Related papers: Large deviations analysis for the $M/H_2/n + M$ qu…
A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival and service time distributions. We address this extremal queue problem by…
We explore the quasistationary regime of the Hamiltonian Mean Field Model (HMF) showing that at least three different classes of events exist, with a different diffusive behavior and with a relative frequency which depends on the size of…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump…
This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves…
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 the $G/\mathit{GI}/\infty$ queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
With the rise of machine learning and deep learning based applications in practice, monitoring, i.e. verifying that these operate within specification, has become an important practical problem. An important aspect of this monitoring is to…
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…
The subject of this paper is the problem of estimating service time distribution of the $M/G/\infty$ queue from incomplete data on the queue. The goal is to estimate $G$ from observations of the queue--length process at the points of the…
We analyze the deviations from Maxwell-Boltzmann statistics found in recent experiments studying velocity distributions in two-dimensional granular gases driven into a non-equilibrium stationary state by a strong vertical vibration. We show…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
A simple and very flexible variational approach to the out-of-equilibrium quantum dynamics in strongly correlated electron systems is introduced through a time-dependent Gutzwiller wavefunction. As an application, we study the simple case…
This paper studies the network throughput and transport delay of a multihop wireless random access network based on a Markov renewal model of packet transportation. We show that the distribution of the source-to-destination (SD) distance…
We consider the serve-the-longest-queue discipline for a multiclass queue with buffers of equal size, operating under (i) the conventional and (ii) the Halfin-Whitt heavy traffic regimes, and show that while the queue length process'…
In queueing systems, effective scheduling algorithms are essential for optimizing performance. Optimal scheduling for the M/G/k queue has been explored in the heavy traffic limit, but much remains unknown in the intermediate load regime. In…
One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, finite time coherent sets play an important role. These are…
We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence of moments of only low order. While estimation of covariance…
The standard Large Deviation Theory (LDT) is mathematically illustrated by the Boltzmann-Gibbs factor which describes the thermal equilibrium of short-range-interacting many-body Hamiltonian systems, the velocity distribution of which is…