Related papers: Heavy Traffic Scaling Limits for Shortest Remainin…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We consider a two-queue polling model with switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$) in each queue. The major benefit of the $k$-limited service discipline is that it -…
This paper contains an asymptotic analysis of a fluid model for a heavily loaded processor sharing queue. Specifically, we consider the behavior of solutions of critical fluid models as time approaches \infty. The main theorems of the paper…
We show by explicit closed form calculations that a Hurst exponent H that is not 1/2 does not necessarily imply long time correlations like those found in fractional Brownian motion. We construct a large set of scaling solutions of…
We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…
In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…
The appearance of traffic jams on chains with a shunted section between two simple chain segments in the maximum current phase is studied in the framework of the Totally Asymmetric Simple Exclusion Process. The conditions for the occurrence…
Bike sharing systems have rapidly developed around the world, and they are served as a promising strategy to improve urban traffic congestion and to decrease polluting gas emissions. So far performance analysis of bike sharing systems…
It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We prove a metric space scaling limit for a critical random graph with independent and identically distributed degrees having power-law tail behaviour with exponent $\alpha+1$, where $\alpha \in (1,2)$. The limiting components are…
In this paper, by the singular-perturbation technique, we investigate the heavy-traffic behavior of a priority polling system consisting of three M/M/1 queues with threshold policy. It turns out that the scaled queue-length of the…
We consider a system of $N$ parallel queues with identical exponential service rates and a single dispatcher where tasks arrive as a Poisson process. When a task arrives, the dispatcher always assigns it to an idle server, if there is any,…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…
We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…
Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…
We consider the role of network geometry in two types of diffusion processes: transport of constant-density information packets with queuing on nodes, and constant voltage-driven tunneling of electrons. The underlying network is a…
We revisit the classical problem of minimizing the total flow time of jobs on a single machine in the online setting where jobs arrive over time. It has long been known that the Shortest Remaining Processing Time (SRPT) algorithm is optimal…