Related papers: Utilizing phase-type distributions for queueing-ba…
We iteratively derive the product-form solutions of stationary distributions of priority multiclass queueing networks with multi-sever stations. The networks are Markovian with exponential interarrival and service time distributions. These…
We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…
We examine reaction networks (CRNs) through their associated continuous-time Markov processes. Studying the dynamics of such networks is in general hard, both analytically and by simulation. In particular, stationary distributions of…
We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…
After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…
In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…
We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…
Railway scheduling and timetabling are common stages in the classical hierarchical railway planning process and they perhaps represent the step with major influence on user's perception about quality of service. This aspect, in conjunction…
Macroscopic link-based flow models are efficient for simulating flow propagation in urban road networks. Existing link-based flow models described traffic states of a link with two state variables of link inflow and outflow and assumed…
We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…
This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…
Explicit results are obtained using simple and exact methods for the joint queue-length distribution of the M/M/c queue with an arbitrary number of non-preemptive priority levels. This work is the first to provide explicit results for the…
Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…
Understanding queuing dynamics of TCP is important for correct router buffer sizing as well as for optimizing the performance of the TCP protocol itself. However, modeling of buffer content dynamics under TCP has received relatively little…
A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
In high performance computing, scheduling of tasks and allocation to machines is very critical especially when we are dealing with heterogeneous execution costs. Simulations can be performed with a large variety of environments and…
For all line-based transit systems like bus, metro and tram, the routes of the lines and the frequencies at which they are operated are determining for the operational performance of the system. However, as transit line planning happens…
Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct highly accurate approximations of the workload distribution of…
The drift method was recently developed to study queueing systems in steady-state. It was successfully used to obtain bounds on the moments of the scaled queue lengths, that are asymptotically tight in heavy-traffic, in a wide variety of…