Related papers: A large deviations principle for infinite-server q…
We consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state Markov…
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.…
We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…
We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…
We consider a distributed server system consisting of a large number of servers, each with limited capacity on multiple resources (CPU, memory, disk, etc.). Jobs with different rewards arrive over time and require certain amounts of…
We consider a single-cell network of random transmitters and fixed relays in a bounded domain of Euclidean space. The transmitters arrive over time and select one relay according to a spatially inhomogeneous preference kernel. Once a…
We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
The continuous time Markov process considered in this paper belongs to a class of population models with linear growth and catastrophes. There, the catastrophes happen at the arrival times of a Poisson process, and at each catastrophe time,…
This paper proves a large deviation principle (LDP) for the stationary distribution of queue lengths in a subcritical generalised Jackson network assuming a Cramer condition on the interarrival and service times. The deviation function is…
We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…
Proper management of resources whose arrival and consumption are subject to environmental randomness is an intrinsic process in both natural and artificial systems. This phenomenon can be modeled as a queuing process whose arrival…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…
This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…
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…
We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…