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Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
The effective usages of computational resources are a primary concern of up-to-date distributed applications. In this paper, we present a methodology to reason about resource usages (acquisition, release, revision, ...), and therefore the…
Sums of lognormal random variables (RVs) occur in many important problems in wireless communications especially in interferences calculation. Several methods have been proposed to approximate the lognormal sum distribution. Most of them…
In e-retail, order fulfillment speed has become one of the most important metrics affecting customer satisfaction. While common wisdom dictates that maintaining a large global fulfillment network maximizes efficiency via economies of scale,…
Lately, software development has become a predominantly online process, as more teams host and monitor their projects remotely. Sophisticated approaches employ issue tracking systems like Jira, predicting the time required to resolve issues…
Modern high-energy physics experiments collect data using dedicated complex multi-level trigger systems which perform an online selection of potentially interesting events. In general, this selection suffers from inefficiencies. A further…
Estimating the execution time of software components is often mandatory when evaluating the non-functional properties of software-intensive systems. This particularly holds for real-time embedded systems, e.g., in the context of industrial…
Log analysis and monitoring are essential aspects in software maintenance and identifying defects. In particular, the temporal nature and vast size of log data leads to an interesting and important research question: How can logs be…
We show the existence and effective computability of optimal winning strategies for request-response games in case the quality of a play is measured by the limit superior of the mean accumulated waiting times between requests and their…
The computation of a cyber-physical system's reaction to a stimulus typically involves the execution of several tasks. The delay between stimulus and reaction thus depends on the interaction of these tasks and is subject to timing…
Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…
This paper is about our attempt of identifying trade elasticities through the variations in the exchange rate, for possible applications to the case of services whose physical transactions are veiled in the trade statistics. The regression…
We derive some regularity estimates of the solution to a time fractional diffusion equation, that are useful for numerical analysis, and partially unravel the singularity structure of the solution with respect to the time variable.
Runtime verification consists in observing and collecting the execution traces of a system and checking them against a specification, with the objective of raising an error when a trace does not satisfy the specification. We consider…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…
Logarithmic growth-rates are fundamental observables for describing ecological systems and the characterization of their distributions with analytical techniques can greatly improve their comprehension. Here a neutral model based on a…
In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted…
The timed position of documents retrieved by learning to rank models can be seen as signals. Signals carry useful information such as drop or rise of documents over time or user behaviors. In this work, we propose to use the logic formalism…
Process mining supports the analysis of the actual behavior and performance of business processes using event logs. % such as, e.g., sales transactions recorded by an ERP system. An essential requirement is that every event in the log must…