惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Recent Announcements
Recent Announcements
J
Java Code Geeks
U
Unit 42
GbyAI
GbyAI
大猫的无限游戏
大猫的无限游戏
L
LangChain Blog
D
Docker
F
Fortinet All Blogs
N
Netflix TechBlog - Medium
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
罗磊的独立博客
I
InfoQ
The Cloudflare Blog
小众软件
小众软件
V
Visual Studio Blog
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Engineering at Meta
Engineering at Meta
S
SegmentFault 最新的问题
爱范儿
爱范儿
Hugging Face - Blog
Hugging Face - Blog
P
Proofpoint News Feed
V
V2EX
月光博客
月光博客
Martin Fowler
Martin Fowler

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
An Efficient Method to Compute the Stationary Probabiliti...
Muhammad El-Taha, Thomas Michaud · 2022-12-19 · via math.PR updates on arXiv.org

Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each other. In this article we give a simple efficient algorithm to derive an exact solution for the steady state system size probabilities. The starting point is computing the one-step transition probabilities of the imbedded Markov chain observed at the system arrival epochs of the the corresponding $G/M/c$ model. The one-step transition probabilities are computed exactly by converting a numerical integration problem into a finite sum. Another key contribution is generating the transition probabilities of the batch-arrival model by using a simple and intuitive method to extend the results of the standard $GI/M/c$ model to batch arrivals with and without a finite buffer, and in the case of finite buffer with partial and full batch rejection. Moreover, we develop an efficient stable algorithm that can accurately solve problems with a larger number of servers than previously known. We give numerical examples to demonstrate the performance of our method.}