Related papers: Exact asymptotics in an infinite-server system wit…
We derive the first exact, rigorous but practical, globally valid remainder terms for asymptotic expansions about saddles and contour endpoints of arbitrary order degeneracy derived from the method of steepest descents. The exact remainder…
It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…
We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…
Superstatistics are superpositions of different statistics relevant for driven nonequilibrium systems with spatiotemporal inhomogeneities of an intensive variable (e.g., the inverse temperature). They contain Tsallis statistics as a special…
We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…
We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…
We deduce stability results for finite control set and mixed-integer model predictive control with a downstream oversampling phase. The presentation rests upon the inherent robustness of model predictive control with stabilizing terminal…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
In this paper, we analyze the asymptotic performance of multiple antenna channels where the transmitter has either perfect or finite bit channel state information. Using the diversity-multiplexing tradeoff to characterize the system…
Aggregations are emergent features common to many biological systems. Mathematical models to understand their emergence are consequently widespread, with the aggregation-diffusion equation being a prime example. Here we study the…
In conventional acoustic scattering theory, a large-distance asymptotic approximation is employed. In this approximation, a far-field pattern, an asymptotic approximation of the exact result, is used to describe a scattering process. The…
A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…
We extend a recent synchronization analysis of exact finite-state sources to nonexact sources for which synchronization occurs only asymptotically. Although the proof methods are quite different, the primary results remain the same. We find…
In this paper, we introduce a targeted exploration strategy for the non-asymptotic, finite-time case. The proposed strategy is applicable to uncertain linear time-invariant systems subject to sub-Gaussian disturbances. As the main result,…
We propose a static equilibrium model for limit order book where profit-maximizing investors receive an information signal regarding the liquidation value of the asset and execute via a competitive dealer with random initial inventory, who…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
We study the asymptotic response time tail in the M/G/n multi-server queue with heavy-tailed (regularly varying) job sizes, a setting representative of modern computing workloads. For single-server systems, tail optimization is well…
The indirect approach to continuous-time system identification consists in estimating continuous-time models by first determining an appropriate discrete-time model. For a zero-order hold sampling mechanism, this approach usually leads to a…
We study the asymptotic behavior, as time t goes to infinity, of nonautonomous dynamical systems involving multiscale features. These systems model the emergence of various collective behaviors in game theory, as well as the asymptotic…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…