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Polynomial convergence rate to stationarity is shown for extended Erlang -- Sevastyanov's model.

Probability · Mathematics 2019-10-16 Alexander Veretennikov

The upper bound for the convergence rate of the distribution of the state of a queuing system with infinitely many servers is obtained, in the case when the intensity of the incoming flow and the intensity of the service depend on the state…

Probability · Mathematics 2018-08-30 Galina A. Zverkina

It is more important to estimate the rate of convergence to a stationary distribution rather than only to prove the existence one in many applied problems of reliability and queuing theory. This can be done via standard methods, but only…

Probability · Mathematics 2020-12-03 Galina Zverkina

An elementary and rigorous justification of Dynkin's identity with an extended infinitesimal operator based on the idea of a complete probability formula is given for queueing systems with a single server and discontinuous intensities of…

Probability · Mathematics 2014-12-15 Alexander Yu. Veretennikov , Galina A. Zverkina

We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…

Probability · Mathematics 2018-08-23 Refael Hassin , Liron Ravner

We establish a heavy-traffic limit theorem on convergence in distribution for the number of customers in a many-server queue when the number of servers tends to infinity. No critical loading condition is assumed. Generally, the limit…

Probability · Mathematics 2010-01-14 Anatolii A. Puhalskii , Josh E. Reed

We introduce a comprehensive framework for analyzing convergence rates for infinite dimensional linear programming problems (LPs) within the context of the moment-sum-of-squares hierarchy. Our primary focus is on extending the existing…

Optimization and Control · Mathematics 2025-05-09 Corbinian Schlosser , Matteo Tacchi , Alexey Lazarev

Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functional inequalities. A method to establish Poincar\'e (and more…

Probability · Mathematics 2015-09-14 Pierre Monmarché

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

Probability · Mathematics 2014-11-07 Alexander Iksanov , Matthias Meiners

Convergence rates results for Tikhonov regularization of nonlinear ill-posed operator equations in abstract function spaces require the handling of both smoothness conditions imposed on the solution and structural conditions expressing the…

Numerical Analysis · Mathematics 2009-09-29 Radu Ioan Bot , Bernd Hofmann

We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…

Dynamical Systems · Mathematics 2013-09-25 Fryderyk Falniowski

A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…

Probability · Mathematics 2016-05-20 Alexander Stolyar

Bounds on convergence rate to the invariant distribution for a class of stochastic differential equations (SDEs) with a gradient-type drift are obtained.

Probability · Mathematics 2017-07-25 Alexander Uglov , Alexander Veretennikov

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

Optimization and Control · Mathematics 2011-06-13 Alex Olshevsky , John N. Tsitsiklis

The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…

Optimization and Control · Mathematics 2018-07-24 Khanik Kerobyan

We consider a model inspired by compatibility constraints that arise between tasks and servers in data centers, cloud computing systems and content delivery networks. The constraints are represented by a bipartite graph or network that…

Probability · Mathematics 2024-04-10 Diego Goldsztajn , Sem C. Borst , Johan S. H. van Leeuwaarden

This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs. We show that solutions…

Optimization and Control · Mathematics 2015-11-06 Philippe Jouan , Saïd Naciri

We consider a large-scale parallel-server system, where each server independently adjusts its processing speed in a decentralized manner. The objective is to minimize the overall cost, which comprises the average cost of maintaining the…

Optimization and Control · Mathematics 2023-06-06 Daan Rutten , Martin Zubeldia , Debankur Mukherjee

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

Probability · Mathematics 2013-05-14 Ivan Nourdin , Guillaume Poly
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