This paper presents the analysis of a finite buffer renewal input queue wherein the customers can decide either to join the queue with a probability or to balk. The service process is Markovian service process (MSP ) governed by an underlyingm-state Markov chain. Employing the supplementary variable and embedded Markov chain techniques, the steadystate system length distributions at pre-arrival...

The growing use of clusters in diverse applications, many of which have real-time constraints, requires Qualityof-Service (QoS) support from the underlying cluster interconnect. In this paper, we propose an analytical model that captures the characteristics of a QoS capable wormhole router, which is the basic building block of cluster networks. The model captures the behavior of integrated traf...

— A finite-state, discrete-time Markovian décision process, in which, each action in each state is a feasible solution to a state dependent assignment problème is considered, The objective is to maximize the additive rewards realized by the assignments over an infinité time horizon. In the undiscounted case, the average gain per transition and in the discounted case, the discounted total gain r...

We propose using discrete dynamical systems to model non-Markovian processes. This implies a whole hierarchy of dynamical systems with dimensionality increasing proportional to the memory. Specific long-range memory effects are investigated for a quadratic, a cubic and a quartic map. Markovian processes transform the quadratic map into a normal form of the logistic equation; the H6non map corre...

The cell loss probability and the mean cell delay are major performance metrics in analyzing a statistical multiplexer loaded with a superposition of independent and heterogeneous bursty sources. In this paper, we model each arrival process by a two-state discrete-time Markovian arrival process (D-MAP). We discuss that this traffic modeling is more realistic than the other ones in ATM networks....

We present a novel stochastic process algebra that allows the expression of models representing systems comprised of populations of agents distributed over space, where the relative positions of agents influence their interaction. This language, PALOMA, is given both discrete and continuous semantics and it captures multi-class, multi-message Markovian agent models (MMAM). Here we present the d...

We consider the problem of stochastic averaging of a quantum two-state dynamics driven by non-Markovian, discrete noises of the continuous time random walk type (multistate renewal processes). The emphasis is put on the proper averaging over the stationary noise realizations corresponding, e.g., to a stationary environment. A two-state non-Markovian process with an arbitrary non-exponential dis...

This paper investigates the stochastic finite-time stabilization and H∞ control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of di...

This paper describes a new modeling tool for the analysis of non-Markovian stochastic Petri nets (SPN). This tool, called Web-SPN, provides a discrete time approximation of the stochastic behavior of the marking process which results in the possibility to analyze a wider class of PN models with prd, prs and pri concurrently enabled generally distributed transitions. An example is used to show t...