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We investigate the uniform stability properties of discrete-time linear switched systems subject to arbitrary switching, focusing on the "marginally unstable" regime in which the system is not Lyapunov stable but in which trajectories…

Dynamical Systems · Mathematics 2022-03-28 Ian D. Morris

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…

Probability · Mathematics 2011-01-04 Pawel Lorek , Ryszard Szekli

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

The synchronization behavior of delay coupled chaotic smooth unimodal maps over a ring network with stochastic switching of links at every time step is reported in this paper. It is observed that spatiotemporal synchronization never appears…

Chaotic Dynamics · Physics 2016-05-25 Mayurakshi Nag , Swarup Poria

Given an infinitesimal perturbation of a discrete-time finite Markov chain, we seek the states that are stable despite the perturbation, \textit{i.e.} the states whose weights in the stationary distributions can be bounded away from $0$ as…

Discrete Mathematics · Computer Science 2016-02-15 Volker Betz , Stephane Le Roux

Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival sequence is one in which customers are scheduled to arrive at…

Probability · Mathematics 2022-12-09 Victor F. Araman , Peter W. Glynn

We consider a single-server cyclic polling system with three queues where the server follows an adaptive rule: if it finds one of queues empty in a given cycle, it decides not to visit that queue in the next cycle. In the case of limited…

Probability · Mathematics 2013-03-20 Natalia Chernova , Sergey Foss , Bara Kim

We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However,…

Probability · Mathematics 2016-03-08 Paolo Dai Pra , Pierre-Yves Louis , Ida Minelli

Quasi-birth-and-death (QBD) processes with infinite ``phase spaces'' can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the ``phase'' giving the state of…

Probability · Mathematics 2007-05-23 D. P. Kroese , W. R. W. Scheinhardt , P. G. Taylor

Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove,…

Probability · Mathematics 2014-09-12 Itai Gurvich

We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a…

Probability · Mathematics 2017-03-10 Masakiyo Miyazawa

In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed…

Performance · Computer Science 2018-05-25 Khanik Kerobyan , Ruben Kerobyan , Koffi Enakoutsa

Lyapunov drift and Lyapunov optimization are powerful techniques for optimizing time averages in stochastic queueing networks subject to stability. However, there are various definitions of queue stability in the literature, and the most…

Optimization and Control · Mathematics 2010-10-28 Michael J. Neely

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

In the supermarket model there are n queues, each with a unit rate server. Customers arrive in a Poisson process at rate \lambda n, where 0<\lambda <1. Each customer chooses d > 2 queues uniformly at random, and joins a shortest one. It is…

Probability · Mathematics 2007-12-14 Malwina J. Luczak , Colin McDiarmid

We consider a class of multi-agent distributed synchronization systems, which are modeled as $n$ particles moving on the real line. This class generalizes the model of a multi-server queueing system, considered in [15], employing so-called…

Probability · Mathematics 2026-02-13 Alexander Stolyar

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…

Dynamical Systems · Mathematics 2022-07-05 Maximilian Engel , Guillermo Olicón-Méndez , Nathalie Unger , Stefanie Winkelmann

The paper analyzes the performance of tandem network of polling queue with setups. For a system with two-products and two-stations, we propose a new approach based on a partially-collapsible state-space characterization to reduce…

Performance · Computer Science 2022-02-22 Ravi Suman , Ananth Krishnamurthy

We consider $N$ counters taking integer values which are subject to the following dynamics. At every time, a pair of distinct counters is chosen uniformly at random and their states are updated according to the following rule. If the states…

Probability · Mathematics 2025-12-08 Denis Denisov , Seva Shneer , Vitali Wachtel