Related papers: Stochastic Service Systems, Random Interval Graphs…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
The prolonged service time at non-dedicated servers has been observed in [1]. Motivated by such real problems, we propose a stylized model which characterizes the feature of the prolonged service time at non-dedicated servers in an…
This paper provides a selective review of the statistical network analysis literature focused on clustering and inference problems for stochastic blockmodels and their variants. We survey asymptotic normality results for stochastic…
The non-stationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large scale multi-server service systems that may experience customer abandonments, such as call centers, hospitals, and…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…
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…
We consider a stochastic process model with time trend and measurement error. We establish consistency and derive the limiting distributions of the maximum likelihood (ML) estimators of the covariance function parameters under a general…
We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…
Rank-deficient stationary stochastic vector processes are present in many problems in network theory and dynamic factor analysis. In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector…
Stochastic Thermodynamics uses Markovian jump processes to model random transitions between observable mesoscopic states. Physical currents are obtained from anti-symmetric jump observables defined on the edges of the graph representing the…
In this paper, we prove the exponential convergence of the non-stationary moment of a random variable that defines the virtual waiting time in the mass service system M\G\1\ $\infty $, where the distribution of the service time satisfies…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
In this paper, we propose a general mathematical framework to represent many multi-agent signalling systems in recent works. Our goal is to apply previous results in monotonicity to this class of systems and study their asymptotic behavior.…
Network data appear in a number of applications, such as online social networks and biological networks, and there is growing interest in both developing models for networks as well as studying the properties of such data. Since individual…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…