Related papers: Diffusion Approximations for $\text{Cox}/G_t/\inft…
We consider a set of flows passing through a set of servers. The injection rate into each flow is governed by a flow control that increases the injection rate when all the servers on the flow's path are empty and decreases the injection…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…
Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove,…
We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…
Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…
In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…
In this paper we are discussing the question how a continuous quantum system can be simulated by mean field fluctuations of a finite number of qubits. On the kinematical side this leads to a convergence result which states that…
We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate…
In a stochastic heat engine driven by a cyclic non-equilibrium protocol, fluctuations in work and heat give rise to a fluctuating efficiency. Using computer simulations and tools from large deviation theory, we have examined these…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
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…
This article is the first part of a two-fold study, the objective of which is the theoretical analysis and numerical investigation of new approximate corrector problems in the context of stochastic homogenization. We present here three new…
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…
Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their…
Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…
We consider a quantum system driven out of equilibrium via a small Hamiltonian perturbation. Building on the paradigmatic framework of linear response theory (LRT), we derive an expression for the full generating function of the dissipated…