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In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

Optimization and Control · Mathematics 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

Parallel and distributed computing systems are foundational to the success of cloud computing and big data analytics. These systems process computational workflows in a way that can be mathematically modeled by a fork-and-join queueing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-15 Yun Zeng , Jian Tan , Cathy H. Xia

Distributed storage systems often employ erasure codes to achieve high data reliability while attaining space efficiency. Such storage systems are known to be susceptible to long tails in response time. It has been shown that in modern…

Information Theory · Computer Science 2017-08-04 Vaneet Aggarwal , Tian Lan

In this paper, we study the tail behavior of $\max_{i\leq N}\sup_{s>0}\left(W_i(s)+W_A(s)-\beta s\right)$ as $N\to\infty$, with $(W_i,i\leq N)$ i.i.d. Brownian motions and $W_A$ an independent Brownian motion. This random variable can be…

Probability · Mathematics 2022-08-10 Dennis Schol , Maria Vlasiou , Bert Zwart

Our interest lies in load balancing jobs in large scale systems consisting of multiple dispatchers and FCFS servers. In the absence of any information on job sizes, dispatchers typically use queue length information reported by the servers…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-16 Tim Hellemans , Benny Van Houdt

Heavy-tail phenomena in stochastic gradient descent (SGD) have been reported in several empirical studies. Experimental evidence in previous works suggests a strong interplay between the heaviness of the tails and generalization behavior of…

Machine Learning · Statistics 2023-01-31 Anant Raj , Lingjiong Zhu , Mert Gürbüzbalaban , Umut Şimşekli

A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…

Probability · Mathematics 2021-02-16 V. F. Araman , H. Chen , P. W. Glynn , L. Xia

For a $\Delta$-regular connected graph ${\sf H}$ the problem of determining the upper tail large deviation for the number of copies of ${\sf H}$ in $\mathbb{G}(n,p)$, an Erd\H{o}s-R\'{e}nyi graph on $n$ vertices with edge probability $p$,…

Probability · Mathematics 2020-04-08 Anirban Basak , Riddhipratim Basu

The size of the giant component in the configuration model, measured by the asymptotic fraction of vertices in the component, is given by a well-known expression involving the generating function of the degree distribution. In this note, we…

Probability · Mathematics 2018-07-04 Maria Deijfen , Sebastian Rosengren , Pieter Trapman

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

For stationary interface growth, governed by the Kardar-Parisi-Zhang (KPZ) equation in 1 + 1 dimensions, typical fluctuations of the interface height at long times are described by the Baik-Rains distribution. Recently Chhita et al. [1]…

Statistical Mechanics · Physics 2017-11-22 Baruch Meerson , Johannes Schmidt

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N\to\infty$. This fluid limit depends on the initial number…

Probability · Mathematics 2021-08-24 Dennis Schol , Maria Vlasiou , Bert Zwart

For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…

Probability · Mathematics 2020-07-28 Dmitry Korshunov

The upper tail problem in a random graph asks to estimate the probability that the number of copies of some fixed subgraph in an Erd\H{o}s--R\'enyi random graph exceeds its expectation by some constant factor. There has been much exciting…

Combinatorics · Mathematics 2020-10-27 Yang P. Liu , Yufei Zhao

In many systems, servers do not turn on instantly; instead, a setup time must pass before a server can begin work. These "setup times" can wreak havoc on a system's queueing; this is especially true in modern systems, where servers are…

Performance · Computer Science 2025-12-19 Jalani Williams , Weina Wang , Mor Harchol-Balter

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

We give upper and lower asymptotic bounds for the left tail and for the right tail of the continuous limiting QuickSort density f that are nearly matching in each tail. The bounds strengthen results from a paper of Svante Janson (2015)…

Probability · Mathematics 2018-08-03 James Allen Fill , Wei-Chun Hung

The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm. While many works provide high-probability guarantees, quantifying…

Machine Learning · Computer Science 2026-02-06 Aleksandar Armacki , Dragana Bajović , Dušan Jakovetić , Soummya Kar , Ali H. Sayed

This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…

Probability · Mathematics 2014-12-30 Hiroyuki Masuyama , Tetsuya Takine