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We study the optimal scheduling problem for a Markovian multiclass queueing network with abandonment in the Halfin--Whitt regime, under the long run average (ergodic) risk sensitive cost criterion. The objective is to prove asymptotic…

Probability · Mathematics 2024-10-23 Sumith Reddy Anugu , Guodong Pang

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

Probability · Mathematics 2021-03-26 Ioannis Dimitriou

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

Probability · Mathematics 2020-09-01 Martin Zubeldia , Michel Mandjes

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

We consider traffic flow dynamics for a network of signalized intersections, where the outflow from every link is constrained to be equal to a given capacity function if the queue length is positive, and equal to the minimum of cumulative…

Dynamical Systems · Mathematics 2017-09-13 Pouyan Hosseini , Ketan Savla

Stochastic processes of interacting particles with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the…

Statistical Mechanics · Physics 2015-04-28 Christoph Schultens , Andreas Schadschneider , Chikashi Arita

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

Networks embedded in space can display all sorts of transitions when their structure is modified. The nature of these transitions (and in some cases crossovers) can differ from the usual appearance of a giant component as observed for the…

Statistical Mechanics · Physics 2018-12-19 Marc Barthelemy

We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…

Probability · Mathematics 2019-11-25 William Oçafrain

The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…

Probability · Mathematics 2018-11-16 Shizhou Xu

We extend a recently proposed model (Chaudhuri et al., EPL 87, 20003 (2009)) aiming to describe the formation of fascicles of axons during neural development. The growing axons are represented as paths of interacting directed random walkers…

Biological Physics · Physics 2015-03-13 Debasish Chaudhuri , Peter Borowski , Martin Zapotocky

A new stochastic order between two fading distributions is introduced. A fading channel dominates another in the ergodic capacity ordering sense, if the Shannon transform of the first is greater than that of the second at all values of…

Information Theory · Computer Science 2016-11-15 Adithya Rajan , Cihan Tepedelenlioglu

We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural…

Probability · Mathematics 2019-08-21 Seva Shneer , Alexander Stolyar

The coupling of some types of oscillators requires the mediation of a physical link between them, rendering the distance between oscillators a critical factor to achieve synchronization. In this paper we propose and explore a greedy…

Adaptation and Self-Organizing Systems · Physics 2022-09-21 Damien Beecroft , Juan G. Restrepo , David Angulo-Garcia

Recently, ergodic control has been suggested as a means to guide mobile sensors for information gathering tasks. In ergodic control, a mobile sensor follows a trajectory that is ergodic with respect to some information density distribution.…

Systems and Control · Computer Science 2018-08-22 Louis Dressel , Mykel J. Kochenderfer

Given a wireless network where some pairs of communication links interfere with each other, we study sufficient conditions for determining whether a given set of minimum bandwidth quality-of-service (QoS) requirements can be satisfied. We…

Information Theory · Computer Science 2015-12-11 Ashwin Ganesan

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…

Probability · Mathematics 2010-09-08 Pascal Moyal

We study the limiting behavior of a random dynamic system driven by a stochastic chain. Our main interest is in the chains that are not necessarily ergodic but rather decomposable into ergodic classes. To investigate the conditions under…

Dynamical Systems · Mathematics 2011-02-02 Behrouz Touri , Angelia Nedi'c

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

Quantum Physics · Physics 2007-06-21 C. Sudheesh , S. Lakshmibala , V. Balakrishnan