相关论文: Markov-modulated on/off processes for long-range d…

To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process…

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…

Macroscopic link-based flow models are efficient for simulating flow propagation in urban road networks. Existing link-based flow models described traffic states of a link with two state variables of link inflow and outflow and assumed…

In this paper, we investigate the arising communication patterns on social media, and in particular the series of events happening for a single user. While the distribution of inter-event times is often assimilated to power-law density…

We consider the queuing networks, which are made from servers, exchanging their positions. The customers, using the network, try to reach their destinations, which is complicated by the movements of the servers, taking their customers with…

Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…

Interacting networks are different in nature to single networks. The study of queuing processes on interacting networks is underdeveloped. It presents new mathematical challenges and is of importance to applications. This area of operations…

To ensure the effective and objective development of transportation networks, it is crucial to identify performance limitations across various subsystems. A timetable-independent assessment of infrastructure capacity at railway junctions is…

Internet traffic on a network link can be modeled as a stochastic process. After detecting and quantifying the properties of this process, using statistical tools, a series of mathematical models is developed, culminating in one that is…

Internet platforms' traffic defines important characteristics of platforms, such as pricing of services, advertisements, speed of operations. One can estimate the traffic with the traditional time series models like ARIMA, Holt-Winters,…

Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…

Fundamental to many transportation network studies, traffic flow models can be used to describe traffic dynamics determined by drivers' car-following, lane-changing, merging, and diverging behaviors. In this study, we develop a…

This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…

In parallel-server systems with a single stream of arrivals (a.k.a. load balancing), Join-the-Shortest-Queue (JSQ) is a popular routing algorithm. There is extensive literature studying this system in various asymptotic regimes, but all…

This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix $Q\equiv(q_{ij})_{i,j=1}^d$. Both arrival rates and service rates are depending on…

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

We examine the impact of torpid mixing and meta-stability issues on the delay performance in wireless random-access networks. Focusing on regular meshes as prototypical scenarios, we show that the mean delays in an $L\times L$ toric grid…