Related papers: Nonparametric estimation of service time distribut…
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…
Distributed sensor networks often include a multitude of sensors, each measuring parts of a process state space or observing the operations of a system. Communication of measurements between the sensor nodes and estimator(s) cannot…
We consider optimizing average queueing delay and average power consumption in a nonpreemptive multi-class M/G/1 queue with dynamic power control that affects instantaneous service rates. Four problems are studied: (1) satisfying per-class…
In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…
In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject…
We propose solution of the problem of the mean square optimal estimation of linear functionals which depend on the unobserved values of a continuous time stochastic process with periodically correlated increments based on observations of…
The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…
For delay analysis of packet delivery over a wireless link, several novel ideas are introduced. One is to construct an equivalent $G/G/1$ non-lossy queueing model to ease the analysis, enabled by exploiting empirical models of packet error…
We prove that the scaled maximum steady-state waiting time and the scaled maximum steady-state queue length among $N$ $GI/GI/1$-queues in the $N$-server fork-join queue, converge to a normally distributed random variable as $N\to\infty$.…
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
We investigate the steady-state diffusion-approximation error for continuous-time queueing systems with generally distributed primitives. Across four canonical systems -- the $G/G/1$ and $G/M/\infty$ queues, the join-the-shortest-queue…
We propose a distributed deployment solution for a group of mobile agents that should provide a service for a dense set of targets. The agents are heterogeneous in a sense that their quality of service (QoS), modeled as a spatial Gaussian…
Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…
In Naor's model [17], customers decide whether or not to join a queue after observing its length. This work considers a variation in which customers are heterogeneous in their service value (reward) $R$ from completed service and…
We consider the problem of estimating timing of measurements and actuation in distributed sensor and control systems with central processing. The focus is on direct timing estimation for scenarios where clock synchronization is not feasible…
A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…
Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…
We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian…