1995
DOI: 10.1007/978-1-4757-2426-4
|View full text |Cite
|
Sign up to set email alerts
|

Probability, Stochastic Processes, and Queueing Theory

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

0
149
0
3

Year Published

2004
2004
2018
2018

Publication Types

Select...
5
3
1

Relationship

0
9

Authors

Journals

citations
Cited by 344 publications
(152 citation statements)
references
References 21 publications
0
149
0
3
Order By: Relevance
“…We show that an accurate analytical estimate S* for the slow-down S observed in empirical temporal networks can be calculated based on the eigenvalue spectrum of higher-order, time-aggregated representations of temporal networks. Our approach uses a state space expansion to obtain a higher-order Markovian representation of non-Markovian temporal networks 40 . This means that a non-Markovian sequence of interactions in which the next interaction only depends on the previous one (that is, one-step memory) can be modelled by a Markovian stochastic process that generates a sequence of two-paths.…”
Section: Resultsmentioning
confidence: 99%
“…We show that an accurate analytical estimate S* for the slow-down S observed in empirical temporal networks can be calculated based on the eigenvalue spectrum of higher-order, time-aggregated representations of temporal networks. Our approach uses a state space expansion to obtain a higher-order Markovian representation of non-Markovian temporal networks 40 . This means that a non-Markovian sequence of interactions in which the next interaction only depends on the previous one (that is, one-step memory) can be modelled by a Markovian stochastic process that generates a sequence of two-paths.…”
Section: Resultsmentioning
confidence: 99%
“…Loss probability and its minimization [15] [16] [17] [18] As there is a waiting room with just one place is available in the system, the probability that the two servers are busy and the waiting room has a customer is E. A. Kamel equivalent to the probability of loss of customers in the system. That is, Formula (48) is equal to the loss probability.…”
Section: E a Kamelmentioning
confidence: 99%
“…The probabilistic prediction involves computing the convolution of the score distributions of different index lists. To this end, we explore a variety of techniques including histograms, efficiently evaluable Poisson estimations, and convolutions based on moment-generating functions with generalized ChernoffHoeffding bounds [32,35] for the resulting tail probabilities. As the overhead of these techniques is crucial, the details of our bookkeeping and candidate testing strategies are all but straightforward; we explore a range of strategies based on different setups of priority queues.…”
Section: Contributionmentioning
confidence: 99%
“…With uniform distributions f i (x) plugged in, this yields a function from which we cannot easily infer the density of the convolution. Instead, we apply ChernoffHoeffding bounds to the tail probability of the convolution [32,35]:…”
Section: Guarantees With Uniform Distributionsmentioning
confidence: 99%