Related papers: Laplace Transform Effectiveness in the MGinf Queue…
For a given wave function one can define a quantity $\mu_E$ having a meaning of its inverse spatial size. The Laplace transform of the distribution function $P(\mu_E)$ is calculated analytically for a 1D disordered sample with a finite…
In principle, the generalized master equation can be used to efficiently compute the macroscopic first passage time (FPT) distribution of a complex stochastic system from short-term microscopic simulation data. However, computing its…
Ensuring the conformance of a service system's end-to-end delay to service level agreement (SLA) constraints is a challenging task that requires statistical measures beyond the average delay. In this paper, we study the real-time prediction…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
We study the performance of random linear network coding for time division duplexing channels with Poisson arrivals. We model the system as a bulk-service queue with variable bulk size. A full characterization for random linear network…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
Generative, temporal network models play an important role in analyzing the dependence structure and evolution patterns of complex networks. Due to the complicated nature of real network data, it is often naive to assume that the underlying…
With the advent of wearable Internet of Things (IoT) devices, remote patient monitoring (RPM) emerged as a promising solution for managing heart failure. However, the heart rate can fluctuate significantly due to various factors, and…
We discuss a single-server multi-station alternating queue where the preparation times and the service times are auto- and cross-correlated. We examine two cases. In the first case, preparation and service times depend on a common discrete…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
Travel time is one of the key indicators monitored by intelligent transportation systems, helping the systems to gain real-time insights into traffic situations, predict congestion, and identify network bottlenecks. Travel time exhibits…
Timely and efficient dissemination of server status is critical in compute-first networking systems, where user tasks arrive dynamically and computing resources are limited and stochastic. In such systems, the access point plays a key role…
We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…
We consider specification and inference for the stochastic scale of discretely-observed pure-jump semimartingales with locally stable L\'{e}vy densities in the setting where both the time span of the data set increases, and the mesh of the…
For a birth-death process subject to catastrophes, defined on the state-space $S=\{r,r+1,r+2,...\}$, with $r$ a positive integer or zero, the first-visit time to a state $k\in S$ is considered and the Laplace transform of its probability…
This study evaluated probability distributions for modeling time series with abrupt structural changes. The Pearson type VII distribution, with an adjustable shape parameter $b$, proved versatile. The generalized Laplace distribution…
Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly…
With its origin in sociology, Social Network Analysis (SNA), quickly emerged and spread to other areas of research, including anthropology, biology, information science, organizational studies, political science, and computer science. Being…
Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function…