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This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…
The upper bound for the convergence rate of the distribution of the state of a queuing system with infinitely many servers is obtained, in the case when the intensity of the incoming flow and the intensity of the service depend on the state…
Collective adaptive systems are an emerging class of networked computational systems, particularly suited in application domains such as smart cities, complex sensor networks, and the Internet of Things. These systems tend to feature large…
Correlation in user connectivity patterns is generally considered a problem for system designers, since it results in peaks of demand and also in the scarcity of resources for peer-to-peer applications. The other side of the coin is that…
Network structures and models have been widely adopted, e.g., for Internet of Things, wireless sensor networks, smart grids, transportation networks, communication networks, social networks, and computer grid systems. Network reliability is…
Understanding the performance of a pool of servers is crucial for proper dimensioning. One of the main challenges is to take into account the complex interactions between servers that are pooled to process jobs. In particular, a job can…
Various real-life applications, for example, Internet of Things, wireless sensor networks, smart grids, transportation networks, communication networks, social networks, and computer grid systems, are always modeled as network structures.…
Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating…
We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…
Reliability is probability of success in a success-failure experiment. Confidence in reliability estimate improves with increasing number of samples. Assurance sets confidence level same as reliability to create one number for easier…
Replication crises have shaken the scientific landscape during the last decade. As potential solutions, open science practices were heavily discussed and have been implemented with varying success in different disciplines. We argue that…
A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…
Polynomial distribution can be applied to dynamical systems in certain situations. Macroeconomic systems characterized by economic variables such as income and wealth can be modelled similarly using polynomials. We extend our previous work…
We study two-stage adjustable robust linear programming in which the right-hand sides are uncertain and belong to a convex, compact uncertainty set. This problem is NP-hard, and the affine policy is a popular, tractable approximation. We…
The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…
This paper provides a recipe for deriving calculable approximation errors of mean-field models in heavy-traffic with the focus on the well-known load balancing algorithm -- power-of-two-choices (Po2). The recipe combines Stein's method for…
The halting problem for Turing machines is decidable on a set of asymptotic probability one. Specifically, there is a set B of Turing machine programs such that (i) B has asymptotic probability one, so that as the number of states n…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
We show, both analytically and numerically, that for a nonlinear system making a transition from one equilibrium state to another under the action of an external time dependent force, the work probability distribution is in general…
Consider the reliability problem in a system with two different devices, which can break down.