Related papers: Exact tail asymptotics for fluid models driven by …
We show that multichannel quantum systems with uncorrelated but asymmetric Anderson-type disorder can exhibit anomalous diffusion, even in the absence of heavy-tailed disorder. Using a minimal two-channel model with channel asymmetry, we…
Heavy-tailed distributions naturally occur in many real life problems. Unfortunately, it is typically not possible to compute inference in closed-form in graphical models which involve such heavy-tailed distributions. In this work, we…
We present results from extensive 3-d molecular dynamics (MD) simulations of phase separation kinetics in fluids. A coarse-graining procedure is used to obtain state-of-the-art MD results. We observe an extended period of temporally linear…
We introduce and study a new model: 0-automatic queues. Roughly, 0-automatic queues are characterized by a special buffering mechanism evolving like a random walk on some infinite group or monoid. The salient result is that all stable…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
Retrial phenomenon naturally arises in various systems such as call centers, cellular networks and random access protocols in local area networks. This paper gives a comprehensive survey on theory and applications of retrial queues in these…
In this paper I present a first attempt for a possible description of fluids dynamics by mean of a cellular automata technique. With the use of simple and elementary rules, based on random behaviour either, the model permits to obtain the…
Complete high fidelity matched asymptotic expansions (abbreviated MAE) are developed for the first and second order turbulence statistics in channel flow from 11 direct numerical simulations (DNS). To put the crucial identification of…
Shell models provide a simplified mathematical framework that captures essential features of incompressible fluid turbulence, such as the energy cascade and scaling of the fluid observables. We perform a precision analysis of the direct and…
In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another.…
In this paper, we study the complexity of the approximation of nonadmissible curves for nonlinear control-affine systems satisfying the strong H{\"o}rmander condition. Focusing on tubular approximation complexities, we provide asymptotic…
Most expressive variational families -- such as normalizing flows -- lack practical convergence guarantees, as their theoretical assurances typically hold only at the intractable global optimum. In this work, we present a general recipe for…
Recently it was shown that the response time of First-Come-First-Served (FCFS) scheduling can be stochastically and asymptotically improved upon by the {\it Nudge} scheduling algorithm in case of light-tailed job size distributions. Such…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
Travelling waves in woodpile chains are typically nanoptera, which are composed of a central solitary wave and exponentially small oscillations. These oscillations have been studied using exponential asymptotic methods, which typically…
We investigate a Maxwell model of inelastic granular mixture under the influence of a stochastic driving and obtain its steady state properties in the context of classical kinetic theory. The model is studied analytically by computing the…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
We investigate the linear instability of flows that are stable according to Rayleigh's criterion for rotating fluids. Using Taylor-Couette flow as a primary test case, we develop large Reynolds number matched asymptotic expansion theories.…