Related papers: Large Deviations of Telecom Processes

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

We study the flow-level performance of random wireless networks. The locations of base stations (BSs) follow a Poisson point process. The number and positions of active users are dynamic. We associate a queue to each BS. The performance and…

We determine the large size limit of a network of interacting Hawkes Processes on an adaptive network. The flipping of the node variables is taken to have an intensity given by the mean-field of the afferent edges and nodes. The flipping of…

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…

The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…

For a finite set of points $P$ in $R^d$, the function $d_P: R^d \to R^+$ measures Euclidean distance to the set $P$. We study the number of critical points of $d_P$ when $P$ is a Poisson process. In particular, we study the limit behavior…

We prove that the long term distribution of the queue length process in an ergodic generalised Jackson network obeys the Large Deviation Principle with a deviation function given by the quasipotential. The latter is related to the unique…

An anomalous mean-field solution is known to capture the non trivial phase diagram of the Ising model in annealed complex networks. Nevertheless the critical fluctuations in random complex networks remain mean-field. Here we show that a…

We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activity in the financial markets and for the…

We introduce a general method, based on a mapping onto quantum mechanics, for investigating the large-T limit of the distribution P(r,T) of the nonlinear functional r[V] = (1/T)\int_0^T dT' V[X(T')], where V(X) is an arbitrary function of…

We establish a thermodynamic limit and Gaussian fluctuations for the height and surface width of the random interface formed by the deposition of particles on surfaces. The results hold for the standard ballistic deposition model as well as…

A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…

We present a simple model reproducing the long-range autocorrelations and the power spectrum of the web traffic. The model assumes the traffic as Poisson flow of files with size distributed according to the power-law. In this model the…

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

In this note we discuss the nature of gaps in the support of a discretely infinitely divisible distribution from the angle of compound Poisson laws/processes. The discussion is extended to infinitely divisible distributions on the…

We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…

We investigate the large order aspects of the delta-expansion under the estimation procession of the critical quantities. As illustrative examples, we revisit one-dimensional Ising model for the analytic study and two-dimensional square…

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…

The article obtains large deviation asymptotic for sub-critical communication networks modelled as signal-interference-noise-ratio(SINR) random networks. To achieve this, we define the empirical power measure and the empirical connectivity…