相关论文: Quasi-product forms for Levy-driven fluid networks
In this paper we characterize the distribution of the first exit time from an arbitrary open set for a class of semi-Markov processes obtained as time-changed Markov processes. We estimate the asymptotic behaviour of the survival function…
We consider so-called Leray regularization of the convective contributions. This gives rise to a subgrid parameterization which involves both explicit filtering and (approximate) inversion. The Leray model also arises from the…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…
Inspired by experiments on dynamic extensile gels of biofilaments and motors, we propose a model of a network of linear springs with a kinetics consisting of growth at a prescribed rate, death after a lifetime drawn from a distribution, and…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
We study growing open Jackson networks where each station is a single-server queue that follows the first-come first-served discipline with Poisson arrivals and exponentially distributed service times, characterized by node-specific rates.…
The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW),…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…
The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential L\'evy processes…
In order to develop a toy model for car's traffic in cities, in this paper we analyze, by means of numerical simulations, the transition among fluid regimes and a congested jammed phase of the flow of "kinetically constrained" hard spheres…
The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a…
We investigate a model of transportation networks with nonlinear elements which may represent local shortage of resources. Frustrations arise from competition for resources. When the initial resources are uniform, different regimes with…
This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
In this article we investigate the semiflow properties of a class of state-dependent delay differential equations which is motivated by some models describing the dynamics of the number of adult trees in forests. We investigate the…