Related papers: Corrected phase-type approximations of heavy-taile…
Phase type (PH) distributions are widely used in modeling and simulation due to their generality and analytical properties. In such settings, it is often necessary to construct a PH distribution that aligns with real-world data by matching…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
Queueing systems with batch Markovian arrival process (BMAP) have paramount applications in the domain of wireless communication. The BMAP has been used to model the superposition of video sources and to approximate the super-position of…
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)…
Score-based generative models (SGMs) have achieved remarkable empirical success, motivating their application to a broad range of data distributions. However, extending them to heavy-tailed targets remains a largely open problem. Although…
We study the MAP/M/s+G queuing model with MAP (Markovian Arrival Process) arrivals, exponentially distributed service times, infinite waiting room, and generally distributed patience times. Using sample-path arguments, we propose to obtain…
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 contains several classical queueing network models, including generalized…
In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…
The efficient management of large-scale queueing networks is critical for a variety of sectors, including healthcare, logistics, and customer service, where system performance has profound implications for operational effectiveness and cost…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its…
We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…
Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling. This behavior poses a fundamental challenge for modern deep generative models. Standard Variational Autoencoders (VAEs) employ Gaussian…
Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…
We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…
Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…
The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…
We consider a Markovian load balancing model on a fully-connected network, where calls have Poisson arrivals and exponential durations. The endpoints of each call are uniform over all the links of the network. Each call is routed either…
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…