arXiv subjects

Jiesen Wang

Publications and source records attributed to Jiesen Wang.

16 recordsLinked to original sources

arXiv2026

Parameter inference for partially observed branching processes

In this paper, we study an age-dependent branching process. In the simplest setting, the population is divided into two age groups, namely juveniles and adults. Our objective is to estimate the model parameters using observations of the total population size only (i.e., juveniles plus adults). Focusing on the ergodic regime of the model, we introduce a method-of-moments estimator and establish its asymptotic normality. Several extensions are discussed, including models with more than two age groups.

math.ST↗

arXiv2026

Analysis of a maximum-entropy based estimator for dynamic random graph models

We study dynamic random graphs in which the set of nodes is fixed, but edges evolve over time according to an underlying stochastic mechanism. Using a maximum-entropy approach, we define a probability distribution on graph trajectories that is consistent with observed constraints, capturing the inherent uncertainty in partially observed networks. We introduce a moment-based estimator for the parameters of this distribution and establish its statistical properties, such as consistency and asymptotic normality, with explicit formulas for the covariance structure. Numerical experiments demonstrate the estimator's accuracy and robustness across various dynamic network scenarios. Our framework bridges probabilistic modeling and statistical inference in time-varying networks, providing practical tools for understanding and predicting complex edge dynamics.

math.ST↗

arXiv2026

Second Order Properties of Thinned Counts in Finite Birth--Death Processes

The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an independent Bernoulli experiment whose probability is a state-dependent function of the birth and death and also depends on whether it is a birth or death that has occurred. We establish a formula for the asymptotic variance rate of this process, also presented as the ratio of the asymptotic variance and the asymptotic mean. Several examples including queueing models illustrate the scope of applicability of the results. An analogous formula for the countably infinite state space is conjectured and tested.

math.PR↗

arXiv2025

Parameter estimation in interacting particle systems on dynamic random networks

In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of the two connected vertices, while the vertex dynamics does not depend on the edge process. Our goal is to estimate the underlying dynamics from partial information of the process, specifically from snapshots of the total number of edges present. We showcase the effectiveness of our inference method through various numerical results.

math.PR↗

arXiv2025

Estimation of on- and off-time distributions in a dynamic Erdős-Rényi random graph

In this paper we consider a dynamic Erdős-Rényi graph in which edges, according to an alternating renewal process, change from present to absent and vice versa. The objective is to estimate the on- and off-time distributions while only observing the aggregate number of edges. This inverse problem is dealt with, in a parametric context, by setting up an estimator based on the method of moments. We provide conditions under which the estimator is asymptotically normal, and we point out how the corresponding covariance matrix can be identified. It is also demonstrated how to adapt the estimation procedure if alternative subgraph counts are observed, such as the number of wedges or triangles.

math.ST↗

arXiv2025

Optimal and Self Selection of Service Type in a Queueing System where Long Service Postpones the Need for the Next Service

We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore their order decisions interact. Specifically, while being served, customers are aware of the queue length and choose one of two order quantities (or service types). The time to the next replenishment (their activity time) is stochastic and depends on the order quantities. A customer is inactive during service and while waiting in the queue. We refer to the type of service with a greater ratio of expected activity to service time as ``more efficient''. In the centralized case, the system is interested in maximizing the steady-state average number of active customers, which is referred to as the efficiency of the system. We show that choosing the more efficient service is not always optimal, but the optimal strategy can be approximated well by selecting one of three threshold strategies which depend on the number of inactive customers. In the decentralized case, each customer acts to maximize the fraction of time she is active. We observe that individuals and the manager have opposite incentives: When the queue is long, individuals tend to choose the long service, while the manager prefers the short service in this case. This makes the system difficult to regulate. However, we show that simply removing the less efficient service significantly increases efficiency.

math.OC↗

arXiv2025

Parameter estimation in a dynamic Chung-Lu random graph

In this paper we consider a dynamic version of the Chung-Lu random graph in which the edges alternate between being present and absent. The main contribution concerns a technique by which one can estimate the underlying dynamics from partial information, in particular from snapshots of the total number of edges present. The efficacy of our inference method is demonstrated through a series of numerical experiments.

math.PR↗

arXiv2025

Strategic Customer Behavior in an M/M/1 Feedback Queue with General Payoffs

We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the number of customers present. Their decisions balance the expected service reward against the costs associated with waiting, while accounting for the behavior of others. This model was first analyzed by Fackrell, Taylor and Wang (2021), who assumed that waiting costs were a linear function of the time in the system. They showed that increasing the reward for successful service or allowing reneging can paradoxically make all customers worse off. In this paper, we adopt a different setting in which waiting does not incur direct costs, but service rewards are subject to discounting over time. We show that under this assumption, paradoxical effects can still arise. Furthermore, we develop a numerical method to recover the sojourn time distribution under a threshold strategy and demonstrate how this can be used to derive equilibrium strategies under other payoff metrics.

math.PR↗

arXiv2025

Uncovering the topology of an infinite-server queueing network from population data

This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the network population vector at Poisson time points. We propose a method-of-moments estimator and establish its consistency. The method relies on deriving the covariance structure of different nodes at different sampling epochs. Numerical experiments demonstrate that the method yields accurate estimates, even in settings with a large number of parameters. Two model variants are considered: one that assumes a known parametric form for the service-time distributions, and a model-free version that does not require such assumptions.

math.PR↗

arXiv2025

Inference for dynamic Erdős-Rényi random graphs under regime switching

This paper examines a model involving two dynamic Erdős-Rényi random graphs that evolve in parallel, with edges in each graph alternating between being present and absent according to specified on- and off-time distributions. A key feature of our setup is regime switching: the graph that is observed at any given moment depends on the state of an underlying background process, which is modeled as an alternating renewal process. This modeling framework captures a common situation in various real-world applications, where the observed network is influenced by a (typically unobservable) background process. Such scenarios arise, for example, in economics, communication networks, and biological systems. In our setup we only have access to aggregate quantities such as the number of active edges or the counts of specific subgraphs (such as stars or complete graphs) in the observed graph; importantly, we do not observe the mode. The objective is to estimate the on- and off-time distributions of the edges in each of the two dynamic Erdős-Rényi random graphs, as well as the distribution of time spent in each of the two modes. By employing parametric models for the on- and off-times and the background process, we develop a method of moments approach to estimate the relevant parameters. Experimental evaluations are conducted to demonstrate the effectiveness of the proposed method in recovering these parameters.

math.PR↗

arXiv2025

Strategic timing of arrivals to a queueing system with scheduled customers

This paper examines a single-server queueing system that serves both scheduled and strategic walk-in customers. The service discipline follows a first-come, first-served policy, with scheduled customers granted non-preemptive priority. Each walk-in customer strategically chooses their arrival time to minimise their expected waiting time, taking into account the reservation schedule and the decisions of other walk-in customers. We derive the Nash equilibrium arrival distribution for walk-in customers. We also study the case where early arrivals are allowed and analyse its impact on equilibrium arrival patterns. By analysing various appointment schedules, we assess their effects on equilibrium arrival behaviour, waiting times, and server idle time. Finally, we compare different scheduling policies and evaluate their impact on overall system performance.

math.PR↗

arXiv2024

Estimating Potential Demand and Customers' Perception of Service Value in a Two-station Service System

The potential demand in the market and customers' perception of service value are crucial factors in pricing strategies, resource allocation, and other operational decisions. However, this information is typically private and not readily accessible. In this paper, we analyze a service system operating across two stations, each with its own customer flow. Customers arriving at the system are informed of the waiting times at both stations and can choose to either join the local station, switch to the other station, or balk. Our objective is to estimate the arrival rates at each station and customers' perceived service value based on the observed workloads at both stations. A significant challenge arises from the inability to observe balking customers and the lack of distinction between local arrivals and customers switching from the other station, as the switching cost is unknown. To address this issue, we employ maximum likelihood estimation and validate the effectiveness of the estimator through a series of simulations.

eess.SY↗

arXiv2022

Estimating customer delay and tardiness sensitivity from periodic queue length observations

A single server commences its service at time zero every day. A random number of customers decide when to arrive to the system so as to minimize the waiting time and tardiness costs. The costs are proportional to the waiting time and the tardiness with rates $α$ and $β$, respectively. Each customer's optimal arrival time depends on the others' decisions, thus the resulting strategy is a Nash equilibrium. This work considers the estimation of the ratio $\displaystyleθ\equiv β/(α+β)$ from queue length data observed daily at discrete time points, given that customers use a Nash equilibrium arrival strategy. A method of moments estimator is constructed from the equilibrium conditions. Remarkably, the method does not require estimation of the Nash equilibrium arrival strategy itself, or even an accurate estimate of its support. The estimator is strongly consistent and the estimation error is asymptotically normal. Moreover, the asymptotic variance of the estimation error as a function of the queue length covariance matrix (at sampling times) is derived. The estimator performance is demonstrated through simulations, and is shown to be robust to the number of sampling instants each day.

math.PR↗

arXiv2022

Strategic Customer Behavior in an $M/M/1$ Feedback Queue

We investigate the behavior of equilibria in an $M/M/1$ feedback queue where price and time sensitive customers are homogeneous with respect to service valuation and cost per unit time of waiting. Upon arrival, customers can observe the number of customers in the system and then decide to join or to balk. Customers are served in order of arrival. After being served, each customer either successfully completes the service and departs the system with probability $q$, or the service fails and the customer immediately joins the end of the queue to wait to be served again until she successfully completes it. We analyse this decision problem as a noncooperative game among the customers. We show that there exists a unique symmetric Nash equilibrium threshold strategy. We then prove that the symmetric Nash equilibrium threshold strategy is evolutionarily stable. Moreover, if we relax the strategy restrictions by allowing customers to renege, in the new Nash equilibrium, customers have a greater incentive to join. However, this does not necessarily increase the equilibrium expected payoff, and for some parameter values, it decreases it.

math.OC↗

arXiv2021

The Value of Information and Efficient Switching in Channel Selection

We consider a collection of statistically identical two-state continuous time Markov chains (channels). A controller continuously selects a channel with the view of maximizing infinite horizon average reward. A switching cost is paid upon channel changes. We consider two cases: full observation (all channels observed simultaneously) and partial observation (only the current channel observed). We analyze the difference in performance between these cases for various policies. For the partial observation case with two channels, or an infinite number of channels, we explicitly characterize an optimal threshold for two sensible policies which we name "call-gapping" and "cool-off". Our results present a qualitative view on the interaction of the number of channels, the available information, and the switching costs.

cs.IT↗

arXiv2021

The Value of Communication and Cooperation in a Two-Server Service System

In 2015, Guglielmi and Badia discussed optimal strategies in a particular type of service system with two strategic servers. In their setup, each server can either be active or inactive and an active server can be requested to transmit a sequence of packets. The servers have varying probabilities of successfully transmitting when they are active, and both servers receive a unit reward if the sequence of packets is transmitted successfully. Guglielmi and Badia provided an analysis of optimal strategies in four scenarios: where each server does not know the other's successful transmission probability; one of the two servers is always inactive; each server knows the other's successful transmission probability; and they are willing to cooperate. Unfortunately the analysis in Guglielmi and Badia contained errors. In this paper we correct these errors. We discuss three cases where both servers (I) communicate and cooperate; (II) neither communicate nor cooperate; (III) communicate but do not cooperate. In particular, we obtain the unique Nash equilibrium strategy in Case II through a Bayesian game formulation, and demonstrate that there is a region in the parameter space where there are multiple Nash equilibria in Case III. We also quantify the value of communication or cooperation by comparing the social welfare in the three cases, and propose possible regulations to make the Nash equilibrium strategy the socially optimal strategy for both Cases II and III.

cs.GT↗