相关论文: Tail asymptotics for monotone-separable networks

Time lags occur in a vast range of real-world dynamical systems due to finite reaction times or propagation speeds. Here we derive an analytical approach to determine the asymptotic stability of synchronous states in networks of coupled…

We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes…

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

We classify the possible behaviors of a class of one-dimensional stochastic recurrent growth models. In our main result, we obtain nearly optimal bounds for the tail of hitting times of some compact sets. If the process is an aperiodic…

We consider the FCFS G/G/n queue in the Halfin-Whitt regime, in the presence of heavy-tailed distributions (i.e. infinite variance). We prove that under minimal assumptions, i.e. only that processing times have finite 1 + epsilon moment and…

We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by their attribute types. Using stochastic approximation…

Randomized load-balancing algorithms play an important role in improving performance in large-scale networks at relatively low computational cost. A common model of such a system is a network of $N$ parallel queues in which incoming jobs…

Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…

Heavy-tailed networks, which have degree distributions characterised by slower than exponentially bounded tails, are common in many different situations. Some interesting cases, where heavy tails are characterised by inverse powers…

In the paper we propose some new class of functions which is used to construct tail index estimators. Functions from this new class is non-monotone in general, but presents a product of two monotone functions: the power function and the…

We consider systems that are well modelled as a networks that evolve in time, which we call {\it Moving Neighborhood Networks}. These models are relevant in studying cooperative behavior of swarms and other phenomena where emergent…

In asymptotic regimes, both in time and space (network size), the derivation of network capacity results is grossly simplified by brushing aside queueing behavior in non-Jackson networks. This simplifying double-limit model, however, lends…

In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…

This paper presents a mathematical model for the train dynamics in a mass-transit metro line system with one symmetrically operated junction. We distinguish three parts: a central part and two branches. The tracks are spatially discretized…

For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…

Two networks of queues models, presented initially by Jackson, in the open case, and Gordon and Newell, in the closed case, stochastic processes are presented and studied in some of their details and problems. The service times are…

The so-called partition function is a sample moment statistic based on blocks of data and it is often used in the context of multifractal processes. It will be shown that its behaviour is strongly influenced by the tail of the distribution…

For many real-life Bayesian networks, common knowledge dictates that the output established for the main variable of interest increases with higher values for the observable variables. We define two concepts of monotonicity to capture this…

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…