Stochastic chemical reaction networks (CRNs) are complex systems that combine the features of concurrent transformation of multiple variables in each elementary reaction event and nonlinear relations between states and their rates of change. Most general results concerning CRNs are limited to restricted cases where a topological characteristic known as deficiency takes a value 0 or 1, implying ...

Our goal is to characterize the mobility and access patterns in a IEEE802.11 infrastructure. This can be beneficial in many domains, including coverage planning, resource reservation, supporting location-dependent applications and applications with real-time constraints, and produce models for simulations. We conducted an extensive measurement study of wireless users and their association patte...

Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe a basic coupling technique, applicable to all kinds of processes, which allows trading memory use for a limited speedup. Next, I describe a specialized varia...

In this paper, a class C1 of risk measures, which generalizes the class of risk measures for the right-tail deviation suggested by Wang (1998), is characterized in terms of dispersive order. If dispersive order does not hold, unanimous comparisons are still possible by restricting our attention to a subclass C2 ⊂ C1 and then the criterion is the excess wealth order. Sufficient conditions for st...

Freight transportation is characterized by highly dynamic information processes: customers call in orders over time to move freight; the movement of freight over long distances is subject to random delays; equipment failures require last minute changes; and decisions are not always executed in the field according to plan. The highdimensionality of the decisions involved has made transportation ...

Pedersen and Sherman have recently developed a multi-pool model of insulin vesicle secretion from pancreatic beta-cells [12]. In the PedersenSherman model, pool sizes are reported as concentrations; however, concentrations of the different pools vary by as much as seven orders of magnitude. Very low concentrations indicate there could be discrete numbers of vesicles in some of the pools, leadin...

We study the one-sided limit order book corresponding to limit sell orders and model it as a measure-valued process. Limit orders arrive to the book according to a Poisson process and are placed on the book according to a distribution which varies depending on the current best price. Market orders to buy periodically arrive to the book according to a second, independent Poisson process and remo...

In this paper we consider a stochastic multi item inventory problem. A retailer sells multiple products with stochastic demand and is replenished periodically from a supplier with ample stock. At each order instant it is decided which product to order and how much to order. For the delivery of the products trucks with a finite capacity are available. The dispatched trucks arrive at the retailer...

In recent years manufacturers have taken initiatives to integrate information within their supply chains in order to provide quick response to customer needs. In this paper, we study the in uence of sharing supplier capacity information (available-to-promise capacity) on the performance of a supply chain. We consider a manufacturer who orders raw materials from two alternative suppliers di erin...