Related papers: Corrected phase-type approximations of heavy-taile…

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

Meeting the diverse delay requirements of emerging wireless applications is one of the most critical goals for the design of ultradense networks. Though the delay of point-to-point communications has been well investigated using classical…

Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of mainstream random probability measures such as the Dirichlet process (DP). The first contribution of this paper focuses on characterizing the tails…

This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…

In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Railway systems form an important means of transport across the world. However, congestions or disruptions may significantly decrease these systems' efficiencies, making predicting and understanding the resulting train delays a priority for…

In this article we describe a method for carrying out Bayesian estimation for the double Pareto lognormal (dPlN) distribution which has been proposed as a model for heavy-tailed phenomena. We apply our approach to estimate the…

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…

In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [5, 14] on this topic by introducing new representations that…

In this work, we study the effects of finite buffers on the throughput and delay of line networks with erasure links. We identify the calculation of performance parameters such as throughput and delay to be equivalent to determining the…

We study the so-called pinning model, which describes the behavior of a Markov chain interacting with a distinguished state. The interaction depends on an external source of randomness, called disorder, which can attract or repel the Markov…

Since flight delay hurts passengers, airlines, and airports, its prediction becomes crucial for the decision-making of all stakeholders in the aviation industry and thus has been attempted by various previous research. However, previous…

The contribution of this paper is to introduce change of measure based techniques for the rare-event analysis of heavy-tailed stochastic processes. Our changes-of-measure are parameterized by a family of distributions admitting a mixture…

This paper introduces a general model of a single-lane roundabout, represented as a circular lattice that consists of $L$ cells, with Markovian traffic dynamics. Vehicles enter the roundabout via on-ramp queues that have stochastic arrival…

The subject of this paper is the problem of estimating service time distribution of the $M/G/\infty$ queue from incomplete data on the queue. The goal is to estimate $G$ from observations of the queue--length process at the points of the…

This paper studies the network throughput and transport delay of a multihop wireless random access network based on a Markov renewal model of packet transportation. We show that the distribution of the source-to-destination (SD) distance…

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

Real-world dynamical systems with retardation effects are described in general not by a single, precisely defined time delay, but by a range of delay times. An exact mapping onto a set of $N+1$ ordinary differential equations exists when…

This paper considers the mean waiting times in discrete-time preemptive-resume and nonpreemptive priority single-server queues fed by K independent batch Markovian arrival streams with geometrically distributed idle periods. While being…