Related papers: An Extreme Value Theory Approach for Understanding…
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,…
Backpressure (BP) control was originally used for packet routing in communications networks. Since its first application to network traffic control, it has undergone different modifications to tailor it to traffic problems with promising…
A collection of $k$ mobile agents is arbitrarily deployed in the edges of a directed torus network where agents perpetually move to the successor edge. Each node has a switch that allows one agent of the two incoming edges to pass to its…
We give a brief account of application of extreme value theory in dynamical systems by using perturbation techniques associated to the transfer operator. We will apply it to the baker's map and we will get a precise formula for the extremal…
In classical extreme value theory probabilities of extreme events are estimated assuming all the components of a random vector to be in a domain of attraction of an extreme value distribution. In contrast, the conditional extreme value…
Accurate prediction of traffic signal duration for roadway junction is a challenging problem due to the dynamic nature of traffic flows. Though supervised learning can be used, parameters may vary across roadway junctions. In this paper, we…
Recent work in decentralized, schedule-driven traffic control has demonstrated the ability to significantly improve traffic flow efficiency in complex urban road networks. However, in situations where vehicle volumes increase to the point…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
Improving road safety is hugely important with the number of deaths on the world's roads remaining unacceptably high; an estimated 1.35 million people die each year as a result of road traffic collisions (WHO, 2020). Current practice for…
Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…
In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…
The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…
In this paper, we introduce a versatile scheme for optimizing the arrival rates of quasi-reversible queueing systems. We first propose an alternative definition of quasi-reversibility that encompasses reversibility and highlights the…
Job submissions of parallel applications to production supercomputer systems will have to be carefully tuned in terms of the job submission parameters to obtain minimum response times. In this work, we have developed an end-to-end resource…
We explore the dependence structure in the sampled sequence of large networks. We consider randomized algorithms to sample the nodes and study extremal properties in any associated stationary sequence of characteristics of interest like…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
Motivated by examples from extreme value theory we introduce the general notion of a cluster process as a limiting point process of returns of a certain event in a time series. We explore general invariance properties of cluster processes…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…