相关论文: Bridges and networks: Exact asymptotics

Two networks of queues models, presented initially by Jackson, in the open case, and Gordon and Newell, in the closed case, stochastic processes are presented and studied in some of their details and problems. The service times are…

This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves…

We study agency under partial observability in deterministic physical or simulated worlds, where apparent randomness arises from uncertainty over initial conditions, fixed law bits, and unrolled exogenous noise. We model sensing and…

We study the statistical properties of the stationary firing-rate states of a neural network model with quenched disorder. The model has arbitrary size, discrete-time evolution equations and binary firing rates, while the topology and the…

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…

Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic…

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 this paper, a simple transient Markov process with an absorbing point is used to investigate the qualitative behavior of a large scale storage network of non reliable file servers where files can be duplicated. When the size of the…

We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…

A graph-theoretic analysis of the steady-state behavior of an open Jackson queueing network is developed. In particular, a number of queueing-network performance metrics are shown to exhibit a spatial dependence on local drivers (e.g.…

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Many mathematical models of interacting agents assume that individual interactions scale down in proportion to the network size, ensuring that the combined input received from the network does not diverge. In theoretical neuroscience,…

Let $G$ be a directed graph on finitely many vertices and edges, and assign a positive weight to each edge on $G$. Fix vertices $u$ and $v$ and consider the set of paths that start at $u$ and end at $v$, self-intersecting in any number of…

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

We consider networks where each node represents a server with a queue. An active node deactivates at unit rate. An inactive node activates at a rate that depends on its queue length, provided none of its neighbors is active. For complete…

We present an analytical framework that allows the quantitative study of statistical dynamic properties of networks with adaptive nodes that have memory and is used to examine the emergence of oscillations in networks with response…

This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distributed (iid), we assume that they follow a regime switching…

Part I of this work examined the mean-square stability and convergence of the learning process of distributed strategies over graphs. The results identified conditions on the network topology, utilities, and data in order to ensure…

This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…