Related papers: Exact distribution of discrete-time D-BMAP/G/\inf …

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

We consider a stochastic individual based model where each predator searches during a random time and then manipulates its prey or rests. The time distributions may be non-exponential. An age structure allows to describe these interactions…

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

This paper examines the impact of discrete marginal distributions on copula-based Markov chains. We present results on mixing and parameter estimation for a copula-based Markov chain model with Bernoulli($p$) marginal distribution and…

Discrete diffusion models (DDMs) are a powerful class of generative models for categorical data, but they typically require many function evaluations for a single sample, making inference expensive. Existing acceleration methods either rely…

In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

The staggering amount of streaming time series coming from the real world calls for more efficient and effective online modeling solution. For time series modeling, most existing works make some unrealistic assumptions such as the input…

Discrete diffusion models have recently emerged as a powerful class of generative models for chemistry and biology data. In these fields, the goal is to generate various samples with high rewards (e.g., drug-likeness in molecules), making…

Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…

The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has profound implications for operational effectiveness and cost…

Classical queuing network control strategies typically rely on accurate knowledge of model data, i.e., arrival and service rates. However, such data are not always available and may be time-variant. To address this challenge, we consider a…

In recent years, there is a growing research about queueing models with customers who choose their service durations. In general, the model assumptions in the existing literature imply that every customer knows his service demand when he…

The mathematics of the finite single server queue with Poisson input and semi-Markov service times($M/SM/1/b$) is similar to that used for $BMAP/G/1/b$ systems. This observation results in new analytical formulas for a queue size in the…

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

In this paper, we are devoted to developing matrix-analytic methods for solving Poisson's equation for irreducible and positive recurrent discrete-time Markov chains (DTMCs). Two special solutions, including the deviation matrix D and the…

In this paper, we analyze how well a machine can solve a general problem in queueing theory. To answer this question, we use a deep learning model to predict the stationary queue-length distribution of an $M/G/1$ queue (Poisson arrivals,…

Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on…