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We study point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the extremes of these random walks. We show convergence of the maximum random walk to the Gumbel distribution under the…

Probability · Mathematics 2020-11-10 Johannes Heiny , Thomas Mikosch , Jorge Yslas

We study, by numerical simulations and semi-rigorous arguments, a two-parameter family of convex, two-dimensional billiard tables, generalizing the one-parameter class of oval billiards of Benettin--Strelcyn [Phys. Rev. A 17, 773 (1978)].…

Chaotic Dynamics · Physics 2013-02-07 Péter Bálint , Miklós Halász , Jorge Hernández-Tahuilán , David P. Sanders

We consider two-stage tandem queueing systems with one dedicated server in each station and a flexible server that can serve both stations. We assume exponential service times, linear holding costs accrued by jobs present in the system, and…

Systems and Control · Computer Science 2019-04-12 Ioannis Papachristos , Dimitrios G. Pandelis

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Probability · Mathematics 2007-05-23 Rami Atar

We introduce a Bayesian nonparametric regression model for data with multiway (tensor) structure, motivated by an application to periodontal disease (PD) data. Our outcome is the number of diseased sites measured over four different tooth…

Applications · Statistics 2019-02-01 Eric F. Lock , Dipankar Bandyopadhyay

The weighted $k$-server is a variant of the $k$-server problem, where the cost of moving a server is the server's weight times the distance through which it moves. The problem is famous for its intriguing properties and for evading standard…

Data Structures and Algorithms · Computer Science 2025-10-28 Adithya Bijoy , Ankit Mondal , Ashish Chiplunkar

The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

In a previous analysis the problem of "zero-inflated" time data (caused by high frequency trading in the electronic order book) was handled by left-truncating the inter-arrival times. We demonstrated, using rigorous statistical methods,…

Statistical Finance · Quantitative Finance 2020-12-22 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

Transport properties of disordered electron system can be characterized by the conductance, Lyapunov exponent, or level spacing. Two additional parameters, $K_{11}$ and $\gamma $ were introduced recently which measure the non-homogeneity of…

Disordered Systems and Neural Networks · Physics 2015-03-17 P. Markos

In this article, we study fluctuations of the volume of a stable sausage defined via a $d$-dimensional rotationally invariant $\alpha$-stable process. As the main results, we establish a functional central limit theorem (in the case when…

Probability · Mathematics 2020-12-15 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

We study how an e-commerce firm should make real-time fulfillment decisions in a two-layer distribution network when multi-item customer orders arrive sequentially and future demand is unknown. The central managerial tension is whether to…

Machine Learning · Computer Science 2026-05-26 Xi Chen , Yuze Chen , Ziyi Chen , Yuan Zhou

We apply the Weibull distribution -- a two-parameter family from extreme-value theory -- as a diagnostic framework for element-wise weight magnitude distributions in transformers. At initialization, i.i.d. Gaussian weights give |w| ~…

Machine Learning · Computer Science 2026-05-20 Tiexin Ding

The Griffiths phase in systems with quenched disorder occurs below the ordering transition of the pure system down to the ordering transition of the actual disordered system. While it does not exhibit long-range order, large fluctuations in…

Disordered Systems and Neural Networks · Physics 2024-11-14 Lambert Münster , Alexander K. Hartmann , Martin Weigel

We explore a novel theoretical model for studying the performance of distributed storage management systems where the data-centers have limited capacities (as compared to storage space requested by the users). Prior schemes such as…

Data Structures and Algorithms · Computer Science 2012-06-19 Ankur Sahai

We study numerically the ordering process of two very simple dynamical models for a two-state variable on several topologies with increasing levels of heterogeneity in the degree distribution. We find that the zero-temperature Glauber…

Statistical Mechanics · Physics 2009-11-11 Claudio Castellano , Vittorio Loreto , Alain Barrat , Federico Cecconi , Domenico Parisi

In this paper, we discuss an interesting but challenging bilateral stochastically matching problem: A more general matched queue with matching batch pair (m, n) and two types (i.e., types A and B) of impatient customers, where the arrivals…

Probability · Mathematics 2021-03-22 Heng-Li Liu , Quan-Lin Li , Chi Zhang

We consider the obnoxious facility location problem (in which agents prefer the facility location to be far from them) and propose a hierarchy of distance-based proportional fairness concepts for the problem. These fairness axioms ensure…

Computer Science and Game Theory · Computer Science 2024-11-08 Alexander Lam , Haris Aziz , Bo Li , Fahimeh Ramezani , Toby Walsh

A service system with multiple types of arriving customers is considered. There is an infinite number of homogeneous servers. Multiple customers can be placed for simultaneous service into one server, subject to general packing constraints.…

Probability · Mathematics 2020-11-23 Alexander Stolyar , Yuan Zhong

A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…

Probability · Mathematics 2023-01-31 Laura Eslava , Bas Lodewijks , Marcel Ortgiese

We investigate the susceptibility of long-range ordered phases of two-dimensional dry aligning active matter to population disorder, taken in the form of a distribution of intrinsic individual chiralities. Using a combination of…

Soft Condensed Matter · Physics 2021-12-15 Bruno Ventejou , Hugues Chaté , Raul Montagne , Xia-qing Shi