Related papers: Weighted Dyck paths for nonstationary queues
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
A particular case of a causal set is considered that is a directed dyadic acyclic graph. This is a model of a discrete pregeometry on a microscopic scale. The dynamics is a stochastic sequential growth of the graph. New vertexes of the…
Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…
We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…
We consider a road network represented by a directed graph. We assume to collect many measurements of traffic flows on all the network arcs, or on a subset of them. We assume that the users are divided into different groups. Each group…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…
Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
In this paper we investigate the growth rate of the number of all possible paths in graphs with respect to their length in an exact analytical way. Apart from the typical rates of growth, i.e. exponential or polynomial, we identify…
Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…
We study an extension of Duncan Watts' 2002 model of information cascades in social networks where edge weights are taken to be random, an innovation motivated by recent applications of cascade analysis to systemic risk in financial…
We consider exponential single server queues with state-dependent arrival and service rates which evolve under influences of external environments. The transitions of the queues are influenced by the environment's state and the movements of…
Two-dimensional (random) walks in cones are very natural both in combinatorics and probability theory: they are interesting for themselves and also because they are strongly related to other discrete structures. While walks restricted to…
In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The…
Numerous problems of both theoretical and practical interest are related to finding shortest (or otherwise optimal) paths in networks, frequently in the presence of some obstacles or constraints. A somewhat related class of problems focuses…
We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…
In this paper we studied infinite weighted automata and a general methodology to solve a wide variety of classical lattice path counting problems in an uniform way. This counting problems are related to Dyck paths, Motzkin paths and some…
The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…