English
Related papers

Related papers: Covert queueing problem with a Markovian statistic

200 papers

We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…

Probability · Mathematics 2024-04-16 Rami Atar , Gershon Wolansky

We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…

Optimization and Control · Mathematics 2012-05-07 Michael Ludkovski , Semih Sezer

We consider covert communication using a queuing timing channel in the presence of a warden. The covert message is encoded using the inter-arrival times of the packets, and the legitimate receiver and the warden observe the inter-departure…

Information Theory · Computer Science 2016-08-17 Pritam Mukherjee , Sennur Ulukus

In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…

Probability · Mathematics 2022-04-05 Manuel Alberto M. Ferreira

This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…

Information Theory · Computer Science 2021-03-26 Parimal Parag , Jean-Francois Chamberland , Henry D. Pfister , Krishna R. Narayanan

This paper considers the time evolution of a queue that is embedded in a Poisson point process of moving wireless interferers. The queue is driven by an external arrival process and is subject to a time-varying service process that is a…

Information Theory · Computer Science 2021-04-14 Nithin S. Ramesan , François Baccelli

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

Probability · Mathematics 2018-12-07 Abhishek , Marko Boon , Rudesindo Núñez-Queija

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

Probability · Mathematics 2025-04-25 Bernardo D'Auria , Ivo J. B. F. Adan , René Bekker , Vidyadhar Kulkarni

Modeling a temporal process as if it is Markovian assumes the present encodes all of the process's history. When this occurs, the present captures all of the dependency between past and future. We recently showed that if one randomly…

Statistical Mechanics · Physics 2016-03-09 Pooneh M. Ara , Ryan G. James , James P. Crutchfield

In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…

Machine Learning · Statistics 2025-05-07 Jung-hun Kim , Min-hwan Oh

As a favorite urban public transport mode, the bike sharing system is a large-scale and complicated system, and there exists a key requirement that a user and a bike should be matched sufficiently in time. Such matched behavior makes…

Probability · Mathematics 2017-07-25 Quan-Lin Li , Rui-Na Fan , Zhi-Yong Qian

We consider a large distributed service system consisting of $n$ homogeneous servers with infinite capacity FIFO queues. Jobs arrive as a Poisson process of rate $\lambda n/k_n$ (for some positive constant $\lambda$ and integer $k_n$). Each…

Performance · Computer Science 2019-10-23 Martin Zubeldia

In this paper, we consider the issue of covert communications with random access protocol. We consider that the legitimate user Bob has no priori knowledge about packet arrival time and thus employs data-aided frame detection based on…

Information Theory · Computer Science 2019-07-18 Weile Zhang , Nan Zhao , Shun Zhang , F. Richard Yu

The problem of stochastic deadline scheduling is considered. A constrained Markov decision process model is introduced in which jobs arrive randomly at a service center with stochastic job sizes, rewards, and completion deadlines. The…

Optimization and Control · Mathematics 2017-07-10 Zhe Yu , Yunjian Xu , Lang Tong

Given a traversal algorithm, cover time is the expected number of steps needed to visit all nodes in a given graph. A smaller cover time means a higher exploration efficiency of traversal algorithm. Although random walk algorithms have been…

Data Structures and Algorithms · Computer Science 2023-08-14 Guanhua Fang , Gennady Samorodnitsky , Zhiqiang Xu

Traffic to any server is rarely constant over time. In addition, the workload brought by each service request is typically unknown in advance, and each request may bring a different workload to the server. Cha and Lee (2011) proposed a…

Probability · Mathematics 2015-11-16 Rachel Traylor

Hiding the wireless communication by transmitter Alice to intended receiver Bob from a capable and attentive adversary Willie has been widely studied under the moniker "covert communications". However, when such covert communication is done…

Cryptography and Security · Computer Science 2023-07-18 Ali Mohammadi Teshnizi , Majid Ghaderi , Dennis Goeckel

The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…

Biological Physics · Physics 2021-07-13 Seongyu Park , Samudrajit Thapa , Yeongjin Kim , Michael A. Lomholt , Jae-Hyung Jeon

Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a…

Probability · Mathematics 2018-12-13 Haralambie Leahu , Michel Mandjes

We present a Markovian market model driven by a hidden Brownian efficient price. In particular, we extend the queue-reactive model, making its dynamics dependent on the efficient price. Our study focuses on two sub-models: a signal-driven…

Trading and Market Microstructure · Quantitative Finance 2025-06-16 Emmanouil Sfendourakis