Related papers: Approximating fluid queues with quasi birth-and-de…
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
In order to analyze stability of a two-queue model, we consider a two-dimensional quasi-birth-and-death process (2d-QBD process), denoted by $\{\boldsymbol{Y}(t)\}=\{((L_1(t),L_2(t)),J(t))\}$. The two-dimensional process…
The chain fountain is an entertaining, counter-intuitive phenomenon. When a chain flows up over the edge of a container and then falls to the ground below, it is observed that the top of the chain rises up above the containers edge. Here…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
This is survey of some recent results connecting random matrices, non-colliding processes and queues.
In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…
We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming-Viot type particle system with…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…
We consider a regulated multi-class instantaneous matching system with reneging, in which each event requires $K \geq 2$ distinct impatient agents who wait in their respective queues. Each agent class is subject to a buffer capacity,…
When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use…
In transportation and other types of facilities, various queues arise when the demands of service are higher than the supplies, and many point and fluid queue models have been proposed to study such queueing systems. However, there has been…
We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…
A $M/M/1$ queue with catastrophes is a modified $M/M/1$ queue model for which, according to the times of a Poisson process, catastrophes occur leaving the system empty. In this work, we study a fractional $M/M/1$ queue with catastrophes,…
Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein.…
In the modelling of stochastic phenomena, such as quasi-reaction systems, parameter estimation of kinetic rates can be challenging, particularly when the time gap between consecutive measurements is large. Local linear approximation…
Dynamic queueing networks (DQN) model queueing systems where demand varies strongly with time, such as airport terminals. With rapidly rising global air passenger traffic placing increasing pressure on airport terminals, efficient…
We consider the problem of deriving an explicit approximate solution of the nonlinear power equations that describe a balanced power distribution network. We give sufficient conditions for the existence of a practical solution to the power…
The dynamics of populations is frequently subject to intrinsic noise. At the same time unknown interaction networks or rate constants can present quenched uncertainty. Existing approaches often involve repeated sampling of the quenched…