Related papers: Exact tail asymptotics for fluid models driven by …
Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to…
We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.
Propulsion through fluids is a key component in the life cycle of many microbes, be it in development, infection, or simply finding nutrients. In systems of biomedical relevance, this propulsion is often through polymer suspensions that…
We consider random walks on quasi one dimensional lattices, as introduced in \cite{FS}. This mathematical setting covers a large class of discrete kinetic models for non-cooperative molecular motors on periodic tracks. We derive general…
The late-time tail behavior of massive scalar fields is studied analytically in a stationary axisymmetric EMDA black hole geometry. It is shown that the asymptotic behavior of massive perturbations is dominated by the oscillatory inverse…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
Based on suitable left-truncated or censored data, two flexible classes of $M$-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination. Asymptotic normality with…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
It is a very hard task to compute an exact solution for the differential equations, with differences, system that allows the determination of the M|M|m|m system transient probabilities. The respective complexity grows with m. The…
The paper studies asymptotic behavior of the loss probability for the $GI/M/m/n$ queueing system as $n$ increases to infinity. The approach of the paper is based on applications of classic results of Tak\'acs (1967) and the Tauberian…
Fluctuations of dynamical quantities are fundamental and inevitable. For the booming research in nanotechnology, huge relative fluctuation comes with the reduction of system size, leading to large uncertainty for the estimates of dynamical…
Stochastic driven flow along a channel can be modeled by the asymmetric simple exclusion process. We confirm numerically the presence of a dynamic queuing phase transition at a nonzero obstruction strength, and establish its scaling…
Rayleigh-Taylor (RT) instabilities are prevalent in many physical regimes ranging from astrophysical to laboratory plasmas and have primarily been studied using fluid models, the majority of which have been ideal fluid models. This work is…
We study compressible fluid flow in narrow two-dimensional channels using a novel molecular dynamics simulation method. In the simulation area, an upstream source is maintained at constant density and temperature while a downstream…
The motion of the three-phase contact line between two immiscible fluids and a solid surface arises in a variety of wetting phenomena and technological applications. One challenge in continuum theory is the effective representation of…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.
This paper presents a new mathematical model of vehicular traffic, based on the methods of the generalized kinetic theory, in which the space of microscopic states (position and velocity) of the vehicles is genuinely discrete. While in the…
In this paper, we introduce a new class of models for spatial data obtained from max-convolution processes based on indicator kernels with random shape. We show that this class of models have appealing dependence properties including tail…
We provide upper bounds on the end-to-end backlog and delay in a network with heavy-tailed and self-similar traffic. The analysis follows a network calculus approach where traffic is characterized by envelope functions and service is…