Related papers: Fork-join and redundancy systems with heavy-tailed…
In the literature, retrial queues with batch arrivals and heavy service times have been studied and the so-called equivalence theorem has been established under the condition that the service time is heavier than the batch size. The…
Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: the retrial queueing systems with priority. This type of queueing system is…
Stochastic volatility processes with heavy-tailed innovations are a well-known model for financial time series. In these models, the extremes of the log returns are mainly driven by the extremes of the i.i.d. innovation sequence which leads…
We investigate the stability condition of redundancy-$d$ multi-server systems. Each server has its own queue and implements popular scheduling disciplines such as First-Come-First-Serve (FCFS), Processor Sharing (PS), and Random Order of…
The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…
We provide the exact large-time behavior of the tail distribution of the extinction time of a self-similar fragmentation process with a negative index of self-similarity, improving thus a previous result on the logarithmic asymptotic…
In a broad class of reinforcement learning applications, stochastic rewards have heavy-tailed distributions, which lead to infinite second-order moments for stochastic (semi)gradients in policy evaluation and direct policy optimization. In…
Long-tailed recognition suffers from a persistent head--tail trade-off: improving tail performance often degrades head accuracy and can increase training instability. Despite strong empirical results from re-weighting, decoupled training,…
In this work we study propagation of chaos for solutions of the Liouville equation for the classical discrete Cucker-Smale system. Assuming that the communication kernel satisfies the heavy tail condition -- known to be necessary to induce…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
Queuing systems with redundant requests have drawn great attention because of their promise to reduce the job completion time and variability. Despite a large body of work on the topic, we are still far from fully understanding the benefits…
We consider a Generalised Jackson Network with finitely many servers, a renewal input and $i.i.d.$ service times at each queue. We assume the network to be stable and, in addition, the distribution of the inter-arrival times to have…
Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…
We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…
We study the conditional sojourn time distributions of processor sharing (PS), foreground background processor sharing (FBPS) and shortest remaining processing time first (SRPT) scheduling disciplines on an event where the job size of a…
We study the almost surely finite random variable $S$ defined by the distributional fixed-point equation \[ S \stackrel{d}{=} 1 + \max\{US', (1-U)S''\}, \qquad U \sim \mathrm{Unif}(0,1), \] where $S'$ and $S''$ are independent copies of…
Identifying groups of variables that may be large simultaneously amounts to finding out which joint tail dependence coefficients of a multivariate distribution are positive. The asymptotic distribution of a vector of nonparametric,…
A particular direction of recent advance about stochastic deep-learning algorithms has been about uncovering a rather mysterious heavy-tailed nature of the stationary distribution of these algorithms, even when the data distribution is not…
We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…
Stochastic optimization is fundamental to modern machine learning. Recent research has extended the study of stochastic first-order methods (SFOMs) from light-tailed to heavy-tailed noise, which frequently arises in practice, with clipping…