相关论文: Quasi-product forms for Levy-driven fluid networks

We consider a linear transport equation on the edges of a network with time-varying coefficients. Using methods for non-autonomous abstract Cauchy problems, we obtain well-posedness of the problem and describe the asymptotic profile of the…

We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes…

In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…

The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes $\{X_t, Y_t, \varphi_t\}_{t \geq 0}$, where the first fluid $X_t$ is driven by the Markov chain $\varphi_t$, and the second fluid $Y_t$ is driven…

The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…

We study deterministic continuous-time lossy dynamical flow networks with constant exogenous demands, fixed routing, and finite flow and buffer capacities. In the considered model, when the total net flow in a cell ---consisting of the…

We investigate the application of artificial neural networks to stabilize proper orthogonal decomposition based reduced order models for quasi-stationary geophysical turbulent flows. An extreme learning machine concept is introduced for…

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

Preparation of pure states on networks of quantum systems by controlled dissipative dynamics offers important advantages with respect to circuit-based schemes. Unlike in continuous-time scenarios, when discrete-time dynamics are considered,…

We prove that under a multi-scale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-form limit. Each component in the product form follows an…

We propose an analytical technique to study large fluctuations and switching from internal noise in complex networks. Using order-disorder kinetics as a generic example, we construct and analyze the most probable, or optimal path of…

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Spatial spread of minority carriers produced by optical excitation in semiconductors is usually well described by a diffusion equation. The classical diffusion process can be viewed as a result of a random walk of particles in which every…

We consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on \Lambda\cup\{0\} with \Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure \nu on \Lambda that satisfies:…