Related papers: Two-node queueing network with a heavy-tailed rand…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
In this paper we derive exact large-buffer asymptotics for a two-class Generalized Processor Sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed L\'evy processes.…
We propose an analytically tractable neural connectivity model with power-law distributed synaptic strengths. When threshold neurons with biologically plausible number of incoming connections are considered, our model features a continuous…
We investigate the linear instability of flows that are stable according to Rayleigh's criterion for rotating fluids. Using Taylor-Couette flow as a primary test case, we develop large Reynolds number matched asymptotic expansion theories.…
Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…
We develop an early-warning signal for bifurcations of one-dimensional random difference equations with additive bounded noise, based on the asymptotic behaviour of the stationary density near a boundary of its support. We demonstrate the…
We use fluid limits to explore the (in)stability properties of wireless networks with queue-based random-access algorithms. Queue-based random-access schemes are simple and inherently distributed in nature, yet provide the capability to…
Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…
In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…
When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…
The prediction and control of rare events is an important task in disciplines that range from physics and biology, to economics and social science. The Big Jump principle deals with a peculiar aspect of the mechanism that drives rare…
We consider a stochastic fluid network where the external input processes are compound Poisson with heavy-tailed Weibullian jumps. Our results comprise of large deviations estimates for the buffer content process in the vector-valued…
Consider a queueing system fed by traffic from $N$ independent and identically distributed marked point processes. We establish several novel sample path large deviations results in the scaled uniform topology for such a system with a small…
Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler representations in terms of densities rather than cumulative…
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…
We investigate asymptotics of the tail distribution of sojourn time $$ \int_0^T \mathbb{I}(X(t)> u)dt, $$ as $u\to\infty$, where $X$ is a centered stationary Gaussian process and $T$ is an independent of $X$ nonnegative random variable. The…
The tail behavior of aggregates of heavy-tailed random vectors is known to be determined by the so-called principle of "one large jump'', be it for finite sums, random sums, or, L\'evy processes. We establish that, in fact, a more general…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under…
A wireless network in which packets are broadcast to a group of receivers through use of a random access protocol is considered in this work. The relation to previous work on networks of interacting queues is discussed and subsequently, the…