandonments and retrials. For the performance analysis of those, fluid and diffusion models called "strong approximations" have been widely used in the…
We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…
The complex spatiotemporal flow patterns in living tissues, driven by active forces, have many of the characteristics associated with inertial turbulence even though the Reynolds number is extremely low. Analyses of experimental data from…
This work introduces a model-based framework that reveals the idle opportunity of modern servers running latency-critical applications. Specifically, three queuing models, M/M/1, cxM/M/1, and M/M/c, are used to estimate the theoretical idle…
We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…
We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…
In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…
Let Y be an Ornstein-Uhlenbeck diffusion governed by a stationary and ergodic Markov jump process X: dY_t=a(X_t)Y_t dt+\sigma(X_t) dW_t, Y_0=y_0. Ergodicity conditions for Y have been obtained. Here we investigate the tail propriety of the…
This paper introduces a novel approach employing extreme value theory to analyze queue lengths within a corridor controlled by adaptive controllers. We consider the maximum queue lengths of a signalized corridor consisting of nine…
The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…
In this work, we propose some numerical schemes for linear kinetic equations in the diffusion and anomalous diffusion limit. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate…
We study the MAP/M/s+G queuing model with MAP (Markovian Arrival Process) arrivals, exponentially distributed service times, infinite waiting room, and generally distributed patience times. Using sample-path arguments, we propose to obtain…
We propose a new model and estimation framework for spatiotemporal streamflow exceedances above a threshold that flexibly captures asymptotic dependence and independence in the tail of the distribution. We model streamflow using a mixture…
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…
We develop an early-warning signal for bifurcations of one-dimensional random difference equations with additive bounded noise, based on the asymptotic behaviour of the stationary density near a boundary of its support. We demonstrate the…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…