Related papers: On Exponential Ergodicity of Multiclass Queueing N…
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…
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…
Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…
Stochastic volatility processes with heavy-tailed innovations are a well-known model for financial time series. In these models, the extremes of the log returns are mainly driven by the extremes of the i.i.d. innovation sequence which leads…
In this work, we derive a result of exponential stability for a coupled system of partial differential equations (PDEs) which governs a certain fluid-structure interaction. In particular, a three-dimensional Stokes flow interacts across a…
In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…
The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…
In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…
We present a theoretical study of the survival probability of a state initially prepared in the one-particle sector of a multi-qubit system. The motivation for our work is the ongoing laboratory development of multi-qubit platforms based on…
In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…
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…
The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
We are concerned with an $M/M$-type join the shortest queue ($M/M$-JSQ for short) with $k$ parallel queues for an arbitrary positive integer $k$, where the servers may be heterogeneous. We are interested in the tail asymptotic of the…
We develop link rate control policies to minimize the queueing delay of packets in overloaded networks. We show that increasing link rates does not guarantee delay reduction during overload. We consider a fluid queueing model that…
In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…
In this note, we analyze an abstract evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. We assume that the operator corresponding to the nondelayed part of the model generates an exponentially…
We provide new, mild conditions for strict stationarity and ergodicity of a class of BEKK processes. By exploiting that the processes can be represented as multivariate stochastic recurrence equations, we characterize the tail behavior of…
We establish the large deviation probabilities for the height of random recursive trees, revealing polynomial upper-tail decay and stretched-exponential lower-tail decay. Remarkably, the lower tail features an atypical prefactor that grows…
Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically,…