Related papers: Two-node queueing network with a heavy-tailed rand…
An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…
In search of many social and economical systems, it is found that node strength distribution as well as degree distribution demonstrate the behavior of power-law with droop-head and heavy-tail. We present a new model for the growth of…
A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index shows a heaviness of the distribution tail. The extremal index…
In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…
Let $\{X_1, X_2, ... \}$ be a sequence of dependent heavy-tailed random variables with distributions $F_1, F_2,...$ on $(-\infty,\infty)$, and let $\tau$ be a nonnegative integer-valued random variable independent of the sequence $\{X_k, k…
The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM have attracted a lot of attention recently. However, many…
Distributions of the resilience of transport networks are studied numerically, in particular the large-deviation tails. Thus, not only typical quantities like average or variance but the distributions over the (almost) full support can be…
Admission control can be employed to avoid congestion in queueing networks subject to overload. In distributed networks the admission decisions are often based on imperfect measurements on the network state. This paper studies how the lack…
In this note, we apply Stein's method to analyze the steady-state distribution of queueing systems in the traditional heavy-traffic regime. Compared to previous methods (e.g., drift method and transform method), Stein's method allows us to…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
The filtering distribution is a time-evolving probability distribution on the state of a dynamical system, given noisy observations. We study the large-time asymptotics of this probability distribution for discrete-time, randomly…
We consider the model of a token-based joint auto-scaling and load balancing strategy, proposed in a recent paper by Mukherjee, Dhara, Borst, and van Leeuwaarden (SIGMETRICS '17, arXiv:1703.08373), which offers an efficient scalable…
A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework, which was first introduced to derive the stability region for stochastic…
We provide upper bounds on the end-to-end backlog and delay in a network with heavy-tailed and self-similar traffic. The analysis follows a network calculus approach where traffic is characterized by envelope functions and service is…
Stability with respect to a given scheduling policy has become an important issue for wireless communication systems, but it is hard to prove in particular scenarios. In this paper two simple conditions for stability in broadcast channels…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
The distribution of returns in financial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an…
The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…