Some Useful Functions for Functional Limit Theorems
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(only showing first 100 items - show all)- Limit theorems for sums of heavy-tailed variables with random dependent weights
- A large deviations principle for infinite-server queues in a random environment
- An alternative approach to heavy-traffic limits for finite-pool queues
- On the weak convergence of subordinated systems
- Transformations in functional iterated logarithm laws and regular variation
- Fluid and heavy traffic diffusion limits for a generalized processor sharing model
- On Whitt's conjecture for queues in which service times and interarrival times depend linearly and randomly upon waiting times
- Heavy-traffic approximations for a layered network with limited resources
- Necessary and sufficient condition for \(\mathcal{M}_2\)-convergence to a Lévy process for billiards with cusps at flat points
- The Brownian approximation for rate-control throttles and the \(G/G/1/C\) queue
- Limit theorems for randomly stopped stochastic processes
- Limit theorems for coupled continuous time random walks.
- Approximation of fractional local times: zero energy and derivatives
- Queues with superposition arrival processes in heavy traffic
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
- Invariance principles for local times at the maximum of random walks and Lévy processes
- Sample path large deviations for Lévy processes and random walks with regularly varying increments
- GMM-based procedure for multiple hypotheses testing
- Sample-path analysis of processes with imbedded point processes
- Sample path large deviations and intree networks
- A multiclass closed queueing network with unconventional heavy traffic behavior
- A fundamental problem of hypothesis testing with finite inventory in e-commerce
- Finite source blocking systems with multi-level active and idle periods
- Many multivariate records
- Queues with service times and interarrival times depending linearly and randomly upon waiting times
- Dynamical attraction to stable processes
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS
- Tail measures and regular variation
- Heavy-traffic limits for waiting times in many-server queues with abandonment
- The tail process and tail measure of continuous time regularly varying stochastic processes
- On extreme values in open queueing networks
- Asymptotic Behaviour of an Integrated Video-Data Network
- Stochastic reaction-diffusion equations driven by jump processes
- Weighted sums of i.i.d. random variables attracted to integrals of stable processes
- Limit theorems for random walks
- Central limit theorems for \(k\)-nearest neighbour distances
- Near-critical bipartite configuration models and their associated intersection graphs
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Functional limit theorems for the Bouchaud trap model with slowly varying traps
- Entrance laws at the origin of self-similar Markov processes in high dimensions
- Approximations for the probability of ruin within finite time
- Asymptotic properties of prediction error estimators in approximate system identification
- Local asymptotic quadraticity of stochastic process models based on stopping times
- Univariate log-concave density estimation with symmetry or modal constraints
- Convergence to Lévy stable processes under some weak dependence conditions
- A central-limit-theorem version of L= W
- Windings of planar stable processes
- Integral functionals and the bootstrap for the tail empirical process
- Asymptotically optimal control of parallel tandem queues with loss
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- Extremes of censored and uncensored lifetimes in survival data
- Convergence to stable laws in the space D
- Fluid limits and diffusion approximations for networks of multi-server queues in heavy traffic
- Limit theorem for continuous-time random walks with two time scales
- Aging and sub-aging for Bouchaud trap models on resistance metric spaces
- Queuing models with Mittag-Leffler inter-event times
- Limit theorems for mixed max-sum processes with renewal stopping
- Limit theorems for Lévy flights on a 1D Lévy random medium
- Tagged particle fluctuations for TASEP with dynamics restricted by a moving wall
- Networks of infinite-server queues with nonstationary Poisson input
- Some invariance principles for stochastic processes and their inverse and supremum processes
- On discrete-time semi-Markov processes
- Change point estimation by local linear smoothing
- Treelike queueing networks: Asymptotic stationarity and heavy traffic
- Relating the waiting time in a heavy-traffic queueing system to the queue length
- Extremes of random variables observed in renewal times
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion
- The sticky Lévy process as a solution to a time change equation
- Langevin picture of Lévy walks and their extensions
- Stable Lévy motion approximation in collective risk theory
- The de Vylder-Goovaerts conjecture holds within the diffusion limit
- Weak convergence for generalized semi-Markov processes
- A cross-border market model with limited transmission capacities
- Sufficient conditions for functional-limit-theorem versions of \(L=\lambda W\)
- Strong approximations for multiclass feedforward queueing networks.
- Heavy-traffic extreme-value limits for queues
- Coalescences in continuous-state branching processes
- Cumulative record times in a Poisson process
- Central limit theorem for hitting times of functionals of Markov jump processes
- Mixed Poisson process with Pareto mixing variable and its risk applications
- Asymptotics for random functions moderated by dependent noise
- On the control of fork-join networks
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
- The Effect of Increasing Routing Choice on Resource Pooling
- A surveillance procedure for random walks based on local linear estimation
- Zooming in on a Lévy process at its supremum
- Diffusion approximations for Kumar-Seidman network under a priority service discipline
- Variables selection using \(\mathcal{L}_0\) penalty
- Central limit theorems for sequences of multiple stochastic integrals
- Diffusion approximations for open queueing networks with service interruptions
- Large deviations behavior of counting processes and their inverses
- Stable Lévy motion with values in the Skorokhod space: construction and approximation
- Storage-Limited Queues in Heavy Traffic
- Equivalence of functional limit theorems for stationary point processes and their Palm distributions
- Asymptotic minimax results for stochastic process families with critical points
- The Gorin-Shkolnikov identity and its random tree generalization
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model
- Limits of multiplicative inhomogeneous random graphs and Lévy trees: limit theorems
- Detection of stationary errors in multiple regressions with integrated regressors and cointegration
- The strong law of large numbers and a functional central limit theorem for general Markov additive processes
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