Related papers: Markov-modulated on/off processes for long-range d…
Use-case-specific network slicing in decentralized multi-tenancy cloud environments is a promising approach to bridge the gap between the demand and supply of resources in next-generation communication networks. Our findings associate…
The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Data is rapidly increasing in volume and velocity and the Internet of Things (IoT) is one important source of this data. The IoT is a collection of connected devices (things) which are constantly recording data from their surroundings using…
In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…
A graph-theoretic analysis of the steady-state behavior of an open Jackson queueing network is developed. In particular, a number of queueing-network performance metrics are shown to exhibit a spatial dependence on local drivers (e.g.…
We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by…
We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of…
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 consider the problem of service rate control of a single server queueing system with a finite-state Markov-modulated Poisson arrival process. We show that the optimal service rate is non-decreasing in the number of customers in the…
This paper is motivated by the observation that the average queueing delay can be decreased by sacrificing power efficiency in wireless communications. In this sense, we naturally wonder what is the minimum queueing delay when the available…
Low-latency communication has recently attracted considerable attention owing to its potential of enabling delay-sensitive services in next-generation industrial cyber-physical systems. To achieve target average or maximum delay given…
The problem of evaluation of Lyapunov exponent in queueing network analysis is considered based on models and methods of idempotent algebra. General existence conditions for Lyapunov exponent to exist in generalized linear stochastic…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
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…
Emergence of various types of services has brought about explosive growth of traffic as well as diversified traffic characteristics in the cellular networks. To have a comprehensive understanding of the influences caused by various traffic…
Recently, De Martino et al have presented a general framework for the study of transportation phenomena on complex networks. One of their most significant achievements was a deeper understanding of the phase transition from the uncongested…
This report considers a fairly general model of constrained queuing networks that allows us to represent both MMBP (Markov Modulated Bernoulli Processes) arrivals and time-varying service constraints. We derive a set of sufficient…
In the mid-90's, it was shown that the statistics of aggregated time series from Internet traffic departed from those of traditional short range dependent models, and were instead characterized by asymptotic self-similarity. Following this…