Related papers: Functional Limits of Generalized Jackson Networks …
We consider a two-node tandem queueing network in which the upstream queue is GI/GI/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. To…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
The traffic in telephone networks is analyzed in this paper. Unlike the classical traffic analysis where call blockings are due to the limited channel capacity, we consider here a more realistic cause for call blockings which is due to the…
We discuss weak convergence of the number of busy servers in a $G/G/\infty$ queue in the $J_1$-topology on the Skorokhod space. We prove two functional limit theorems, with random and nonrandom centering, respectively, thereby solving two…
We develop randomized modifications of Markov chains and apply these modifications to the routing chains of customers in Jacksonian stochastic networks. The aim of our investigations is to find new rerouting schemes for non standard Jackson…
The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in…
We consider a class of stochastic processing networks. Assume that the networks satisfy a complete resource pooling condition. We prove that each maximum pressure policy asymptotically minimizes the workload process in a stochastic…
We investigate the time-dependent, coherent, and dissipative dynamics of bound particles in single multilevel quantum dots in the presence of sequential tunnelling transport. We focus on the nonequilibrium regime where several channels are…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
We use fluid limits to explore the (in)stability properties of wireless networks with queue-based random-access algorithms. Queue-based random-access schemes are simple and inherently distributed in nature, yet provide the capability to…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
This paper studies the input queued switch operating under the MaxWeight algorithm when the arrivals are according to a Markovian process. We exactly characterize the heavy-traffic scaled mean sum queue length in the heavy-traffic limit,…
We study a simple rate control scheme for a multiclass queuing network for which customers are partitioned into distinct flows that are queued separately at each station. The control scheme discards customers that arrive to the network…
The collective dynamics of interacting dynamical units on a network crucially depends on the properties of the network structure. Rather than considering large but finite graphs to capture the network, one often resorts to graph limits and…
Hawkes processes are a class of simple point processes whose intensity depends on the past history, and is in general non-Markovian. Limit theorems for Hawkes processes in various asymptotic regimes have been studied in the literature. In…
The present paper establishes an explicit multi-dimensional state space collapse (SSC) for parallel-processing systems with arbitrary compatibility constraints between servers and job types. This breaks major new ground beyond the SSC…
We consider performance deterioration of interconnected linear dynamical networks subject to exogenous stochastic disturbances. The focus of this paper is on first-order and second-order linear consensus networks. We employ the expected…
This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…
The possibility of flexibly assigning spectrum resources with channels of different sizes greatly improves the spectral efficiency of optical networks, but can also lead to unwanted spectrum fragmentation.We study this problem in a scenario…
\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…