Related papers: Exact asymptotics in an infinite-server system wit…
We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…
We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…
An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…
A finite set is "hidden" if its elements are not directly enumerable or if its size cannot be ascertained via a deterministic query. In public health, epidemiology, demography, ecology and intelligence analysis, researchers have developed a…
Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…
M-estimation, aka empirical risk minimization, is at the heart of statistics and machine learning: Classification, regression, location estimation, etc. Asymptotic theory is well understood when the loss satisfies some smoothness…
Connectivity and capacity are two fundamental properties of wireless multi-hop networks. The scalability of these properties has been a primary concern for which asymptotic analysis is a useful tool. Three related but logically distinct…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes $X$, in both continuous- and discrete-time framework. All results obtained here are new for the discrete-time case. In the…
The universal typical-signal estimators of entropy and cross entropy based on the asymptotics of recurrence and waiting times play an important role in information theory. Building on their construction, we introduce and study universal…
In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…
We consider optimal control of a multi-class queue in the Halfin--Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing results in the literature for such systems provide…
We introduce a novel notion of invariance feedback entropy to quantify the state information that is required by any controller that enforces a given subset of the state space to be invariant. We establish a number of elementary properties,…
This article is devoted to the analysis of a particle system model for epidemics among a finite population with susceptible, infective and removed individuals (SIR). The infection mechanism depends on the relative distance between…
For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
The event-triggered control with intermittent output can reduce the communication burden between the controller and plant side over the network. It has been exploited for adaptive output feedback control of uncertain nonlinear systems in…
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…
Obtaining prescribed accuracy bounds in super-twisting sliding mode control loops often falls short in terms of the applicability of the controller in high-performance systems. This is due to the fact that the selection of the controller…