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We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…

Probability · Mathematics 2024-07-12 Serguei Popov

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

Probability · Mathematics 2016-09-09 Lam Nguyen , Alexander Stolyar

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

In literature on stochastic thermodynamics it is stated that for a system connected to multiple thermal reservoirs, the transition rates between two energy levels equals the sum of transition rates corresponding to each thermal bath the…

Statistical Mechanics · Physics 2024-07-31 Vaibhav Wasnik

We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…

Probability · Mathematics 2018-01-19 Abhishek , Marko Boon , Onno Boxma , Rudesindo Núñez-Queija

We analyze a boarding solution for a transport system in which the number of passengers allowed to enter a transport cabin is automatically controlled. Expressions charac- terizing the stochastic properties of the passenger queue length,…

Systems and Control · Computer Science 2018-09-10 Pasquale Grippa , Udo Schilcher , Christian Bettstetter

This paper deals with the stability analysis problem of discrete-time switched linear systems with ranged dwell time. A novel concept called L-switching-cycle is proposed, which contains sequences of multiple activation cycles satisfying…

Optimization and Control · Mathematics 2021-06-01 Weiming Xiang

We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…

Probability · Mathematics 2020-04-17 Björn Böttcher

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 2008-02-19 Pascal Moyal

In this paper we establish a necessary and sufficient stability condition for a stochastic ring network. Such networks naturally appear in a variety of applications within communication, computer, and road traffic systems. They typically…

Probability · Mathematics 2023-09-04 Jaap Storm , Wouter Kager , Michel Mandjes , Sem Borst

We consider a heterogeneous distributed service system, consisting of $n$ servers with unknown and possibly different processing rates. Jobs with unit mean and independent processing times arrive as a renewal process of rate $\lambda n$,…

Performance · Computer Science 2020-07-15 David Gamarnik , John N. Tsitsiklis , Martin Zubeldia

In network systems, a local perturbation can amplify as it propagates, potentially leading to a large-scale cascading failure. Here we derive a continuous model to advance our understanding of cascading failures in power-grid networks. The…

Physics and Society · Physics 2017-12-18 Yang Yang , Adilson E. Motter

We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

In this paper, a general tree algorithm processing a random flow of arrivals is analyzed. Capetanakis--Tsybakov--Mikhailov's protocol in the context of communication networks with random access is an example of such an algorithm. In…

Probability · Mathematics 2010-01-13 Hanène Mohamed , Philippe Robert

We analyse an ALOHA-type random multiple-access protocol where users have local interactions. We show that the fluid model of the system workload satisfies a certain differential equation. We obtain a sufficient condition for the stability…

Probability · Mathematics 2017-11-29 Charles Bordenave , Sergey Foss , Vsevolod Shneer

We study the stability of single server retrial queues under general distribution for retrial times and stationary ergodic service times, for three main retrial policies studied in the literature: classical linear, constant and control…

Probability · Mathematics 2008-08-07 Tewfik Kernane

We study the phenomenon of entrainment in processor sharing networks, whereby, while individual network resources have sufficient capacity to met demand, the requirement for simultaneous availability of resources means that a network may…

Probability · Mathematics 2007-08-01 Jennie Hansen , Cian Reynolds , Stan Zachary

In this paper, we revisit asymptotic stability for the two-dimensional incompressible porous media equation and the Stokes transport system in a periodic channel. It is well-known that a stratified density, which strictly decreases in the…

Analysis of PDEs · Mathematics 2024-04-02 Jaemin Park

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…

Probability · Mathematics 2017-02-16 Guillaume Copros
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