Related papers: Refined large deviations asymptotics for Markov-mo…
Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…
The model is motivated by the problem of load distribution in large-scale cloud-based data processing systems. We consider a heterogeneous service system, consisting of multiple large server pools. The pools are different in that their…
We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…
Spatial telecommunication systems have evolved along the years, leading to some concerns that telecommunication companies are facing today. The main inquietude is the ability to provide quality service to customers or users in a dense…
We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a…
We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…
This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…
This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…
Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…
We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…
The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…
In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…
The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…
In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…