Related papers: Exact asymptotics in an infinite-server system wit…

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

In this paper, we study the asymptotic behavior of the tail probability of the number of customers in the steady-state $M/G/1$ retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly…

We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positive associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of…

The aim of this article is to extend previous works about the asymptotics of an ill-prepared fast rotating, highly stratified incompressible Navier-Stokes system. Thanks to improved Strichartz estimates, we are able not only to cover a case…

The model is a service system, consisting of several large server pools. A server processing speed and buffer size (which may be finite or infinite) depend on the pool. The input flow of customers is split equally among a fixed number of…

Infinite-dimensional linear systems with unbounded input and output operators are considered. For the purpose of finite-dimensional observer-based state feedback, an observer approximation scheme will be developed which can be directly…

Many processes must complete in the presence of failures. Different systems respond to task failure in different ways. The system may resume a failed task from the failure point (or a saved checkpoint shortly before the failure point), it…

This paper studies the receive antenna selection in massive multiple-input multiple-output (MIMO) system. The receiver, equipped with a large-scale antenna array whose size is much larger than that of the transmitter, selects a subset of…

We consider a quite general problem concerning a linear free oscillation of a discrete mass-spring-damper system. This discrete sub-system is embedded into a one-dimensional continuum medium described by the linear telegraph equation. In a…

We address the problem of dynamic output feedback stabilization at an unobservable target point. The challenge lies in according the antagonistic nature of the objective and the properties of the system: the system tends to be less…

This is a companion paper to (Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, arXiv:1510.04295). We consider a class of strategies of feedback form for the problem of tracking and…

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

In pharmaceutical and toxicological research, historical control data are increasingly used to validate concurrent control groups, typically via the construction of historical control limits. While methods have been described for continuous…

We analyze the asymptotic performance of a generalized multiuser diversity scheme for an interference-limited secondary multiuser network of underlay cognitive radio systems. Assuming a large number of secondary users and that the noise at…

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

An asymptotic technique is presented for finding the spectral efficiency of multi-antenna links in wireless networks where transmitters have Channel-State-Information (CSI) corresponding to their target receiver. Transmitters are assumed to…

This paper purpose is to investigate exponential behavior conditions for the infinite servers queue with Poisson arrivals busy period length distribution. It is presented a general theoretical result that is the basis of this work. The…

This work addresses the finite-time enclosing control problem where a set of followers are deployed to encircle and rotate around multiple moving targets with a predefined spacing pattern in finite time. A novel distributed and continuous…

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…