Related papers: The Supermarket Model on a Dynamic Regular Hypergr…
Dynamical systems on hypergraphs can display a rich set of behaviours not observable for systems with pairwise interactions. Given a distributed dynamical system with a putative hypergraph structure, an interesting question is thus how much…
We set out a general procedure which allows the approximation of certain Markov chains by the solutions of differential equations. The chains considered have some components which oscillate rapidly and randomly, while others are close to…
Capacity restrictions in stores, maintained by mechanisms like spacing customer intake, became familiar features of retailing in the time of the pandemic. Shopping rates in a crowded store under a social distance regime is prone to…
Supermarket models are a class of parallel queueing networks with an adaptive control scheme that play a key role in the study of resource management of, such as, computer networks, manufacturing systems and transportation networks. When…
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
We extend the hardcore model to a multicoloured version: a subset of vertices of a graph are coloured such that no vertex is adjacent to one of the same colour; uncoloured vertices do not constrain neighbours. This mathematically models…
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…
Motivated by applications to a wide range of assemble-to-order systems, operations scheduling, healthcare systems and collaborative economy applications, we introduce a stochastic matching model on hypergraphs, extending the model in [15]…
Hypergraphs, encoding structured interactions among any number of system units, have recently proven a successful tool to describe many real-world biological and social networks. Here we propose a framework based on statistical inference to…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…
In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…
Supermarket models are a class of interesting parallel queueing networks with dynamic randomized load balancing and real-time resource management. When the parallel servers are subject to breakdowns and repairs, analysis of such a…
We consider a discrete-time parallel service system consisting of $n$ heterogeneous single server queues with infinite capacity. Jobs arrive to the system as an i.i.d. process with rate proportional to $n$, and must be immediately…
Hypergraphs, describing networks where interactions take place among any number of units, are a natural tool to model many real-world social and biological systems. In this work we propose a principled framework to model the organization of…
We consider a load balancing system consisting of $n$ single-server queues working in parallel, with heterogeneous service rates. Jobs arrive to a central dispatcher, which has to dispatch them to one of the queues immediately upon arrival.…
A heterogeneous closed network with one-server queues with finite capacity and one infinite-server queue is studied. A target application is bike-sharing systems. Heterogeneity is taken into account through clusters whose queues have the…