Related papers: On convergence rate for Erlang--Sevastyanov type m…
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…
We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish…
In this paper, we examine the Renyi entropy rate of stationary ergodic processes. For a special class of stationary ergodic processes, we prove that the Renyi entropy rate always exists and can be polynomially approximated by its defining…
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…
In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
Stationary reciprocal processes defined on a finite interval of the integer line can be seen as a special class of Markov random fields restricted to one dimension. Non stationary reciprocal processes have been extensively studied in the…
We establish a rate of convergence of the two scale expansion (in the sense of homogenization theory) of the solution to a highly oscillatory elliptic partial differential equation with random coefficients that are a perturbation of…
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…
We consider finite and infinite-dimensional first-order consensus systems with timeconstant interaction coefficients. For symmetric coefficients, convergence to consensus is classically established by proving, for instance, that the usual…
Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of stationary populations that holds both…
We provide a nonasymptotic analysis of convergence to stationarity for a collection of Markov chains on multivariate state spaces, from arbitrary starting points, thereby generalizing results in [Khare and Zhou Ann. Appl. Probab. 19 (2009)…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
Approximation properties of multivariate Kantorovich-Kotelnikov type operators generated by different band-limited functions are studied. In particular, a wide class of functions with discontinuous Fourier transform is considered. The…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and $L^1$ convergence and present some counter-examples showing that the…
We give families of examples where sharp rates of convergence to stationarity of the widely used Gibbs sampler are available. The examples involve standard exponential families and their conjugate priors. In each case, the transition…
In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a…