Related papers: On convergence rate for an infinite-channel queuin…
In the weak backscattering limit, point contact tunneling between quantum Hall edges is well described by a Poissonian process where Laughlin quasiparticles tunnel independently, leading to the unambiguous measurement of their fractional…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…
Quantum phase estimation is a core task in quantum technologies ranging from metrology to quantum computing, where it appears as a key subroutine in various algorithms. Here, we quantitatively connect the performance of phase estimation…
Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with stationary increments \xi should be sampled, for the sampled process \xi(\lfloor\cdot…
This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…
We consider a time inhomogeneous jump Markov process $X = (X_t)_t$ with state dependent jump intensity, taking values in $R^d . $ Its infinitesimal generator is given by \begin{multline*} L_t f (x) = \sum_{i=1}^d \frac{\partial f}{\partial…
We consider forecasting the latent rate profiles of a time series of inhomogeneous Poisson processes. The work is motivated by operations management of queueing systems, in particular, telephone call centers, where accurate forecasting of…
In this paper we give rates of convergence for the $p$-curve shortening flow for $p\geq 1$ an integer, which improves on the known estimates and which are probably sharp.
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…
The paper investigates the convergence of the distribution of some non-regenerative reliability system with a warm reserve.
Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…
We derive, for a bistochastic strictly contractive quantum channel on a matrix algebra, a relation between the contraction rate and the rate of entropy production. We also sketch some applications of our result to the statistical physics of…
We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…
In this paper we introduce and study renewal-reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate…
In this work the asymptotic properties of $Q_t(N)$ ,the probability of the number of renewals ($N$), that occur during time $t$ are explored. While the forms of the distribution at very long times, i.e. $t\to\infty$, are very well known and…
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…
Many quantum information measures can be written as an optimization of the quantum relative entropy between sets of states. For example, the relative entropy of entanglement of a state is the minimum relative entropy to the set of separable…