相关论文: Sample path large deviations for multiclass feedfo…

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…

We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding…

Weights initialization in deep neural networks have a strong impact on the speed of converge of the learning map. Recent studies have shown that in the case of random initializations, a chaos/order phase transition occur in the space of…

In this paper, we investigate a deep learning method for predicting path-dependent processes based on discretely observed historical information. This method is implemented by considering the prediction as a nonparametric regression and…

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…

We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

We study the effects of mobility on two crucial characteristics in multi-scale dynamic networks: percolation and connection times. Our analysis provides insights into the question, to what extent long-time averages are well-approximated by…

The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…

The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…

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 paper we show that in a multiclass Markovian network with unit rate servers, the condition that the average load $\rho$ at every server is less than unity is indeed sufficient for the stability or positive recurrence for \emph{any}…

We consider a multihop wireless system. There are multiple source-destination pairs. The data from a source may have to pass through multiple nodes. We obtain a channel scheduling policy which can guarantee end-to-end mean delay for the…

For the M/M/1+M model at the law-of-large-numbers scale, the long run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large…

We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in…