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

In this paper, we investigate the number of customers that overlap or coincide with a virtual customer in an Erlang-A queue. Our study provides a novel approach that exploits fluid and diffusion limits for the queue to approximate the mean…

Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change-point…

According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

The recent empirical work of Amaya et al. (2015) has pointed out that the realized skewness, which is the sample skewness of intraday high-frequency returns of a financial asset, serves as forecasting future returns in the cross-section.…

We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…

We consider the asymptotic distribution of a cell in a 2 x ... x 2 contingency table as the fixed marginal totals tend to infinity. The asymptotic order of the cell variance is derived and a useful diagnostic is given for determining…

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

We consider the problem of output feedback stabilization in linear systems when the measured outputs and control inputs are subject to event-triggered sampling and dynamic quantization. A new sampling algorithm is proposed for outputs which…

We develop rare-event simulation methodology for the analysis of loss events in a many-server loss system under quality-driven regime, focusing on the steady-state loss probability (i.e. fraction of lost customers over arrivals) and the…

We give asymptotic expressions for the number of commuting matrices over finite fields. For this, we use product expansions for the corresponding generating functions.

The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…

We obtain in this paper using the saddle point method the expression for the exact asymptotic for the tail of maximum of smooth (twice continuous differentiable) random field (process) distribution.

We consider an M/M/Infinity service system in which an arriving customer is served by the first idle server in an infinite sequence S_1, S_2, ... of servers. We determine the first two terms in the asymptotic expansions of the moments of L…

The aim of this work is to analyze general infinite sums containing modified Bessel functions of the second kind. In particular we present a method for the construction of a proper asymptotic expansion for such series valid when one of the…

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

We review the proof of existence and uniqueness of solutions of the Maxwell-Schr"odinger system in a neighborhood of infinity in time, with prescribed asymptotic behaviour defined in terms of asymptotic data, without any restriction on the…

We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states…

We study sequential multiple testing with independent data streams, where the goal is to identify an unknown subset of signals while controlling commonly used error metrics, including generalized familywise rates and false discovery and…

In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced in our previous works. We first explain how to reduce the…