Related papers: Exact asymptotics for fluid queues fed by multiple…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
Overload-induced cascading failures can cause extreme disruptions in a wide range of networked systems, such as power grids, transportation networks, or financial systems. Empirical studies across domains report that the size of such…
We consider a linear transport equation on the edges of a network with time-varying coefficients. Using methods for non-autonomous abstract Cauchy problems, we obtain well-posedness of the problem and describe the asymptotic profile of the…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
In the present paper, we study the evolution of an overloaded cyclic polling model that starts empty. Exploiting a connection with multitype branching processes, we derive fluid asymptotics for the joint queue length process. Under passage…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…
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…
Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of…
We present a new asymptotic strategy for general micro-macro models which analyze complex viscoelastic fluids governed by coupled multiscale dynamics. In such models, the elastic stress appearing in the macroscopic continuum equation is…
This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we…
Moist processes are among the most important drivers of atmospheric dynamics,and scale analysis and asymptotics are cornerstones of theoretical meteorology. Accounting for moist processes in systematic scale analyses therefore seems of…
We show that the energy required by a turbulent flow to displace a given amount of fluid through a straight duct in a given time interval can be reduced by modulating in time the pumping power. The control strategy is hybrid: it is passive,…
We study a minimal model of traffic flows in complex networks, simple enough to get analytical results, but with a very rich phenomenology, presenting continuous, discontinuous as well as hybrid phase transitions between a free-flow phase…
We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…
It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…
We independently assign a non-negative value, as a capacity for the quantity of flows per unit time, with a distribution F to each edge on the Z^d lattice. We consider the maximum flows through the edges of two disjoint sets, that is from a…
We study a queueing system with Erlang arrivals with $k$ phases and Erlang service with $m$ phases. Transition rates among phases vary periodically with time. For these systems, we derive the asymptotic periodic distribution of the level…
A wide range of techniques exist for extracting the dominant flow dynamics and features about steady, or periodic base flows. However, there have been limited efforts in extracting the dominant dynamics about unsteady, aperiodic base flow.…
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.)…