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We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…
Filtration, flow in narrow channels and traffic flow are examples of processes subject to blocking when the channel conveying the particles becomes too crowded. If the blockage is temporary, which means that after a finite time the channel…
We study a single station two-stage reneging queue with Poisson arrivals, exponential services, and two levels of exponential reneging behaviors, extending the popular Erlang A model that assumes a constant reneging rate. We derive…
In this work, cascading transmission line failures are studied through a dynamical model of the power system operating under fixed conditions. The power grid is modeled as a stochastic dynamical system where first-principles…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…
Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…
In this paper, we address the stability of transport systems and wave propagation on networks with time-varying parameters. We do so by reformulating these systems as non-autonomous difference equations and by providing a suitable…
In this paper we study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the rate of convergence and find the main limiting characteristics…
This paper considers a BMAP/M/$\infty$ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/$\infty$ queue is stable if and only if the expectation of the logarithm…
We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…
This contribution presents two exponential stability criteria for linear systems with multiple pointwise and distributed delays. These results (necessary and sufficient conditions) are given in terms of the delay Lyapunov matrix and the…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We review the theory of regenerative processes, which are processes that can be intuitively seen as comprising of i.i.d.\ cycles. Although we focus on the classical definition, we present a more general definition that allows for some form…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…
This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…
The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in…
This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have…