Related papers: Heavy Traffic Scaling Limits for Shortest Remainin…
We consider a connection-level model proposed by Massouli\'{e} and Roberts for bandwidth sharing among file transfer flows in a communication network. We study weighted proportionally fair sharing policies and establish explicit-form bounds…
It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
This paper studies the input queued switch operating under the MaxWeight algorithm when the arrivals are according to a Markovian process. We exactly characterize the heavy-traffic scaled mean sum queue length in the heavy-traffic limit,…
The dispersion of solute in porous media shows a non-linear increase in the transition from diffusion to advection dominated dispersion as the flow velocity is raised. In the past, the behavior in this intermediate regime has been explained…
The uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling…
In this paper we investigate Gaussian queues in the light-traffic and in the heavy-traffic regime. The setting considered is that of a centered Gaussian process $X\equiv\{X(t):t\in\mathbb R\}$ with stationary increments and variance…
It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…
We study the distributions of traveling length l and minimal traveling time t through two-dimensional percolation porous media characterized by long-range spatial correlations. We model the dynamics of fluid displacement by the convective…
We have studied experimentally transport properties in a slowly driven granular system which recently was shown to display self-organized criticality [Frette {\em et al., Nature} {\bf 379}, 49 (1996)]. Tracer particles were added to a pile…
We investigate the scaling limit of the seed bank diffusion when reproduction and migration (to and from the seed bank) happen on different time-scales. More precisely, we consider the case when migration is `slow' and reproduction is…
We report numerical simulations of a strongly biased diffusion process on a one-dimensional substrate with directed shortcuts between randomly chosen sites, i.e. with a small-world-like structure. We find that, unlike many other dynamical…
We study the asymptotic response time tail in the M/G/n multi-server queue with heavy-tailed (regularly varying) job sizes, a setting representative of modern computing workloads. For single-server systems, tail optimization is well…
We consider a class of open stochastic processing networks, with feedback routing and overlapping server capabilities, in heavy traffic. The networks we consider satisfy the so-called complete resource pooling condition and therefore have…
In this paper, we study the so-called intermediate disorder regime for a directed polymer in a random environment with heavy-tail. Consider a simple symmetric random walk $(S_n)_{n\geq 0}$ on $\mathbb{Z}^d$, with $d\geq 1$, and modify its…
Drift diffusion models (DDMs) have found widespread use in computational neuroscience and other fields. They model evidence accumulation in simple decision tasks as a stochastic process drifting towards a decision barrier. In models where…
The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…
We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…