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We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We study the properties of the level statistics of 1D disordered systems with long-range spatial correlations. We find a threshold value in the degree of correlations below which in the limit of large system size the level statistics…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Linear diffusion processes serve as canonical continuous-time models for dynamic decision-making under uncertainty. These systems evolve according to drift matrices that specify the instantaneous rates of change in the expected system…
We investigate the process of random sequential adsorption of polydisperse particles whose size distribution exhibits a power-law dependence in the small size limit, $P(R)\sim R^{\alpha-1}$. We reveal a relation between pattern formation…
We consider a system with several job types and two parallel server pools. Within the pools the servers are homogeneous, but across pools possibly not in the sense that the service speed of a job may depend on its type as well as the server…
We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…
Natural language data follows a power-law distribution, with most knowledge and skills appearing at very low frequency. While a common intuition suggests that reweighting or curating data towards a uniform distribution may help models…
The spreading of evolutionary novelties across populations is the central element of adaptation. Unless population are well-mixed (like bacteria in a shaken test tube), the spreading dynamics not only depends on fitness differences but also…
Abrupt transitions are a central concern in climate and ecological research, and may arise when critical thresholds known as tipping points are crossed. However, previous work has shown that finite-time overshoots of tipping points can be…
External and internal factors may cause a system's parameter to vary with time before it stabilizes. This drift induces a regime shift when the parameter crosses a bifurcation. Here, we study the case of an infinite dimensional system: a…
We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…
Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…
We give the first polynomial-time approximation scheme (PTAS) for the stochastic load balancing problem when the job sizes follow Poisson distributions. This improves upon the 2-approximation algorithm due to Goel and Indyk (FOCS'99).…
Dislocation systems exhibit well known scaling properties such as the Taylor relationship between flow stress and dislocation density, and the "law of similitude" linking the flow stress to the characteristic wavelength of dislocation…
Taylor's law is the footprint of ecosystems, which admits a power function relationship $S^{2}=am^{b}$ between the variance $S^{2}$ and mean number $m$ of organisms in an area. We examine the distribution of spatial coordinate data of seven…
For a class of uncertain systems, a non-overshooting sliding mode control is presented to make them globally exponentially stable and without overshoot. Even when the unknown stochastic disturbance exists, and the time-variant reference…
Offloading of cellular traffic through a wireless local area network (WLAN) is theoretically evaluated. First, empirical data sets of the locations of WLAN internet access points are analyzed and an inhomogeneous Poisson process consisting…
Diffusion of information in networks is at the core of many problems in AI. Common examples include the spread of ideas and rumors as well as marketing campaigns. Typically, information diffuses at a non-linear rate, for example, if markets…
Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…