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Related papers: Strong approximation for the supermarket model

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In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

Probability · Mathematics 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…

Performance · Computer Science 2022-02-18 Michael Mitzenmacher , Matteo Dell'Amico

Mean-field limits have been used now as a standard tool in approximations, including for networks with a large number of nodes. Statistical inference on mean-filed models has attracted more attention recently mainly due to the rapid…

Statistics Theory · Mathematics 2024-11-21 Ioannis Lambadaris , Ahmed Sid-Ali , Wei Sun , Yiqiang Q. Zhao

We study a mutliscale jump process introduced in a work by Crudu, Debussche, Muller and Radulescu. Using an adequate coupling, we are able to prove the strong convergence, for the uniform topology, to a piecewise deterministic Markov…

Probability · Mathematics 2026-03-03 Baptiste Nicolas Huguet

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

Probability · Mathematics 2012-09-11 Yuri Kifer

The supermarket model is a system of $n$ queues each with serving rates $1$ and arrival rates $\lambda$ per vertex, where tasks will move on arrival to the shortest adjacent queue. We consider the supermarket model in the small $\lambda$…

Probability · Mathematics 2025-07-08 John Fernley , Balázs Gerencsér

In the supermarket model there are n queues, each with a unit rate server. Customers arrive in a Poisson process at rate \lambda n, where 0<\lambda <1. Each customer chooses d > 2 queues uniformly at random, and joins a shortest one. It is…

Probability · Mathematics 2007-12-14 Malwina J. Luczak , Colin McDiarmid

In the supermarket model, there are $n$ queues, each with a single server. Customers arrive in a Poisson process with arrival rate $\lambda n$, where $\lambda = \lambda (n) \in (0,1)$. Upon arrival, a customer selects $d=d(n)$ servers…

Probability · Mathematics 2012-01-27 Graham Brightwell , Malwina Luczak

We consider a join-the-shortest-queue model which is as follows. There are $K$ single FIFO servers and $M$ arrival processes. The customers from a given arrival process can be served only by servers from a certain subset of all servers. The…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii , Alexander A. Vladimirov

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

We consider the supermarket model in the usual Markovian setting where jobs arrive at rate $n \lambda_n$ for some $\lambda_n > 0$, with $n$ parallel servers each processing jobs in its queue at rate 1. An arriving job joins the shortest…

Probability · Mathematics 2020-06-09 Shankar Bhamidi , Amarjit Budhiraja , Miheer Dewaskar

We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…

Probability · Mathematics 2008-07-30 Aryeh Kontorovich , Anthony Brockwell

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

We prove upper and lower bounds for certain sums of products of fractional parts by using majoring and minorizing functions from Fourier analysis. In special cases the upper bounds are sharp if there exist counterexamples to the Littlewood…

Number Theory · Mathematics 2013-09-09 Thai Hoang Le , Jeffrey D. Vaaler

We consider online scheduling on multiple machines for jobs arriving one-by-one with the objective of minimizing the makespan. For any number of identical parallel or uniformly related machines, we provide a competitive-ratio approximation…

Data Structures and Algorithms · Computer Science 2013-03-11 Nicole Megow , Andreas Wiese

This work studies queues in a Euclidean space. Consider $N$ servers that are distributed uniformly in $[0,1]^d$. Customers arrive at the servers according to independent stationary processes. Upon arrival, they probabilistically decide…

Probability · Mathematics 2024-09-05 B. R. Vinay Kumar , Lasse Leskelä

We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…

Data Structures and Algorithms · Computer Science 2013-09-20 Sushant Sachdeva , Nisheeth Vishnoi

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly $b$ children, with $b \ge 3$. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the…

Probability · Mathematics 2009-07-29 Andrea Collevecchio

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Probability · Mathematics 2011-02-11 Mikhail Gordin , Magda Peligrad
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