Related papers: Weighted Dyck paths for nonstationary queues
We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…
A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…
Markov decision process over vector addition system with states (VASS MDP) is a finite state model combining non-deterministic and probabilistic behavior, augmented with non-negative integer counters that can be incremented or decremented…
We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…
Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…
Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…
Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they…
We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…
Dyck paths are one of the most important objects in enumerative combinatorics, and there are many papers devoted to counting selected families of Dyck paths. Here we present two approaches for the automatic counting of many such families,…
We consider the $n$-dimensional random temporal hypercube, i.e., the $n$-dimensional hypercube graph with its edges endowed with i.i.d. continuous random weights. We say that a vertex $w$ is accessible from another vertex $v$ if and only if…
We study random walks evolving in continuous time on a one-dimensional lattice where each site $x$ hosts a quenched random potential $U_x$. The potentials on different sites are independent, identically distributed Gaussian random…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal…
Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…
This paper studies the on- and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.
This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
Stochastic driven flow along a channel can be modeled by the asymmetric simple exclusion process. We confirm numerically the presence of a dynamic queuing phase transition at a nonzero obstruction strength, and establish its scaling…
In this paper, we study the properties of lackadaisical quantum walks on a line. This model is first proposed in~\cite{wong2015grover} as a quantum analogue of lazy random walks where each vertex is attached $\tau$ self-loops. We derive an…