Related papers: Quadratic transportation cost in the conditional c…
In this paper we develop non-stationary martingale techniques for dependent data. We shall stress the non-stationary version of the projective Maxwell-Woodroofe condition, which will be essential for obtaining maximal inequalities and…
We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
We present a method for investigating the steady-state transport properties of one-dimensional correlated quantum systems. Using a procedure based on our analysis of finite-size effects in a related classical model (LC line) we show that…
A program for calculating the semi-classic transport coefficients is described. It is based on a smoothed Fourier interpolation of the bands. From this analytical representation we calculate the derivatives necessary for the transport…
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…
We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…
We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service…
We develop a method to estimate from data travel latency cost functions in multi-class transportation networks, which accommodate different types of vehicles with very different characteristics (e.g., cars and trucks). Leveraging our…
We examine the stationary--state equations for lattices with generalized Markovian dephasing and relaxation. When the Hamiltonian is quadratic, the single--particle correlation matrix has a closed system of equations even in the presence of…
The dynamics of electronic tunneling through a disordered 1D chain of finite length is considered. We calculate distributions of the transmission coefficient T, Wigner delay time and, $\tau_\phi$ and the transport time, $\tau_t=T\tau_\phi$.…
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…
We provide a new perturbation theorem for substochastic semigroups on abstract AL spaces extending Kato's perturbation theorem to non-densely defined operators. We show how it can be applied to piecewise deterministic Markov processes and…
We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…
Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
We consider transportation networks that are modeled by dynamic graphs, and introduce the possibility for traveling agents to use Backward Time-Travel (BTT) devices at any node to go back in time (to some extent, and with some appropriate…
In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…
We calculate the Landauer conductance through chaotic ballistic devices in the semiclassical limit, to all orders in the inverse number of scattering channels without and with a magnetic field. Families of pairs of entrance-to-exit…
We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…