Related papers: A Robust Queueing Network Analyzer Based on Indice…
Information-theoretic arguments focus on modeling the reliability of information transmission, assuming availability of infinite data at sources, thus ignoring randomness in message generation times at the respective sources. However, in…
The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…
Nowadays distributed computing approach has become very popular due to several advantages over the centralized computing approach as it also offers high performance computing at a very low cost. Each router implements some queuing mechanism…
The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…
We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
Motivated by the growing demand for serving large language model inference requests, we study distributed load balancing for global serving systems with network latencies. We consider a fluid model in which continuous flows of requests…
The Multi-class Queueing Network (McQN) arises as a natural multi-class extension of the traditional (single-class) Jackson network. In a single-class network subcriticality (i.e. subunitary nominal workload at every station) entails…
Efficiently exploiting servers in data centers requires performance analysis methods that account not only for the stochastic nature of demand but also for server heterogeneity. Although several recent works proved optimality results for…
The paper presents a machine learning approach to design digital interfaces that can dynamically adapt to different users and usage strategies. The algorithm uses Bayesian statistics to model users' browsing behavior, focusing on their…
We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…
A graph-theoretic analysis of the steady-state behavior of an open Jackson queueing network is developed. In particular, a number of queueing-network performance metrics are shown to exhibit a spatial dependence on local drivers (e.g.…
This study presents a multi-zone queuing network model for steady-state ride-pooling operations that serve heterogeneous demand, and then builds upon this model to optimize the design of ride-pooling services. Spatial heterogeneity is…
Cascading failures are a common phenomenon in complex networked systems where failures at only a few nodes may trigger a process of sequential failure. We applied a flow redistribution model to investigate the robustness against cascading…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…
In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…