相关论文: Strong approximation for the supermarket model

We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

Observable operator models (OOMs) offer a powerful framework for modelling stochastic processes, surpassing the traditional hidden Markov models (HMMs) in generality and efficiency. However, using OOMs to model infinite-dimensional…

We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…

An approximation of strategyproofness in large, two-sided matching markets is highly evident. Through simulations, one can observe that the percentage of agents with useful deviations decreases as the market size grows. Furthermore, there…

Supermarket models are a class of interesting parallel queueing networks with dynamic randomized load balancing and real-time resource management. When the parallel servers are subject to breakdowns and repairs, analysis of such a…

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

We consider the task of performing probabilistic inference with probabilistic logical models. Many algorithms for approximate inference with such models are based on sampling. From a logic programming perspective, sampling boils down to…

This paper investigates a partially observable queueing system with $N$ nodes in which each node has a dedicated arrival stream. There is an extra arrival stream to balance the load of the system by routing its customers to the shortest…

Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…

In this paper we establish strong embedding theorems, in the sense of the Komlos-Major-Tusnady framework, for the performance metrics of a general class of transitory queueing models of nonstationary queueing systems. The nonstationary and…

The goal of this paper is to highlight the almost sure central limit theorem for martingales to the control community and to show the usefulness of this result for the system identification of controllable ARX(p,q) process in adaptive…

We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…

We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with immigration with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem…

For a class of large closed Jackson networks submitted to capacity constraints, asymptotic independence of the nodes in normal traffic phase is proved at stationarity under mild assumptions, using a Local Limit Theorem. The limiting…

This paper derives the asymptotic behavior of realized power variation of pure-jump It\^{o} semimartingales as the sampling frequency within a fixed interval increases to infinity. We prove convergence in probability and an associated…