Related papers: Two-node queueing network with a heavy-tailed rand…
We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…
In this paper, by the singular-perturbation technique, we investigate the heavy-traffic behavior of a priority polling system consisting of three M/M/1 queues with threshold policy. It turns out that the scaled queue-length of the…
We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…
The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From this, it has been discovered that across a diverse range of…
A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…
In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…
Owing to their remarkable learning (and relearning) capabilities, deep neural networks (DNNs) find use in numerous real-world applications. However, the learning of these data-driven machine learning models is generally as good as the data…
We determine the asymptotic behavior of the tails of the steady state velocity distribution of a homogeneously driven granular gas comprising of particles having a scalar velocity. A pair of particles undergo binary inelastic collisions at…
Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…
We consider the steady states of a driven inelastic Maxwell gas consisting of two types of particles with scalar velocities. Motivated by experiments on bilayers where only one layer is driven, we focus on the case when only one of the two…
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…
We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.
Quantum transitions are described semiclassically as motions of systems along (complex) trajectories. We consider the cases when the semiclassical trajectories are unstable and find that durations of the corresponding transitions are large.…
We study anomalous transport arising in disordered one-dimensional spin chains, specifically focusing on the subdiffusive transport typically found in a phase preceding the many-body localization transition. Different types of transport can…
We consider the FCFS G/G/n queue in the Halfin-Whitt regime, in the presence of heavy-tailed distributions (i.e. infinite variance). We prove that under minimal assumptions, i.e. only that processing times have finite 1 + epsilon moment and…
We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…
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…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
Motivated by a bidimensional discrete-time risk model in insurance, we study the second-order asymptotics for two kinds of tail probabilities of the stochastic discounted value of aggregate net losses including two business lines. These are…
Data exhibiting heavy-tails in one or more dimensions is often studied using the framework of regular variation. In a multivariate setting this requires identifying specific forms of dependence in the data; this means identifying that the…