Related papers: Exact Solution for One Type of Lindley's Equation …
We present a method for computing the PDF and CDF of a non-negative infinitely divisible random variable $X$. Our method uses the L\'{e}vy-Khintchine representation of the Laplace transform $\mathbb{E} e^{-\lambda X} = e^{-\phi(\lambda)}$,…
We propose a simple and accurate method to evaluate the outage probability at the output of arbitrarily fading L-branch diversity combining receiver. The method is based on the saddlepoint approximation, which only requires the knowledge of…
While mobile edge computing (MEC) alleviates the computation and power limitations of mobile devices, additional latency is incurred when offloading tasks to remote MEC servers. In this work, the power-delay tradeoff in the context of task…
Mean field models are a popular tool used to analyse load balancing policies. In some cases the waiting time distribution of the mean field limit has an explicit form. In other cases it can be computed as the solution of a set of…
This paper studies the heavy-traffic joint distribution of queue lengths in two stochastic processing networks (SPN), viz., an input-queued switch operating under the MaxWeight scheduling policy and a two-server parallel server system…
Fully kinetic simulations of the Vlasov equation require a careful numerical treatment of phase space advections to ensure accuracy and stability in six dimensions. To test the accuracy of full Vlasov codes, we have developed a surprisingly…
In this paper we consider the Sturm-Liouville equation -y"+qy = lambda*y on the half line (0,infinity) under the assumptions that x=0 is a regular singular point and nonoscillatory for all real lambda, and that either (i) q is L_1 near…
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 evolution of 5G and Beyond networks has enabled new applications with stringent end-to-end latency requirements, but providing reliable low-latency service with high throughput over public wireless networks is still a significant…
In this article, we study a quantitative form of the Landis conjecture on exponential decay for real-valued solutions to second order elliptic equations with variable coefficients in the plane. In particular, we prove the following…
For L\'evy processes with exponentially decaying tails of the L\'evy density, we derive integral representations for the joint cpdf $V$ of $(X_T, \bar X_T,\tau_T)$ (the process, its supremum evaluated at $T<+\infty$, and the first time at…
Migration and replication of virtual network functions (VNFs) are well-known mechanisms to face dynamic resource requests in Internet Service Provider (ISP) edge networks. They are not only used to reallocate resources in carrier networks,…
The drift method was recently developed to study queueing systems in steady-state. It was successfully used to obtain bounds on the moments of the scaled queue lengths, that are asymptotically tight in heavy-traffic, in a wide variety of…
We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…
In this article,a three parameter generalisation of inverse lindley distribution is obtained, with the purpose of obtaining a more flexible model relative to the behaviour of hazard rate functions. Various statistical properties such as…
We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains…
We consider the transmission of packets across a lossy end-to-end network path so as to achieve low in-order delivery delay. This can be formulated as a decision problem, namely deciding whether the next packet to send should be an…
We derive the joint probability distribution of zero-forcing (ZF) V-BLAST gains under a greedy selection of decoding order and no error propagation. Unlike the previous approximated analyses, a mathematical framework is built by applying…
Policy iteration techniques for multiple-server dispatching rely on the computation of value functions. In this context, we consider the continuous-space M/G/1-FCFS queue endowed with an arbitrarily-designed cost function for the waiting…
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…