Related papers: Heavy-traffic asymptotic formulas for the multicla…
In this paper we analyze the distributional properties of a busy period in an on-off fluid queue and the a first passage time in a fluid queue driven by a finite state Markov process. In particular, we show that in Anick-Mitra-Sondhi model…
We study the geometry associated to the distribution of certain arithmetic functions, including the von Mangoldt function and the M\"obius function, in short intervals of polynomials over a finite field $\mathbb{F}_q$. Using the…
Dichotomous noise appears in a wide variety of physical and mathematical models. It has escaped attention that the standard results for the long time properties cannot be applied when unstable fixed points are crossed in the asymptotic…
In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…
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…
Given a multivariate generating function F, we determine asymptotics for the coefficients. Our approach is to use Cauchy's integral formula near singular points of F, resulting in a tractable oscillating integral. This paper treats the case…
This paper proposes a new framework based on joint statistical models for evaluating risks of automated vehicles in a naturalistic driving environment. The previous studies on the Accelerated Evaluation for automated vehicles are extended…
A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…
In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…
We consider the distribution of waiting times between non-interacting fermions on a tight-binding chain. We calculate the waiting time distribution for a quantum point contact and find a cross-over from Wigner-Dyson statistics at full…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
This paper studies the limiting behavior of a closed queueing network with multiple single-server and infinite-server stations. Under a heavy traffic asymptotic regime$\unicode{x2014}$where the number of jobs and single-server service rates…
The Laplace transform is a widely used tool in the study of probability distributions, often allowing for a probability density functions and distribution functions simpler determination and being a moments generating function. In this…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…
We study the tail asymptotic of the stationary joint queue length distribution for a generalized Jackson network (GJN for short), assuming its stability. For the two station case, this problem has been recently solved in the logarithmic…
In this paper, we study the asymptotic behavior of the tail probability of the number of customers in the steady-state $M/G/1$ retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly…
Assuming that a plane partition of the positive integer $n$ is chosen uniformly at random from the set of all such partitions, we propose a general asymptotic scheme for the computation of expectations of various plane partition statistics…
A probabilistic generative network model with $n$ nodes and $m$ overlapping layers is obtained as a superposition of $m$ mutually independent Bernoulli random graphs of varying size and strength. When $n$ and $m$ are large and of the same…
For a GI/GI/1 queue, we show that the average sojourn time under the (blind) Randomized Multilevel Feedback algorithm is no worse than that under the Shortest Remaining Processing Time algorithm times a logarithmic function of the system…