Related papers: An Extreme Value Theory Approach for Understanding…
An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
We study the heavy-traffic limit of the generalized switch operating under MaxWeight, without assuming that the CRP condition is satisfied and allowing for correlated arrivals. The main contribution of this paper is the steady-state mean of…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…
In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…
One of the main goal of extreme value analysis is to estimate the probability of rare events given a sample from an unknown distribution. The upper tail behavior of this distribution is described by the extreme value index. We present a new…
Traffic congestion at a signalized intersection greatly reduces the travel time reliability in urban areas. Adaptive signal control system (ASCS) is the most advanced traffic signal technology that regulates the signal phasing and timings…
In this paper we provide a connection between the geometrical properties of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the…
Accurate trajectory prediction of nearby vehicles is crucial for the safe motion planning of automated vehicles in dynamic driving scenarios such as highway merging. Existing methods cannot initiate prediction for a vehicle unless observed…
We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…
We consider a sequence $(\xi_n)_{n\ge1}$ of $i.i.d.$ random values living in the domain of attraction of an extreme value distribution. For such sequence, there exists $(a_n)$ and $(b_n)$, with $a_n>0$ and $b_n\in\ER$ for every $n\ge 1$,…
Promising technologies such as massive multiple-input and multiple-output, reconfigurable intelligent reflecting surfaces, non-terrestrial networks, millimetre wave communication, ultra-reliable lowlatency communication are envisioned as…
We analyze extremes of traffic flow profiles composed of traffic counts over a day. The data is essentially curves and determining which trajectory should be classified as extreme is not straight forward. To assess the extremes of the…
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.)…
In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…
By extending the extreme learning machine by additional control inputs, we achieved almost complete reproduction of bifurcation structures of dynamical systems. The learning ability of the proposed neural network system is striking in that…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…
We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a…
We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…