Related papers: Large Deviations of Telecom Processes
The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…
We study expectation values of matrix elements for boundary values of the resolvent as well as the density of states for a random Schr\"odinger operator with potential distributed according to a Poisson process. Asymptotic expansions for…
In this work we study the one-dimensional contact process with diffusion using two different approaches to research the critical properties of this model: the supercritical series expansions and finite-size exact solutions. With special…
We investigate the depinning transition for driven interfaces in the random-field Ising model for various dimensions. We consider the order parameter as a function of the control parameter (driving field) and examine the effect of thermal…
Practical wireless networks are finite, and hence non-stationary with nodes typically non-homo-geneously deployed over the area. This leads to a location-dependent performance and to boundary effects which are both often neglected in…
We describe fluctuations in finite-size networks with a complex distribution of connections, $P(k)$. We show that the spectrum of fluctuations of the number of vertices with a given degree is Poissonian. These mesoscopic fluctuations are…
We study the asymptotic behavior of a size-marked point process of centers of large cells in a stationary and isotropic Poisson hyperplane mosaic in dimension $d \ge 2$. The sizes of the cells are measured by their inradius or their $k$th…
A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…
We study the large-volume asymptotics of the sum of power-weighted edge lengths $\sum_{e \in E}|e|^\alpha$ in Poisson-based spatial random networks. In the regime $\alpha > d$, we provide a set of sufficient conditions under which the upper…
This paper considers the Cram\'er-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a Poisson process, where the times they spend in the system form a sequence of…
We consider a multi-channel communication system under ALOHA and CSMA protocols, resepctively, in continuous time. We derive probabilistic formulas for the most important quantities: the numbers of sending attempts and the number of…
We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…
Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a credit crisis and quantify the losses that a bank may suffer in a large credit…
This paper presents a stochastic geometry model for the investigation of fundamental information theoretic limitations in wireless networks. We derive a new unified multi-parameter cut-set bound on the capacity of networks of arbitrary…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
This paper investigates the performance limits of differential power processing (DPP) and presents quantitative and systematic design guidelines for the selection and comparison of DPP topologies. A stochastic model is developed to evaluate…
We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.
In this paper, we study the characteristics of dominant interference power with directional reception in a random network modelled by a Poisson Point Process. Additionally, the Laplace functional of cumulative interference excluding the $n$…
We have random number of independent diffusion processes with absorption on boundaries in some region at initial time $t=0$. The initial numbers and positions of processes in region is defined by Poisson random measure. It is required to…
We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy…