Related papers: Exact distribution of discrete-time D-BMAP/G/\inf …
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC…
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…
The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…
To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…
Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…
This study proposes a generalised macroscopic traffic simulation using a Mt/D/1/K queue to model congestion, using the Enniskillen to Belfast route as a case study. Empirical traffic data from Google's Directions API is used to calibrate…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
The article presents a general discrete time dividend valuation model when the dividend growth rate is a general continuous variable. The main assumption is that the dividend growth rate follows a discrete time semi-Markov chain with…
In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed…
We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…
In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…
Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…
This paper presents a novel distributed algorithm for tracking a maneuvering target using bearing or direction of arrival measurements collected by a networked sensor array. The proposed approach is built on the dynamic average-consensus…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
In this work, we study how to efficiently obtain perfect samples from a discrete distribution $\mathcal{D}$ given access only to pairwise comparisons of elements of its support. Specifically, we assume access to samples $(x, S)$, where $S$…
We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…
Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…