Related papers: Tempered Erlang Queue with Multiple Arrivals
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
The new solution to the problem of time of arrival in quantum theory is presented herein. It allows for computer simulation of particle counters and it implies Born's interpretation. It also suggests new experiments that can answer the…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
This paper addresses aircraft delays, emphasizing their impact on safety and financial losses. To mitigate these issues, an innovative machine learning (ML)-enhanced landing scheduling methodology is proposed, aiming to improve automation…
We study the three-dimensional generalized six-state clock model at values of the energy parameters, at which the system is considered to have the same behavior as the stacked triangular antiferromagnetic Ising model and the three-state…
The dynamics of the delay logistic equation with complex parameters and arbitrary complex initial conditions is investigated. The analysis of the local stability of this difference equation has been carried out. We further exhibit several…
In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
For a transition between two stable states, the committor is the probability that the dynamics leads to one stable state before the other. It can be estimated from trajectory data by minimizing an expression for the transition rate that…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
We introduce quantum fluctuations into the simulated annealing process of optimization problems, aiming at faster convergence to the optimal state. Quantum fluctuations cause transitions between states and thus play the same role as thermal…
In this paper, we investigate the well-posedness and asymptotic behavior of difference equations of the form $x(t) = A x(t - \tau(t))$, $t \geq 0$, where the unknown function $x$ takes values in $\mathbb R^d$ for some positive integer $d$,…
We introduce and study a fractional version of the Skellam process of order $k$ by time-changing it with an independent inverse stable subordinator. We call it the fractional Skellam process of order $k$ (FSPoK). An integral representation…
This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both appear in the state equation, moreover, they both enter into…
In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…
Although one can show formally that a time-of-arrival operator cannot exist, one can modify the low momentum behaviour of the operator slightly so that it is self-adjoint. We show that such a modification results in the difficulty that the…
Order can spontaneously emerge from seemingly noisy interactions between biological agents, like a flock of birds changing their direction of flight in unison, without a leader or an external cue. We are interested in the generic conditions…