Related papers: Exact asymptotics in an infinite-server system wit…
In this paper, we investigate overlap times in a two-dimensional infinite server tandem queue. Specifically, we analyze the amount of time that a pair of customers spend overlapping in any station of the two dimensional tandem network. We…
Timeout control is a simple mechanism used when direct feedback is either impossible, unreliable, or too costly, as is often the case in distributed systems. Its effectiveness is determined by a timeout threshold parameter and our goal is…
We analyze how an observer synchronizes to the internal state of a finite-state information source, using the epsilon-machine causal representation. Here, we treat the case of exact synchronization, when it is possible for the observer to…
We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…
A two-sided matching system is considered, where servers are assumed to arrive at a fixed rate, while the arrival rate of customers is modulated via a price-control mechanism. We analyse a loss model, wherein customers who are not served…
Sampling arises simultaneously with input and output delays in networked control systems. When the delay is left uncompensated, the sampling period is generally required to be sufficiently small, the delay sufficiently short, and, for…
Transient responses in disordered systems typically show a heavy-tail relaxation behavior: the decay time constant increases as time increases, revealing a spectral distribution of time constants. The asymptotic value of such transients is…
This paper is motivated by the problem of asymptotically stabilizing invariant sets in the state space of control systems by means of output feedback. The sets considered are smooth embedded in submanifolds and the class of system is…
In the dynamics of open quantum systems, the interaction with the external environment usually leads to a contraction of the set of reachable states for the system as time increases, eventually shrinking to a single stationary point. In…
Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…
A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…
We consider a two dimensional skip-free reflecting random walk on a nonnegative integer quadrant. We are interested in the tail asymptotics of its stationary distribution, provided its existence is assumed. We derive exact tail asymptotics…
We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…
In this paper we present a direct adaptive control method for a class of uncertain nonlinear systems with a time-varying structure. We view the nonlinear systems as composed of a finite number of ``pieces,'' which are interpolated by…
In this paper, we consider an $N$-queue overloaded polling network attended by a single cyclically roving server. Upon the completion of his service, a customer is either routed to another queue or leaves the system. All the switches are…
This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ system. We prove a limit theorem that supports this diffusion…
In this article, we provide further asymptotic analysis to the higher-order statistics (HOS) of the channel capacity over generalized fading channels, especially by proposing simple and closed-form expressions each of which can be easily…
We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…
We consider the spatial stochastic model of single-tier downlink cellular networks, where the wireless base stations are deployed according to a general stationary point process on the Euclidean plane with general i.i.d. propagation…
Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…