Related papers: An Extreme Value Theory Approach for Understanding…

Motivated by emerging applications in online matching platforms and marketplaces, we study a matching queue. Customers and servers that arrive in a matching queue depart as soon as they are matched. While state-dependent control is an…

Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…

An extreme event is a sudden and violent change in the state of a nonlinear system. In fluid dynamics, extreme events can have adverse effects on the system's optimal design and operability, which calls for accurate methods for their…

We consider a switch operating under the MaxWeight scheduling algorithm, under any traffic pattern such that all the ports are loaded. This system is interesting to study since the queue lengths exhibit a multi-dimensional state-space…

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…

This paper presents the results of a new deep learning model for traffic signal control. In this model, a novel state space approach is proposed to capture the main attributes of the control environment and the underlying temporal traffic…

For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…

Developments in sensor technologies, especially emerging connected and autonomous vehicles, facilitate better queue length (QL) measurements on signalized intersection approaches in real time. Currently there are very limited methods that…

We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…

The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…

In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk levels. This work provides tools to include directional…

This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.

A proper channel modeling methodology that characterizes the statistics of extreme events is key in the design of a system at an ultra-reliable regime of operation. The strict constraint of ultra-reliability corresponds to the packet error…

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, infinitely divisible stochastic processes. The model for…

Understanding treatment effects in extreme regimes is important for characterizing risks associated with different interventions. This is hindered by the unavailability of counterfactual outcomes and the rarity and difficulty of collecting…

Due to urbanization and the increase of individual mobility, in most metropolitan areas around the world congestion and inefficient traffic management occur. Highly necessary intelligent traffic control systems, which are able to reduce…

Extreme events that arise spontaneously in chaotic dynamical systems often have an adverse impact on the system or the surrounding environment. As such, their mitigation is highly desirable. Here, we introduce a novel control strategy for…

Diversity schemes play a vital role in improving the performance of ultra-reliable communication systems by transmitting over two or more communication channels to combat fading and co-channel interference. Determining an appropriate…