Related papers: A Software Package for Queueing Networks and Marko…
Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…
Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…
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…
Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…
Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…
We provide an approach that closely estimates an organization's cyber resources directly from vulnerability timestamps, using a non-stationary queueing framework. Traditional attack-surface metrics operate on static snapshots, ignoring the…
In network quality of service provisioning, premium services generally require to keep a very small loss probability, which is infeasible to measure directly. The proposed virtual queue scheme estimates the small packet loss probability of…
During the last decade bike sharing systems have emerged as a public transport mode in urban short trips in more than 500 major cities around the world. For the mobility service mode, many challenges from its operations are not well…
Non-Markovian dynamics arising from the strong coupling of a system to a structured environment is essential in many applications of quantum mechanics and emerging technologies. Deriving an accurate description of general quantum dynamics…
Low-latency communication has recently attracted considerable attention owing to its potential of enabling delay-sensitive services in next-generation industrial cyber-physical systems. To achieve target average or maximum delay given…
We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into…
We study selective monitors for labelled Markov chains. Monitors observe the outputs that are generated by a Markov chain during its run, with the goal of identifying runs as correct or faulty. A monitor is selective if it skips…
Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…
The Bergm package provides a comprehensive framework for Bayesian inference using Markov chain Monte Carlo (MCMC) algorithms. It can also supply graphical Bayesian goodness-of-fit procedures that address the issue of model adequacy. The…
Wireless mesh networks are a promising technology for connecting sensors and actuators with high flexibility and low investment costs. In industrial applications, however, reliability is essential. Therefore, two time-slotted medium access…
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…
In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…