相关论文: Analysis of stochastic fluid queues driven by loca…

We consider a queuing model with the workload evolving between consecutive i.i.d.\ exponential timers $\{e_q^{(i)}\}_{i=1,2,...}$ according to a spectrally positive L\'evy process $Y_i(t)$ that is reflected at zero, and where the…

We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…

Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes $\{X_t, Y_t, \varphi_t\}_{t \geq 0}$, where the first fluid $X_t$ is driven by the Markov chain $\varphi_t$, and the second fluid $Y_t$ is driven…

We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in non-stationary time series. In contrast to 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…

We consider a two-dimensional stochastic fluid model with $N$ ON-OFF inputs and temporary assistance, which is an extension of the same model with $N = 1$ in Mahabhashyam et al. (2008). The rates of change of both buffers are piecewise…

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

This article introduces a model for freeway traffic dynamics under stochastic capacity-reducing incidents, and provides insights for freeway incident management by analyzing long-time (stability) properties of the proposed model. Incidents…

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

We consider a dynamic server control problem for two parallel queues with randomly varying connectivity and server switchover time between the queues. At each time slot the server decides either to stay with the current queue or switch to…

This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…

The theory of linear stochastic thermodynamics is developed for periodically driven systems in contact with a single reservoir. Appropriate thermodynamic forces and fluxes are identified, starting from the entropy production for a Markov…

From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…

The tandem fluid queueing model is a useful tool for performance analysis and control design for a variety of transportation systems. In this article, we study the joint impact of stochastic capacity and spillback on the long-time…

We consider stability and network capacity in discrete time queueing systems. Relationships between four common notions of stability are described. Specifically, we consider rate stability, mean rate stability, steady state stability, and…

The problem of estimating entropy production from incomplete information in stochastic thermodynamics is essential for theory and experiments. Whereas a considerable amount of work has been done on this topic, arguably, most of it is…