Related papers: Staffing under Taylor's Law: A Unifying Framework …
In this paper we consider two related stochastic models. The first one is a branching system consisting of particles moving according to a Markov family in R^d and undergoing subcritical branching with a constant rate of V>0. New particles…
In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…
Zipf's law states that the frequency of an observation with a given value is inversely proportional to the square of that value; Taylor's law, instead, describes the scaling between fluctuations in the size of a population and its mean.…
This paper focuses on modeling and analysis of the temporal performance variations experienced by a mobile user in a wireless network and its impact on system level design. We consider a simple stochastic geometry model: the infrastructure…
We consider the job assignment problem in a multi-server system consisting of $N$ parallel processor sharing servers, categorized into $M$ ($\ll N$) different types according to their processing capacity or speed. Jobs of random sizes…
We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
This paper presents a time-invariant network flow model capturing two-person ride-pooling that can be integrated within design and planning frameworks for Mobility-on-Demand systems. In these type of models, the arrival process of travel…
Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the…
We introduce a "system-wide safety staffing" (SWSS) parameter for multiclass multi-pool networks of any tree topology, Markovian or non-Markovian, in the Halfin-Whitt regime. This parameter can be regarded as the optimal reallocation of the…
In many different settings, requests for service can arrive in near or true simultaneity with one another. This creates batches of arrivals to the underlying queueing system. In this paper, we study the staffing problem for the batch…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provides a way to capture and model the typical behaviour of…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
The dispersion of solute in porous media shows a non-linear increase in the transition from diffusion to advection dominated dispersion as the flow velocity is raised. In the past, the behavior in this intermediate regime has been explained…
Social activities display bursty behavior characterized by heavy-tailed inter-event time distributions. We examine the bursty behavior of airplanes' arrivals in hub airports. The analysis indicates that the air transportation system…
The current Poisson factor models often assume that the factors are unknown, which overlooks the explanatory potential of certain observable covariates. This study focuses on high dimensional settings, where the number of the count response…
Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…
The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…
Expansion planning problems refer to the monetary and unit investment needed for energy production or storage. An inherent element in these problems is the element of stochasticity in various aspects, such as the generation output of the…