English
Related papers

Related papers: Approximate Performance Measures for a Single Stat…

200 papers

In this paper we propose a novel two-step linear optimization model to calculate energy-efficient timetables in metro railway networks. The resultant timetable minimizes the total energy consumed by all trains and maximizes the utilization…

Optimization and Control · Mathematics 2018-05-30 Shuvomoy Das Gupta , J. Kevin Tobin , Lacra Pavel

We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…

Performance · Computer Science 2021-05-25 Ravi Suman , Ananth Krishnamurthy

We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…

Optimization and Control · Mathematics 2019-11-25 Ari Arapostathis , Hassan Hmedi , Guodong Pang

Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…

Optimization and Control · Mathematics 2018-06-29 Vivek S. Borkar , Sarath Pattathil

We study a queueing system with Poisson arrivals on a bus line indexed by integers. The buses move at constant speed to the right and the time of service per customer getting on the bus is fixed. The customers arriving at station i wait for…

Probability · Mathematics 2017-09-04 Vincent Bansaye , Alain Camanes

In this paper, we consider a three node, two-way relay system with digital network coding over static channels where all link gains are assumed to be constant during transmission. The aim is to minimize total energy consumption while…

Information Theory · Computer Science 2012-10-29 Zhi Chen , Teng Joon Lim , Mehul Motani

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

Probability · Mathematics 2013-09-20 Jevgenijs Ivanovs

In this paper we prove the Poisson Hypothesis for the limiting behavior of the large queueing systems in some simple ("mean-field") cases. We show in particular that the corresponding dynamical systems, defined by the non-linear Markov…

Mathematical Physics · Physics 2007-05-23 Alexander Rybko , Senya Shlosman

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

Although transformer-based models have shown exceptional empirical performance, the fundamental principles governing their training dynamics are inadequately characterized beyond configuration-specific studies. Inspired by empirical…

Machine Learning · Computer Science 2025-10-09 Zheng-An Chen , Tao Luo

We introduce a fractional generalization of the Erlang Queues $M/E_k/1$. Such process is obtained through a time-change via inverse stable subordinator of the classical queue process. We first exploit the (fractional) Kolmogorov forward…

Probability · Mathematics 2018-12-31 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

In many biological systems, the movement of individual agents is commonly characterized as having multiple qualitatively distinct behaviors that arise from various biophysical states. This is true for vesicles in intracellular transport,…

Subcellular Processes · Quantitative Biology 2022-07-25 Maria-Veronica Ciocanel , John Fricks , Peter R. Kramer , Scott A. McKinley

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…

Computation · Statistics 2021-01-05 Anirban Mondal , Kai Yin , Abhijit Mandal

We study the long-term behavior of two piecewise-deterministic Markov processes used to model stochastic gene regulatory networks with bursting dynamics. Under regularity assumptions on the jump rate, we prove the existence and uniqueness…

Probability · Mathematics 2026-05-12 Mathilde Gaillard , Ulysse Herbach

A solution of two-stage stochastic generalized equations is a pair: a first stage solution which is independent of realization of the random data and a second stage solution which is a function of random variables.This paper studies…

Optimization and Control · Mathematics 2018-01-15 Xiaojun Chen , Alexander Shapiro , Hailin Sun

The mathematics of the finite single server queue with Poisson input and semi-Markov service times($M/SM/1/b$) is similar to that used for $BMAP/G/1/b$ systems. This observation results in new analytical formulas for a queue size in the…

Probability · Mathematics 2018-06-15 Krzysztof Rusek , Zdzisław Papir

We study the optimal provision of information for two natural performance measures of queuing systems: throughput and makespan. A set of parallel links is equipped with deterministic capacities and stochastic travel times where the latter…

Computer Science and Game Theory · Computer Science 2023-10-12 Svenja M. Griesbach , Max Klimm , Philipp Warode , Theresa Ziemke

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

Methodology · Statistics 2019-06-28 Iker Perez , Giuliano Casale

We establish sufficient conditions for the existence of moments of the steady-state queue in polling systems operating under the binomial-exhaustive policy (BEP). We assume that the server switches between the different buffers according to…

Probability · Mathematics 2020-09-10 Yue Hu , Jing Dong , Ohad Perry