Related papers: Heavy tails in multi-server queues
This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times…
We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…
There are two contributions to the literature in this note. Firstly, we point out that under some weak conditions the result in Swensen (1986) on the remaining loads in a GI/M/$c$ queue with impatient customers, derived under the assumption…
A bivariate random vector can exhibit either asymptotic independence or dependence between the largest values of its components. When used as a statistical model for risk assessment in fields such as finance, insurance or meteorology, it is…
This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves…
We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have different long-term dependency, i.e., the indicator sequence can…
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…
We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes $X$, in both continuous- and discrete-time framework. All results obtained here are new for the discrete-time case. In the…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…
Exact analytic calculations in spin-1/2 XY chains, show the presence of long-time tails in the asymptotic dynamics of spatially inhomogeneous excitations. The decay of inhomogeneities, for $t\to \infty $, is given in the form of a power law…
The distributions of "time of flight" (time spent by a single fluid particle between two crossings of the Poincar\'e section) are investigated for five different 3D stationary chaotic mixers. Above all, we study the large tails of those…
In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V, E)-queue. Exact asymptotic rates of the loss probability…
Many processes must complete in the presence of failures. Different systems respond to task failure in different ways. The system may resume a failed task from the failure point (or a saved checkpoint shortly before the failure point), it…
The late-time tail behavior of massive scalar fields is studied analytically in a stationary axisymmetric EMDA black hole geometry. It is shown that the asymptotic behavior of massive perturbations is dominated by the oscillatory inverse…
We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique…
We simulate queues of activity in a directed sandpile automaton in 1+1 dimensions by adding grains at the top row with driving rate $0 < r \leq 1$. The duration of elementary avalanches is exactly described by the distribution $P_1(t) \sim…