Related papers: Approximating Systems Fed by Poisson Processes wit…
We study the sojourn time in a queueing system with a single exponential server, serving a Poisson stream of customers in order of arrival. Service is provided at low or high rate, which can be adapted at exponential inspection times. When…
Understanding how delayed information impacts queueing systems is an important area of research. However, much of the current literature neglects one important feature of many queueing systems, namely non-stationary arrivals. Non-stationary…
The Stacker Crane Problem is NP-Hard and the best known approximation algorithm only provides a 9/5 approximation ratio. The objective of this paper is threefold. First, by embedding the problem within a stochastic framework, we present a…
We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…
We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…
Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…
Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…
Deterministic approximations to stochastic Susceptible-Infectious-Susceptible models typically predict a stable endemic steady-state when above threshold. This can be hard to relate to the underlying stochastic dynamics, which has no…
We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index $\alpha \in (0,1]$ and the service completions are triggered by an independent fractional Poisson…
In random access protocols, the service rate depends on the number of stations with a packet buffered for transmission. We demonstrate via numerical analysis that this state-dependent rate along with the consideration of Poisson traffic and…
We study the convergence of a class of asymptotic preserving numerical schemes initially proposed by F. Filbet & S. Jin \cite{filb1} and G. Dimarco & L. Pareschi \cite{DimarcoP} in the context of nonlinear and stiff kinetic equations. Here,…
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
In this paper, we analyze the asymptotic behavior of a system of interacting reinforced stochastic processes $({\bf Z}_n, {\bf N}_n)_n$ on a directed network of $N$ agents. The system is defined by the coupled dynamics ${\bf…