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In this paper, we introduce a versatile scheme for optimizing the arrival rates of quasi-reversible queueing systems. We first propose an alternative definition of quasi-reversibility that encompasses reversibility and highlights the…

机器学习 · 计算机科学 2026-03-17 Céline Comte , Pascal Moyal

We consider the processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to…

概率论 · 数学 2011-04-26 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

We study the problem of online dynamic pricing with two types of fairness constraints: a "procedural fairness" which requires the proposed prices to be equal in expectation among different groups, and a "substantive fairness" which requires…

机器学习 · 计算机科学 2022-09-27 Jianyu Xu , Dan Qiao , Yu-Xiang Wang

We establish a two-weight fractional Poincar\'e-Sobolev sandwich, consisting of a two-weight fractional Poincar\'e-Sobolev inequality and a two-weight embedding from the first-order Sobolev space to a Triebel-Lizorkin space defined via a…

经典分析与常微分方程 · 数学 2026-04-10 Emiel Lorist , Carel Wagenaar

We study a quasi-one-dimensional fluid of hard dumbbells with continuous orientational degrees of freedom using an exact transfer-matrix formulation. The model allows for a complete analytical characterization of thermodynamic properties,…

软凝聚态物质 · 物理学 2026-05-14 Ana M. Montero , Péter Gurin , Szabolcs Varga , Andrés Santos

Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig (A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)) on the case of diluted two-dimensional Potts model, the moments $\bar{\rho^q(r)}$ of…

无序系统与神经网络 · 物理学 2007-08-22 Cecile Monthus , Thomas Garel

Bi-factor and second-order models based on copulas are proposed for item response data, where the items can be split into non-overlapping groups such that there is a homogeneous dependence within each group. Our general models include the…

统计方法学 · 统计学 2021-02-23 Sayed H. Kadhem , Aristidis K. Nikoloulopoulos

We study a two-species bidirectional exclusion process, and a single species variant, which is motivated by the motion of organelles and vesicles along microtubules. Specifically, we are interested in the clustering of the particles and…

统计力学 · 物理学 2020-03-17 Jim Chacko , Sudipto Muhuri , Goutam Tripathy

We consider a service system model primarily motivated by the problem of efficient assignment of virtual machines to physical host machines in a network cloud, so that the number of occupied hosts is minimized. There are multiple input…

最优化与控制 · 数学 2012-06-05 Alexander Stolyar

When decomposing the total orbit into $N$ sub-orbits (or simply orbits) related to each of $N$ servers and through comparing the numbers of customers in these orbits, we introduce a retrial supermarket model of $N$ identical servers, where…

网络与互联网体系结构 · 计算机科学 2015-03-19 Quan-Lin Li , Meng Wang , John C. S. Lui , Yang Wang

We examine the dynamics of the bid and ask queues of a limit order book and their relationship with the intensity of trade arrivals. In particular, we study the probability of price movements and trade arrivals as a function of the quote…

交易与市场微观结构 · 定量金融 2013-12-03 Alexander Lipton , Umberto Pesavento , Michael G Sotiropoulos

In this paper, we have studied the stochastic comparisons of the highest and lowest order statistics of exponentiated Gumble type-II distribution with three parameters. We have compared both the statistics by using three different…

统计理论 · 数学 2019-04-19 Surojit Biswas , Nitin Gupta

In the supermarket model there are n queues, each with a unit rate server. Customers arrive in a Poisson process at rate \lambda n, where 0<\lambda <1. Each customer chooses d > 2 queues uniformly at random, and joins a shortest one. It is…

概率论 · 数学 2007-12-14 Malwina J. Luczak , Colin McDiarmid

Motivated by the problem of selling large, proprietary data, we consider an information pricing problem proposed by Bergemann et al. that involves a decision-making buyer and a monopolistic seller. The seller has access to the underlying…

计算机科学与博弈论 · 计算机科学 2026-03-26 Andrew Li , R. Ravi , Karan Singh , Zihong Yi , Weizhong Zhang

Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…

概率论 · 数学 2012-07-24 J. Blanchet , X. Chen , H. Lam

We study a directed polymer model defined on a hierarchical diamond lattice, where the lattice is constructed recursively through a recipe depending on a branching number $b\in \mathbb{N}$ and a segment number $s\in \mathbb{N}$. When $b\leq…

概率论 · 数学 2015-08-21 Tom Alberts , Jeremy Clark , Sasa Kocic

An occupancy problem with an infinite number of bins and a random probability vector for the locations of the balls is considered. The respective sizes of bins are related to the split times of a Yule process. The asymptotic behavior of the…

概率论 · 数学 2009-08-22 Philippe Robert , Florian Simatos

A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…

概率论 · 数学 2021-05-07 R. Nasri , F. Simatos , A. Simonian

We study the statistical mechanics of a class of problems whose phase space is the set of permutations of an ensemble of quenched random positions. Specific examples analyzed are the finite temperature traveling salesman problem on several…

无序系统与神经网络 · 物理学 2009-11-11 David S. Dean , David Lancaster , Satya. N. Majumdar

The reader is reminded of several puzzles involving randomness. These may be ill-posed, and if well-posed there is sometimes a solution that uses probabilistic intuition in a special way. Various examples are presented including the well…

概率论 · 数学 2019-10-08 Geoffrey R. Grimmett , David R. Stirzaker
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