Related papers: T\'oth's buses and the "detachment process''
Consider~\(n\) nodes~\(\{X_i\}_{1 \leq i \leq n}\) distributed independently across~\(N\) cities contained with the unit square~\(S\) according to a distribution~\(f.\) Each city is modelled as an~\(r_n \times r_n\) square contained…
One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…
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…
Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…
We study a model for flocking given by a $n$-particle system under which each particle jumps forward by a random amount, independently sampled from a given distribution $\theta$, with rate given by a non-increasing function $w$ of its…
Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…
We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…
We are interested in the dynamic of a structured branching population where the trait of each individual moves according to a Markov process. The rate of division of each individual is a function of its trait and when a branching event…
We analyze the convergence rates for a family of auto-regressive Markov chains $(X^{(n)}_k)_{k\geq 0}$ on $\mathbb R^d$, where at each step a randomly chosen coordinate is replaced by a noisy damped weighted average of the others. The…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
A new approach to the steady state detection in the uniformization method of solving continuous time Markov chains is introduced. The method is particularly useful in solving inhomogenous CTMC's in multiple steps, where the desired error…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
Information-theoretic arguments focus on modeling the reliability of information transmission, assuming availability of infinite data at sources, thus ignoring randomness in message generation times at the respective sources. However, in…
Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…
The totally asymmetric simple exclusion principle (TASEP) is a fundamental model in nonequilibrium statistical mechanics. It describes the stochastic unidirectional movement of particles along a 1D chain of ordered sites. We consider the…
Motivated by the growing interest in today's massive parallel computing capabilities we analyze a queueing network with many servers in parallel to which jobs arrive a according to a Poisson process. Each job, upon arrival, is split into…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
We study a class of Markovian systems of $N$ elements taking values in $[0,1]$ that evolve in discrete time $t$ via randomized replacement rules based on the ranks of the elements. These rank-driven processes are inspired by variants of the…