Related papers: Continuity of a queueing integral representation i…
We generalize various notions of stability of invariant sets of dynamical systems to invariant measures, by defining a topology on the set of measures. The defined topology is similar, but not topologically equivalent to weak* topology, and…
Motivated by an application to resource sharing network modelling, we consider a problem of greedy maximization (i.e., maximization of the consecutive minima) of a vector in $R^n$, with the admissible set indexed by the time parameter. The…
Let $Y\to X$ be a finite normal cover of a wedge of $n\geq 3$ circles. We prove that for any $v\neq 0\in H_1(Y;\mathbb{Q})$ there exists a lift $\widetilde{F}$ to $Y$ of a homotopy equivalence $F:X\to X$ so that the set of iterates…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
We address the problem of estimating topological features from data in high dimensional Euclidean spaces under the manifold assumption. Our approach is based on the computation of persistent homology of the space of data points endowed with…
In this paper, we study the problem of traffic management in highways facing stochastic perturbations. To model the macroscopic traffic flow under perturbations, we use cell-transmission model with Markovian capacities. The decision…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
In this paper we solve a particular stochastic recursion in the stationary ergodic framework, and propose some applications of this result to the study of regenerativity (that is, finiteness of busy cycles) and stationarity of some queueing…
Echoing recent calls to counter reliability and robustness concerns in machine learning via multiverse analysis, we present PRESTO, a principled framework for mapping the multiverse of machine-learning models that rely on latent…
We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…
For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…
We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the study of the Poisson Hypothesis. Its implications include the…
Let $M$ be a compact Riemannian manifold. The set $\text{F}^{r}(M)$ consisting of sequences $(f_{i})_{i\in\mathbb{Z}}$ of $C^{r}$-diffeomorphisms on $M$ can be endowed with the compact topology or with the strong topology. A notion of…
A broad class of parallel server systems is considered, for which we prove the steady-state asymptotic independence of server workloads, as the number of servers goes to infinity, while the system load remains sub-critical. Arriving jobs…
Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions…
Persistent homology is a popular tool in Topological Data Analysis. It provides numerical characteristics of data sets which reflect global geometric properties. In order to be useful in practice, for example for feature generation in…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
Topological data analysis is becoming increasingly relevant to support the analysis of unstructured data sets. A common assumption in data analysis is that the data set is a sample---not necessarily a uniform one---of some high-dimensional…
Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…
In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…