Related papers: Gate--Level Statistical Timing Analysis: Exact Sol…
The block maxima method is a classical and widely applied statistical method for time series extremes. It has recently been found that respective estimators whose asymptotics are driven by empirical means can be improved by using sliding…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
We consider a stochastic, dynamic runway scheduling problem involving aircraft landings on a single runway. Sequencing decisions are made with knowledge of the estimated arrival times (ETAs) of all aircraft due to arrive at the airport, and…
This paper is concerned with fault estimation in a class of nonlinear fractional order systems using a new super twisting algorithm based second order step by step sliding mode observer. Since the existing sliding mode observers are…
In VLSI chip design flow, Static Timing Analysis (STA) is used for fast and accurate analysis of data-path delay. This process is fast because delay is picked from Look Up Tables (LUT) rather than conventional SPICE simulations. But…
This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…
We consider numerical schemes for computing the linear response of steady-state averages of stochastic dynamics with respect to a perturbation of the drift part of the stochastic differential equation. The schemes are based on Girsanov's…
It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…
We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…
Stochastic search algorithms are among the most sucessful approaches for solving hard combinatorial problems. A large class of stochastic search approaches can be cast into the framework of Las Vegas Algorithms (LVAs). As the run-time…
We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained…
Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…
Static source code analysis is a powerful tool for finding and fixing bugs when deployed properly; it is, however, all too easy to deploy it in a way that looks good superficially, but which misses important defects, shows many false…
We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop…
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…
Robustness is as important as efficiency in air transportation. All components in the air traffic system are connected to form an interactive network. So, a disturbance that occurs in one component, for example, a severe delay at an…
This paper studies fixed step-size stochastic approximation (SA) schemes, including stochastic gradient schemes, in a Riemannian framework. It is motivated by several applications, where geodesics can be computed explicitly, and their use…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…