Related papers: Queues with Delayed Information: Analyzing the Imp…
One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…
The objective is to develop a general stochastic approach to delays on financial markets. We suggest such a concept in the context of large platonic markets, which allow infinitely many assets and incorporate a restricted information…
Dynamical systems with long delay feedback can exhibit complicated temporal phenomena, which once re-organized in a two-dimensional space are reminiscent of spatio-temporal behavior. In this framework, normal forms description have been…
Use-case-specific network slicing in decentralized multi-tenancy cloud environments is a promising approach to bridge the gap between the demand and supply of resources in next-generation communication networks. Our findings associate…
In this paper, we study the trade-off between the transmission cost and the control performance of the multi-loop networked control system subject to network-induced delay. Within the linear-quadratic-Gaussian (LQG) framework, the joint…
Non-ideal deterministic system "tank with liquid-electric motor" is studied. Two delay-approximation models are considered. Impact of the delay on the emergence, evolution and disappearance of regular and chaotic limit sets (attractors) of…
In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…
In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…
This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…
We show how machine learning methods can unveil the fractional and delayed nature of discrete dynamical systems. In particular, we study the case of the fractional delayed logistic map. We show that given a trajectory, we can detect if it…
We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…
Most existing literature on supply chain and inventory management consider stochastic demand processes with zero or constant lead times. While it is true that in certain niche scenarios, uncertainty in lead times can be ignored, most…
In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…
Different voters behave differently, different governments make different decisions, or different organizations are ruled differently. Many research questions important to political scientists concern choice behavior, which involves dealing…
The data generated by long-delayed dynamical systems can be organized in patterns by means of the so-called spatio-temporal representation, uncovering the role of multiple time-scales as independent degrees of freedom. However, their…
In many cognitive radio applications, there are multiple types of message queues. Existing queueing analysis works in underlay CR networks failed to discuss packets heterogeneity. Therefore high priority packets with impatient waiting time…
We consider a broad class of queueing models with random state-dependent vacation periods, which arise in the analysis of queue-based back-off algorithms in wireless random-access networks. In contrast to conventional models, the vacation…
The paper deals with the theoretical analysis of a logistic system composed of at least two elements with distributed parameters. It has been shown that such a system may generate specific oscillations in spite of the fact that the…
We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the…
We investigate the effects of delayed interactions on the stationary distribution of the noisy voter model. We assume that the delayed interactions occur through the periodic polling mechanism and replace the original instantaneous…