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Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

Nowadays distributed computing approach has become very popular due to several advantages over the centralized computing approach as it also offers high performance computing at a very low cost. Each router implements some queuing mechanism…

Networking and Internet Architecture · Computer Science 2019-10-10 Taskeen Zaidi , Nitya Nand Dwivedi

Packet-dispersion based measurement tools insert pairs of probe packets with a known separation into the network for transmission over a unicast path or a multicast tree. Samples of the separation between the probe pairs at the…

Networking and Internet Architecture · Computer Science 2009-11-19 Bikash Kumar Dey , D. Manjunath , Supriyo Chakraborty

Gaussian process fitting, or kriging, is often used to create a model from a set of data. Many available software packages do this, but we show that very different results can be obtained from different packages even when using the same…

Computation · Statistics 2017-10-10 Collin B. Erickson , Bruce E. Ankenman , Susan M. Sanchez

In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…

Probability · Mathematics 2021-11-25 Galina Zverkina , Mais Farkhadov

This is an annotated bibliography on estimation and inference results for queues and related stochastic models. The purpose of this document is to collect and categorise works in the field, allowing for researchers and practitioners to…

Statistics Theory · Mathematics 2024-01-12 Azam Asanjarani , Yoni Nazarathy

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

Optimization and Control · Mathematics 2014-05-07 Farhad Farokhi , Karl H. Johansson

Stochastic network calculus is a tool for computing error bounds on the performance of queueing systems. However, deriving accurate bounds for networks consisting of several queues or subject to non-independent traffic inputs is…

Networking and Internet Architecture · Computer Science 2018-10-12 Anne Bouillard , Céline Comte , Élie De Panafieu , Fabien Mathieu

In the literature of Round-Robin scheduling scheme, each job is processed, one after the another after giving a fix quantum. In case of First-come first-served, each process is executed, if the previously arrived processed is completed.…

Networking and Internet Architecture · Computer Science 2010-06-15 D. Shukla , Saurabh Jain , Rahul Singhai , R. K. Agarwal

We consider an extension of Discrete Time Markov Chain queueing model to the quantum domain by use of Discrete Time Quantum Markov Chain. We introduce methods for numerical analysis of such models. Using this tools we show that quantum…

Quantum Physics · Physics 2013-06-26 Piotr Gawron , Dariusz Kurzyk , Zbigniew Puchała

Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers…

Performance · Computer Science 2017-01-24 Eduardo M. Vasconcelos

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…

Probability · Mathematics 2007-09-11 Takis Konstantopoulos , Andreas Kyprianou , Marina Sirvio , Paavo Salminen

An overview of the recursive equations based models and their applications in simulation based analysis and optimization of queueing systems is given. These models provide a variety of systems with a convenient and unified representation in…

Numerical Analysis · Mathematics 2012-10-31 Nikolai K. Krivulin

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

We study from a theoretical viewpoint the fundamental problem of efficiently computing the stationary distribution of general classes of structured Markov processes. In strong contrast with previous work, we consider this fundamental…

Quantum Physics · Physics 2025-06-18 Vasileios Kalantzis , Mark S. Squillante , Shashanka Ubaru

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart

The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

Queue length monitoring is a commonly arising problem in numerous applications such as queue management systems, scheduling, and traffic monitoring. Motivated by such applications, we formulate a queue monitoring problem, where there is a…

Data Structures and Algorithms · Computer Science 2025-04-28 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

This paper discusses a maintenance network with failed items that can be removed, repaired, redistributed, and reused under two batch policies: one for removing the failed items from each base to a maintenance shop and the other for…

Performance · Computer Science 2022-02-15 Rui-Na Fan , Quan-Lin Li , Xiaole Wu , Zhe George Zhang