Related papers: Fork-join and redundancy systems with heavy-tailed…

In an overloaded FaaS cluster, individual worker nodes strain under lengthening queues of requests. Although the cluster might be eventually horizontally-scaled, adding a new node takes dozens of seconds. As serving applications are tuned…

Since the seminal work of Scarf (1958) [A min-max solution of an inventory problem, Studies in the Mathematical Theory of Inventory and Production, pages 201-209] on the newsvendor problem with ambiguity in the demand distribution, there…

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

In this paper, we consider how to provide fast estimates of flow-level tail latency performance for very large scale data center networks. Network tail latency is often a crucial metric for cloud application performance that can be affected…

According to the Consultative Committee for Space Data Systems (CCSDS) recommendation for TeleCommand (TC) synchronization and coding, the Communications Link Transmission Unit (CLTU) consists of a start sequence, followed by coded data,…

We study a class of scheduling problems, where each job is divided into a batch of unit-size tasks and these tasks can be executed in parallel on multiple servers with New-Better-than-Used (NBU) service time distributions. While many delay…

A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework contains several classical queueing network models, including generalized…

We consider a fixed-point equation for a non-negative integer-valued random variable, that appears in branching processes with state-independent immigration. A similar equation appears in the analysis of a single-server queue with a…

In this paper we consider sample path growth of superpositions of Ornstein--Uhlenbeck type processes (supOU). SupOU processes are stationary infinitely divisible processes defined as integrals with respect to a random measure. They allow…

High Performance Computing (HPC) systems rely on fixed user-provided estimates of job time limits. These estimates are often inaccurate, resulting in inefficient resource use and the loss of unsaved work if a job times out shortly before…

We consider the online problem of minimizing weighted flow-time on unrelated machines. Although much is known about this problem in the resource-augmentation setting, these results assume that jobs can be preempted. We give the first…

We study in this paper the problem of least absolute deviation (LAD) regression for high-dimensional heavy-tailed time series which have finite $\alpha$-th moment with $\alpha \in (1,2]$. To handle the heavy-tailed dependent data, we…

The natural world often follows a long-tailed data distribution where only a few classes account for most of the examples. This long-tail causes classifiers to overfit to the majority class. To mitigate this, prior solutions commonly adopt…

Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…

While deep learning models often achieve high predictive accuracy, their predictions typically do not come with any provable guarantees on risk or reliability, which are critical for deployment in high-stakes applications. The framework of…

We consider a system with $N$ parallel servers where incoming jobs are immediately replicated to, say, $d$ servers. Each of the $N$ servers has its own queue and follows a FCFS discipline. As soon as the first job replica is completed, the…

We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…

Multiserver jobs, which are jobs that occupy multiple servers simultaneously during service, are prevalent in today's computing clusters. But little is known about the delay performance of systems with multiserver jobs. We consider queueing…

The areas under workload process and under queuing process in a single server queue over the busy period have many applications not only in queuing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of…

We study the consistency and weak convergence of the conditional tail function and conditional Hill estimators under broad dependence assumptions for a heavy-tailed response sequence and a covariate sequence. Consistency is established…