Related papers: Exact results for the Barabasi queuing model
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A general class of mass transport models with Q species of conserved mass is considered. The models are defined on a lattice with parallel discrete time update rules. For one-dimensional, totally asymmetric dynamics we derive necessary and…
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A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…
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We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last passage model has its own randomly…
In this paper we consider the semi-parametric estimation of extreme quantiles of a right heavy-tail model. We propose a new Log Probability Weighted Moment estimator for extreme quantiles, which is obtained from the estimators of the shape…
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We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…
We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of…
Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…
Central moments and cumulants are often employed to characterize the distribution of data. The skewness and kurtosis are particularly useful for the detection of outliers, the assessment of departures from normally distributed data,…
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Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…
The percolation threshold of the network model by Barabasi and Albert (BA-model) [Science 286, 509 (1999)] has thus far only been 'guessed' based on simulations and comparison with other models. Due to the still uncertain influence of…
Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…
This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…
The normal distribution and its perturbation has left an immense mark on the statistical literature. Hence, several generalized forms were developed to model different skewness, kurtosis, and body shapes. However, it is not easy to…