Related papers: Large Deviations of Telecom Processes
We consider the short time behaviour of stochastic systems affected by a stochastic volatility evolving at a faster time scale. We study the asymptotics of a logarithmic functional of the process by methods of the theory of homogenisation…
This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…
In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general c\`{a}dl\`{a}g stochastic background process. To prove a large…
We propose and prove a theorem that allows the calculation of a class of functionals on Poisson point processes that have the form of expected values of sum-products of functions. In proving the theorem, we present a variant of the…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
We use a discrete-time formulation to study the asymmetric avalanche process [Phys. Rev. Lett. vol. 87, 084301 (2001)] on a finite ring and obtain an exact expression for the average avalanche size of particles as a function of toppling…
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…
Inspired by reliability issues in electric transmission networks, we use a probabilistic approach to study the occurrence of large failures in a stylized cascading failure model. In this model, lines have random capacities that initially…
This study investigates the suitability of the annealed approximation in high-dimensional systems characterized by dense networks with quenched link disorder, employing models of coupled oscillators. We demonstrate that dynamic equations…
Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…
Process tensors are quantum combs describing the evolution of open quantum systems through multiple steps of a quantum dynamics. While there is more than one way to measure how different two processes are, special care must be taken to…
In the analysis of large random wireless networks, the underlying node distribution is almost ubiquitously assumed to be the homogeneous Poisson point process. In this paper, the node locations are assumed to form a Poisson clustered…
Complex networks, modeled as large graphs, received much attention during these last years. However, data on such networks is only available through intricate measurement procedures. Until recently, most studies assumed that these…
This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.
A trajectorial large deviation principle is established in a mean field thermodynamic limit for a multiclass loss network with diminishing rates, which may have several stable equilibria. The large deviation limit is identified as a unique…
We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…