This paper presents a process algebra for specifying soft real-time constraints in a compositional way. For these soft constraints we take a stochastic point of view and allow arb...
Pedro R. D'Argenio, Joost-Pieter Katoen, Ed Brinks...
Abstract— In this paper, we present a novel fair queue management algorithm called Stochastic RED (StoRED), inspired by the well known stochastic fair queuing and based on the ra...
Markovian process algebras, such as PEPA and stochastic -calculus, bring a powerful compositional approach to the performance modelling of complex systems. However, the models gen...
Hawkes processes are used for modeling tick-by-tick variations of a single or of a pair of asset prices. For each asset, two counting processes (with stochastic intensities) are a...
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, J...
In concurrent real-time processes, the speed of individual components has a double impact: on the one hand, the overall latency of a compound process is affected by the latency of...