Multiple-class multiple-resource (MCMR) systems, where each class of customers requires a particular set of resources, are common. These systems are often analyzed under steady-state conditions. We describe a simple numerical-analytical method, referred to as Z-iteration, to estimate instantaneous (and steady-state) probability measures of time-dependent systems. The key idea is to approximate ...

We study the steady-state low-temperature dynamics of an elastic line in a disordered medium below the depinning threshold. Analogously to the equilibrium dynamics, in the limit T-->0, the steady state is dominated by a single configuration which is occupied with probability 1. We develop an exact algorithm to target this dominant configuration and to analyze its geometrical properties as a fun...

We establish the validity of the heavy traffic steady-state approximation for a single server queue, operating under the FIFO service discipline, in which each customer abandons the system if his waiting time exceeds his generally-distributed patience time. This follows from early results of Kingman when the loading factor approaches one from below, but has not been shown in more generality. We...

Multiple-class multiple-resource (MCMR) systems, where each class of customers requires a particular set of resources, are common. These systems are often analyzed under steady-state conditions. We describe a simple numerical-analytical method, referred to as Z-iteration, to estimate instantaneous (and steady-state) probability measures of time-dependent systems. The key idea is to approximate ...

We develop an automated wavelet-based spectral method for constructing an approximate confidence interval on the steady-state mean of a simulation output process. This procedure, called WASSP, determines a batch size and a warmup period beyond which the computed batch means form an approximately stationary Gaussian process. Based on the log-smoothed-periodogram of the batch means, WASSP uses wa...

Steady-state fusion devices, such as Wendelstein 7-X, require new approaches for data analysis. These efforts are motivated by both the physics and the technical requirements of steady-state operation. Diagnostic data and physics information, such as modeling results, are linked to arrive at an integrated data analysis. For this purpose, methods of Bayesian probability theory are employed. The ...

We show that the steady-state entropy production rate of a stochastic process is inversely proportional to the minimal time needed to decide on the direction of the arrow of time. Here we apply Wald's sequential probability ratio test to optimally decide on the direction of time's arrow in stationary Markov processes. Furthermore, the steady-state entropy production rate can be estimated using ...

Internet traffic flows have often been characterized as having power-tailed (long-tailed, fat-tailed, heavy-tailed) packet interarrival times or service requirements. In this work, we focus on the development of complete and computationally efficient steady-state solutions of queues with power-tailed interarrival times when the service times are assumed exponential. The classical method for obt...

In this paper ,we discuss the Geom/G/1 queue with Bernoulli feedback and server setup/closedown times.We derive the probability generating function (PGF) of the steady-state queue length immediately after a service completion by the embedded Markov chain and the PGF of the queue length immediately after an arbitrary slot boundary .We also get the PGF of the stationary waiting times under first ...

Steady –state fusion devices, such as Wendelstein 7-X require new approaches for data analysis. These efforts are motivated both by physics and technical requirements of steady-state operation. The linkage of diagnostic data and physics information, such as modeling results, is aimed in order to arrive at an Integrated Data Analysis. For this purpose methods of Bayesian probability theory are e...