This paper analyzes a communication network, used by customers with heterogeneous service requirements. We investigate priority queueing as a way to establish service differentiation. It is assumed that there is an infinite population of customers, who join the network as long as their utility...

Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD), i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed with LRD properties, a next question is: what is their impact on network performance? To assess this...

In this paper, we study the weak convergence of a sequence of Markov-modulated diffusion processes when the modulating Markov chain is ergodic and rapidly switching. We prove, in particular, its tightness property based on Aldous’ tightness criterion.

A quasi-identifier is a set of attributes that can be used to re-identify entries in anonymized data sets. A group of individuals is considered about whom quasi-identifying numerical information is disclosed such as date of birth, age, weight, and height. The fraction of individuals is...

In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory. We show how to identify this matrix using the theory of...

In this paper we consider the two-sided reflection of a Markov modulated Brownian motion by analyzing the spectral properties of the matrix polynomial associated with the generator of the free process. We show how to compute for the general case the Laplace transform of the stationary...

We analyze the number of zeros of det(F([alpha])), where F([alpha]) is the matrix exponent of a Markov Additive Process (MAP) with one-sided jumps. The focus is on the number of zeros in the right half of the complex plane, where F([alpha]) is analytic. In addition, we also consider the case of...

Consider events of the form {Zs=[zeta](s),s[set membership, variant]S}, where Z is a continuous Gaussian process with stationary increments, [zeta] is a function that belongs to the reproducing kernel Hilbert space R of process Z, and is compact. The main problem considered in this paper is...

type="main" <p>This paper studies one-dimensional Ornstein–Uhlenbeck (OU) processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d  0). In the literature, they are referred to as reflected OU (ROU) and...</p>

This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression greatly simplifies if the driving Lévy...