Related papers: Robust heavy-traffic approximations for service sy…
We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…
Observing a load process above high thresholds, modeling it as a pulse process with random occurrence times and magnitudes, and extrapolating life-time maximum or design loads from the data is a common task in structural reliability…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…
For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…
This paper considers the Cram\'er-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a Poisson process, where the times they spend in the system form a sequence of…
Recent Molecular Dynamics simulations of glass-forming liquids revealed superdiffusive fluctuations associated with the position of a tracer particle (TP) driven by an external force. Such anomalous response, whose mechanism remains…
We consider transport networks with nodes scattered at random in a large domain. At certain local rates, the nodes generate traffic flowing according to some navigation scheme in a given direction. In the thermodynamic limit of a growing…
We present a study of transport on complex networks with routing based on local information. Particles hop from one node of the network to another according to a set of routing rules with different degrees of congestion awareness, ranging…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
We consider large-scale service systems with multiple customer classes and multiple server pools; interarrival and service times are exponentially distributed, and mean service times depend both on the customer class and server pool. It is…
We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…
This paper studies the sensitivity analysis of mass-action systems against their diffusion approximations, particularly the dependence on population sizes. As a continuous time Markov chain, a mass-action system can be described by a…
Transport networks are crucial to the functioning of natural and technological systems. Nature features transport networks that are adaptive over a vast range of parameters, thus providing an impressive level of robustness in supply.…
Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…
Logistic regression with unknown sizes has many important applications in biological and medical sciences. All models about this problem in the literature are parametric ones. A semiparametric regression model is proposed. This model…
We propose exact results for the full counting statistics, or the scaled cumulant generating function, pertaining to the transfer of arbitrary conserved quantities across an interface in homogeneous integrable models out of equilibrium. We…
We define a new mass transport model on a one-dimensional lattice of size $N$ with continuous masses at each site. The lattice is connected to mass reservoirs of different `chemical potentials' at the two ends. The mass transfer dynamics in…
In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…
This paper considers a multiclass processor-sharing queue with feedback. Jobs arrive according to renewal processes, and service times follow general distributions. Upon service completion, jobs may either depart the system or re-enter as a…