Related papers: Stability of a cascade system with two stations an…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
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…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
We consider the piecewise-deterministic Markov process obtained by randomly switching between the flows generated by a finite set of smooth vector fields on a compact set. We obtain H\"ormander-type conditions on the vector fields…
We study a production-inventory system with two customer classes with different priorities which are admitted to the system following a flexible admission control scheme. The inventory management is according to a base stock policy and…
The presence of a period-doubling cascade in dynamical systems that depend on a parameter is one of the basic routes to chaos. It is rarely mentioned that there are virtually always infinitely many cascades whenever there is one. We report…
Network capacity region of multi-queue multi-server queueing system with random ON-OFF connectivities and stationary arrival processes is derived in this paper. Specifically, the necessary and sufficient conditions for the stability of the…
We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…
In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…
We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…
We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes…
Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a job at server i may result in the creation of a new job for…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
Recurrence and ergodic properties are established for a single--server queueing system with variable intensities of arrivals and service. Convergence to stationarity is also interpreted in terms of reliability theory.
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
We study stability issue of reset and impulsive switched systems. We find time constraints (dwell time and flee time) on switching signals which stabilize a given reset switched system. For a given collection of matrices, we find an…
In this paper, we present a stability criterion for Processor Sharing queues, in which the throughput may depend on the number of customers in the system (in such cases such as interferences between the users). Such a system is represented…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…