Related papers: Large Deviations for the Single Server Queue and t…
The problem of reliability of a large distributed system is analyzed via a new mathematical model. A typical framework is a system where a set of files are duplicated on several data servers. When one of these servers breaks down, all…
We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…
In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…
This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix $Q\equiv(q_{ij})_{i,j=1}^d$. Both arrival rates and service rates are depending on…
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…
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…
Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…
We consider a population with non-overlapping generations, whose size goes to infinity. It is described by a discrete genealogy which may be time non-homogeneous and we pay special attention to branching trees in varying environments. A…
We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…
We present a large deviation property for the pattern statistics representing the number of occurrences of a symbol in words of given length generated at random according to a rational stochastic model. The result is obtained assuming that…
We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…
In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…
Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erd\H{o}s-R\'enyi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of…
In this paper, we are concerned with the reliability assessment of redundant multi-channel systems having multiple controllers with overlapping functionality -- where all controllers are required to respond optimally to the non-faulty…
We consider an M/G/1 queue in which the customers, while waiting in line, may renege from it. We study the Nash equilibrium profile among customers, and show that it is defined by two sequences of thresholds. For each customer, the decision…
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…
The Law of Large Numbers tells us that as the sample size (N) is increased, the sample mean converges on the population mean, provided that the latter exists. In this paper, we investigate the opposite effect: keeping the sample size fixed…