Related papers: Diffusion Limits for Measure-Valued Queueing Model…
A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…
In this paper, we develop a stochastic algorithm based on Euler-Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of the $M/Ph/n+M$ queue. Specifically, we prove a non-asymptotic error bound…
The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
Diffusion-based generative models are extremely effective in generating high-quality images, with generated samples often surpassing the quality of those produced by other models under several metrics. One distinguishing feature of these…
This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…
We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…
We study the inductive biases of diffusion models with a conditioning-variable, which have seen widespread application as both text-conditioned generative image models and observation-conditioned continuous control policies. We observe that…
Diffusion models have shown remarkable performance in generation problems over various domains including images, videos, text, and audio. A practical bottleneck of diffusion models is their sampling speed, due to the repeated evaluation of…
The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…
Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…
Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times…