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This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

概率论 · 数学 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We generalize Taylor's theorem by introducing a stochastic formulation based on an underlying Poisson point process model. We utilize this approach to propose a novel non-linear regression framework and perform statistical inference of the…

统计方法学 · 统计学 2025-08-07 Weichao Wu , Athanasios C. Micheas

We present a limited empirical study of scaling laws for transfer learning in transformer models. More specifically, we examine a scaling law that incorporates a "transfer gap" term, indicating the effectiveness of pre-training on one…

机器学习 · 计算机科学 2024-09-02 Matthew Barnett

In random access protocols, the service rate depends on the number of stations with a packet buffered for transmission. We demonstrate via numerical analysis that this state-dependent rate along with the consideration of Poisson traffic and…

网络与互联网体系结构 · 计算机科学 2014-05-23 Cristina Cano , David Malone

In a family of random variables, Taylor's law or Taylor's power law offluctuation scaling is a variance function that gives the variance $\sigma^{2}>0$ of a random variable (rv) $X$ with expectation $\mu >0$ as a powerof $\mu$: $\sigma…

概率论 · 数学 2022-08-10 Joel E. Cohen , Thierry E Huillet

A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routing choices) form a tree (in…

概率论 · 数学 2014-03-28 Alexander Stolyar

The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based on distributional perturbations. Conceptually, our stability…

机器学习 · 统计学 2024-05-07 Jose Blanchet , Peng Cui , Jiajin Li , Jiashuo Liu

The paper considers a queueing system with limited processor sharing. No more than n jobs may be served simultaneously. This system may be used for modeling bandwidth sharing in wireless communication systems and processes of service in…

应用统计 · 统计学 2022-02-24 M. S. Alencar , A. G. Tatashev , O. V. Seleznjev , M. V. Yashina

We consider a system of $N$ parallel queues with identical exponential service rates and a single dispatcher where tasks arrive as a Poisson process. When a task arrives, the dispatcher always assigns it to an idle server, if there is any,…

概率论 · 数学 2016-12-14 D. Mukherjee , S. C. Borst , J. S. H. van Leeuwaarden , P. A. Whiting

The Tweedie generalized linear models are commonly applied in the insurance industry to analyze semicontinuous claim data. For better prediction of the aggregated claim size, the mean and dispersion of the Tweedie model are often estimated…

统计方法学 · 统计学 2024-05-27 Yuwen Gu

We consider large-scale service systems with multiple customer classes and multiple server pools; interarrival and service times are exponentially distributed, and mean service times depend both on the customer class and server pool. It is…

概率论 · 数学 2014-08-05 Alexander Stolyar , Elena Yudovina

Task replication has recently been advocated as a practical solution to reduce latencies in parallel systems. In addition to several convincing empirical studies, some others provide analytical results, yet under some strong assumptions…

性能 · 计算机科学 2016-02-26 Felix Poloczek , Florin Ciucu

Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…

概率论 · 数学 2009-11-04 Piotr Milos

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…

物理与社会 · 物理学 2011-04-25 D. D. Han , J. H. Qian , Y. G. Ma

While scaling laws provide a reliable methodology for predicting train loss across compute scales for a single data distribution, less is known about how these predictions should change as we change the distribution. In this paper, we…

机器学习 · 计算机科学 2024-11-21 David Brandfonbrener , Nikhil Anand , Nikhil Vyas , Eran Malach , Sham Kakade

We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…

统计力学 · 物理学 2013-11-25 Rudro R. Biswas , Pabitra N. Sen

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

概率论 · 数学 2022-07-14 Yun Li , Longjie Xie

Taylor's fluctuation scaling (FS) has been observed in many natural and man-made systems revealing an amazing universality of the law. Here we give strong theoretical foundations for the origins and abundance of Taylor's FS in different…

物理与社会 · 物理学 2015-05-14 Agata Fronczak , Piotr Fronczak

We introduce $p$-uniformity to characterize the scaling of density fluctuations in spatial random systems in $\mathbb{R}^d$, ranging from hyperfluctuation to stealthy hyperuniformity. Our central theorem establishes sufficient conditions to…

概率论 · 数学 2026-05-22 Luca Lotz , Michael A. Klatt

The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…

概率论 · 数学 2021-09-23 Manuel Alberto M. Ferreira