Related papers: Fork-join and redundancy systems with heavy-tailed…
In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload…
Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct highly accurate approximations of the workload distribution of…
Deep neural networks training jobs and other iterative computations frequently include checkpoints where jobs can be canceled based on the current value of monitored metrics. While most of existing results focus on the performance of all…
We take an $L_1$-dense class of functions $\Cal F$ on a measurable space $(X,\Cal X)$ and a sequence of i.i.d. $X$-valued random variables $\xi_1,\dots,\xi_n$, and give a good estimate on the tail behaviour of $\sup\limits_{f\in\Cal…
In cloud computing systems, assigning a job to multiple servers and waiting for the earliest copy to finish is an effective method to combat the variability in response time of individual servers. Although adding redundant replicas always…
This article introduces new methods for the analysis of cyclostationary time series with infinite variance. Traditional cyclostationary analysis, based on periodically correlated (PC) processes, relies on the autocovariance function (ACVF).…
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed distributions with infinite variance…
We consider a parallel server system with so-called cancel-on-completion redundancy. There are $n$ servers and multiple job classes $j$. An arriving class $j$ job consists of $d_j$ components, placed on a randomly selected subset of…
Connectionist temporal classification (CTC) is commonly adopted for sequence modeling tasks like speech recognition, where it is necessary to preserve order between the input and target sequences. However, CTC is only applied to…
We derive instance-dependent tail bounds for the regret of optimism-based reinforcement learning in finite-horizon tabular Markov decision processes with unknown transition dynamics. We first study a UCBVI-type (model-based) algorithm and…
We consider the {\em correlated knapsack orienteering} (CSKO) problem: we are given a travel budget $B$, processing-time budget $W$, finite metric space $(V,d)$ with root $\rho\in V$, where each vertex is associated with a job with possibly…
Modern latency-critical online services often rely on composing results from a large number of server components. Hence the tail latency (e.g. the 99th percentile of response time), rather than the average, of these components determines…
While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…
Compared to basic fork-join queues, a job in (n, k) fork-join queues only needs its k out of all n sub-tasks to be finished. Since (n, k) fork-join queues are prevalent in popular distributed systems, erasure coding based cloud storages,…
This paper presents two algorithms, AdaOFUL and VARA, for online sequential decision-making in the presence of heavy-tailed rewards with only finite variances. For linear stochastic bandits, we address the issue of heavy-tailed rewards by…
In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable $V$ satisfying the distributional equation $V\stackrel{\mathcal{D}}{=}f(V)$,…
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 consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…
This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality…
Motivated by distributed schedulers that combine the power-of-d-choices with late binding and systems that use replication with cancellation-on-start, we study the performance of the LL(d) policy which assigns a job to a server that…