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This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space:…

Probability · Mathematics 2007-05-23 Marc Lelarge

Metrics for rigorously defining a distance between two events have been used to study the properties of the dataspace manifold of particle collider physics. The probability distribution of pairwise distances on this dataspace is unique with…

High Energy Physics - Phenomenology · Physics 2025-03-07 Andrew J. Larkoski

Recently, a number of physical models has emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a…

Statistical Mechanics · Physics 2023-04-25 Freddy Bouchet , Roger Tribe , Oleg Zaboronski

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Consider a random walk in random environment on a supercritical Galton--Watson tree, and let $\tau_n$ be the hitting time of generation $n$. The paper presents a large deviation principle for $\tau_n/n$, both in quenched and annealed cases.…

Probability · Mathematics 2011-01-11 Elie Aidekon

Stochastic inference on Lie groups plays a key role in state estimation problems such as; inertial navigation, visual inertial odometry, pose estimation in virtual reality, etc. A key problem is fusing independent concentrated Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Yixiao Ge , Pieter van Goor , Robert Mahony

In the literature, quite a few measures have been proposed for quantifying the deviation of a probability distribution from symmetry. The most popular of these skewness measures are based on the third centralized moment and on quantiles.…

Statistics Theory · Mathematics 2019-08-23 Andreas Eberl , Bernhard Klar

We study the problem of generating a hyperplane tessellation of an arbitrary set $T$ in $\mathbb{R}^n$, ensuring that the Euclidean distance between any two points corresponds to the fraction of hyperplanes separating them up to a…

Probability · Mathematics 2022-01-17 Sjoerd Dirksen , Shahar Mendelson , Alexander Stollenwerk

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian…

Probability · Mathematics 2007-05-23 Michel Mandjes , Miranda van Uitert

We explore the effect of noise on the ballistic graphene-based small Josephson junctions in the framework of the resistively and capacitively shunted model. We use the non-sinusoidal current-phase relation specific for graphene layers…

Mesoscale and Nanoscale Physics · Physics 2017-02-07 Claudio Guarcello , Davide Valenti , Bernardo Spagnolo , Vincenzo Pierro , Giovanni Filatrella

This research investigates flight delay trends by examining factors such as departure time, airline, and airport. It employs regression machine learning methods to predict the contributions of various sources to delays. Time-series models,…

Machine Learning · Computer Science 2024-08-07 Aravinda Jatavallabha , Jacob Gerlach , Aadithya Naresh

It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…

Statistical Mechanics · Physics 2026-01-21 Wanli Wang , Kaixin Zhang , Yuda Cheng

In this paper, with the aid of the mathematical tool of stochastic geometry, we introduce analytical and computational frameworks for the distribution of three different definitions of delay, i.e., the time that it takes for a user to…

Information Theory · Computer Science 2021-12-28 Fadil Habibi Danufane , Marco Di Renzo

Time delays between lensed multiple images have been known to provide an interesting probe of the Hubble constant, but such application is often limited by degeneracies with the shape of lens potentials. We propose a new statistical…

Astrophysics · Physics 2008-11-26 Masamune Oguri

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…

Other Computer Science · Computer Science 2021-11-19 Sang Hyun Kim , Eric Feron

In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…

Systems and Control · Computer Science 2015-11-13 Kooktae Lee , Raktim Bhattacharya

A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…

Methodology · Statistics 2019-07-01 Boya Zhang , D. Austin Cole , Robert B. Gramacy

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring…

Probability · Mathematics 2022-10-21 Niels B. Kammerer , Wolfgang Stummer

In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…

Statistics Theory · Mathematics 2019-07-25 Behzad Mahmoudian

In astronomical observations, the estimation of distances from parallaxes is a challenging task due to the inherent measurement errors and the non-linear relationship between the parallax and the distance. This study leverages ideas from…

Methodology · Statistics 2025-11-05 Soham Ghosh , Uttaran Chatterjee , Jyotishka Datta