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This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…

Probability · Mathematics 2020-04-21 Onno Boxma , Mariska Heemskerk , Michel Mandjes

We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "on" they generate fluid at unit rate into a buffer, which…

Analysis of PDEs · Mathematics 2007-05-23 Diego Dominici , Charles Knessl

We present examples of queuing networks that never come to equilibrium. That is achieved by constructing Non-linear Markov Processes, which are non-ergodic, and possess eternal transience property.

Mathematical Physics · Physics 2007-05-23 Alexander Rybko , Senya Shlosman

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

This paper provides time-dependent expressions for the expected degree distribution of a given network that is subject to growth, as a function of time. We consider both uniform attachment, where incoming nodes form links to existing nodes…

Statistical Mechanics · Physics 2013-12-16 Babak Fotouhi , Michael G. Rabbat

We consider random-access networks with nodes representing transmitter-receiver pairs whose signals interfere with each other depending on their vicinity. Data packets arrive at the nodes over time and form queues. The nodes can be either…

Probability · Mathematics 2022-05-04 Matteo Sfragara

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

Probability · Mathematics 2016-09-09 Lam Nguyen , Alexander Stolyar

We consider incompressible flows between two transversely vibrating solid walls and construct an asymptotic expansion of solutions of the Navier-Stokes equations in the limit when both the amplitude of vibrations and the thickness of the…

Fluid Dynamics · Physics 2011-08-16 Konstantin Ilin , Andrey Morgulis

Firing patterns in the central nervous system often exhibit strong temporal irregularity and heterogeneity in their time averaged response properties. Previous studies suggested that these properties are outcome of an intrinsic chaotic…

Disordered Systems and Neural Networks · Physics 2015-11-25 Jonathan Kadmon , Haim Sompolinsky

Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…

Statistics Theory · Mathematics 2016-01-13 Ting Yan , Chenlei Leng , Ji Zhu

In this note, we apply Stein's method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of $N$ servers and the distance of arrival rate to…

Probability · Mathematics 2020-04-28 Xingyu Zhou , Ness Shroff

In this paper, we address the stability of transport systems and wave propagation on networks with time-varying parameters. We do so by reformulating these systems as non-autonomous difference equations and by providing a suitable…

Analysis of PDEs · Mathematics 2016-11-07 Yacine Chitour , Guilherme Mazanti , Mario Sigalotti

A parallel server system with $n$ identical servers is considered. The service time distribution has a finite mean $1/\mu$, but otherwise is arbitrary. Arriving customers are be routed to one of the servers immediately upon arrival.…

Probability · Mathematics 2017-02-15 Sergey Foss , Alexander Stolyar

Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…

Probability · Mathematics 2025-08-14 Daniele Cappelletti , Aidan Howells , Chuang Xu

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

This paper introduces a statistical model for the arrival times of connection events in a computer network. Edges between nodes in a network can be interpreted and modelled as point processes where events in the process indicate information…

Applications · Statistics 2017-11-29 Matthew Price-Williams , Nick Heard

Networks of model neurons with balanced recurrent excitation and inhibition produce irregular and asynchronous spiking activity. We extend the analysis of balanced networks to include the known dependence of connection probability on the…

Neurons and Cognition · Quantitative Biology 2014-06-02 Robert Rosenbaum , Brent Doiron

The potential flow of an incompressible inviscid heavy fluid over a light one is considered. The integral version of the method of matched asymptotic expansion is applied to the construction of the solution over long intervals of time. The…

Fluid Dynamics · Physics 2015-06-17 V. M. Cherniavski , Yu. M. Shtemler

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

Consider a queueing system fed by traffic from $N$ independent and identically distributed marked point processes. We establish several novel sample path large deviations results in the scaled uniform topology for such a system with a small…

Probability · Mathematics 2019-12-11 James R. Cruise , Fraser Daly , Bemsibom Toh