相关论文: Convexity of Workload Autocorrelation in a Station…
Serverless computing offers a pay-per-use model with high elasticity and automatic scaling for a wide range of applications. Since cloud providers abstract most of the underlying infrastructure, these services work similarly to black-boxes.…
A parallel server system is a stochastic processing network with applications in manufacturing, supply chain, ride-hailing, call centers, etc. Heterogeneous customers arrive in the system, and only a subset of servers can serve any customer…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…
In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…
For a certain class of McKean-Vlasov processes, we introduce proxy processes that substitute the mean-field interaction with self-interaction, employing a weighted occupation measure. Our study encompasses two key achievements. First, we…
Motivated by a variety of applications, high-dimensional time series have become an active topic of research. In particular, several methods and finite-sample theories for individual stable autoregressive processes with known lag have…
This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and…
We consider a GI/H/n queueing system. In this system, there are multiple servers in the queue. The inter-arrival time is general and independent, and the service time follows hyper-exponential distribution. Instead of stochastic…
We study the convexity of the entropy functional along particular interpolating curves defined on the space of finitely supported probability measures on a graph.
The paper studies asymptotic behavior of the loss probability for the $GI/M/m/n$ queueing system as $n$ increases to infinity. The approach of the paper is based on applications of classic results of Tak\'acs (1967) and the Tauberian…
This work deals with a system of interacting reinforced stochastic processes, where each process $X^j=(X_{n,j})_n$ is located at a vertex $j$ of a finite weighted direct graph, and it can be interpreted as the sequence of "actions" adopted…
Our goal is to estimate the characteristic exponent of the input to a L\'evy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the…
Consider a network of $n$ single-server queues where tasks arrive independently at each server at rate $\lambda_n$. The servers are connected by a graph that is resampled at rate $\mu_n$ in a way that is symmetric with respect to the…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We study distributed load balancing in bipartite queueing systems where frontends route jobs to heterogeneous backends with workload-dependent service rates. The system's connectivity -- governed by compatibility constraints such as data…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or ${\cal L}^\infty$) and the quadratic (or ${\cal…
In recent years a number of models involving different compatibilities between jobs and servers in queueing systems, or between agents and resources in matching systems, have been studied, and, under Markov assumptions and appropriate…
Developing reliable workload predictive models can affect many aspects of clinical decision making procedure. The primary challenge in healthcare systems is handling the demand uncertainty over the time. This issue becomes more critical for…