Stochastic-Process Limits
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(only showing first 100 items - show all)- Editorial introduction: special issue on Gaussian queues
- Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
- A limit theorem for moving averages in the \(\alpha\)-stable domain of attraction
- Optimal rate for a queueing system in heavy traffic with superimposed on-off arrivals
- Limit theorems for sums of heavy-tailed variables with random dependent weights
- Many-server heavy-traffic limit for queues with time-varying parameters
- Asymptotic properties and numerical simulation of multidimensional Lévy walks
- Scaling limit for trap models on Z^d
- Processor sharing: a survey of the mathematical theory
- A large deviations principle for infinite-server queues in a random environment
- An alternative approach to heavy-traffic limits for finite-pool queues
- Power levy motion. II: Evolution
- Power levy motion. I: Diffusion
- Taking a break: the impact of rests on Lévy walks
- Evolution of a passive particle in a one-dimensional diffusive environment
- Optimal control of parallel server systems with many servers in heavy traffic
- The asymptotic variance rate of the output process of finite capacity birth-death queues
- An SPDE model for systemic risk with endogenous contagion
- On the weak convergence of subordinated systems
- Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
- A note on a limit interchange for many-server queues
- Contagious McKean-Vlasov problems with common noise: from smooth to singular feedback through hitting times
- Superdiffusive limits for deterministic fast-slow dynamical systems
- Boundary approximation for sticky jump-reflected processes on the half-line
- Limit theorem for sub-ballistic random walks in Dirichlet environment in dimension \(d \geq 3\)
- Sample-path large deviations for a class of heavy-tailed Markov-additive processes
- On the asymptotic optimality of the \(c\mu\)-rule in queueing networks
- Necessary and sufficient condition for \(\mathcal{M}_2\)-convergence to a Lévy process for billiards with cusps at flat points
- Computing Sensitivities for Distortion Risk Measures
- A fluid model for one-sided bipartite matching queues with match-dependent rewards
- Congestion-based leadtime quotation and pricing for revenue maximization with heterogeneous customers
- Queues in tandem with customer deadlines and retrials
- On Gaussian Markov processes and polya processes
- Multifractional Poisson process, multistable subordinator and related limit theorems
- Stochastic grey-box modeling of queueing systems: fitting birth-and-death processes to data
- Analyses of the Markov modulated fluid flow with one-sided ph-type jumps using coupled queues and the completed graphs
- On the Parisian ruin of the dual Lévy risk model
- Pathwise differentiability of reflected diffusions in convex polyhedral domains
- Poisson shot noise traffic model and approximation of significant functionals
- Joint functional convergence of partial sums and maxima for linear processes
- On functional limit theorems for the cumulative times in alternating renewal processes
- Skorokhod M₁ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
- Aging and sub-aging for one-dimensional random walks amongst random conductances
- Diffusion approximation for signaling stochastic networks
- \(\mathrm{G}/\mathrm{GI}/N (+ \mathrm{GI})\) queues with service interruptions in the Halfin-Whitt regime
- Limit theorems for queuing systems with regenerative doubly stochastic input flow
- Stability of parallel server systems
- On joint weak convergence of partial sum and maxima processes
- Nonlinear Markov processes in big networks
- On the Taylor expansion of value functions
- Robust filtering algorithm for Markov jump processes with high-frequency counting observations
- Renewal reward perspective on linear switching diffusion systems in models of intracellular transport
- Continuity and monotonicity of solutions to a greedy maximization problem
- Control of patient flow in emergency departments, or multiclass queues with deadlines and feedback
- On the marginal standard error rule and the testing of initial transient deletion methods
- Discrete-time trawl processes
- Generalized signed-rank estimation for regression models with non-ignorable missing responses
- Stabilizing performance in a single-server queue with time-varying arrival rate
- On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process
- Occupation times of general Lévy processes
- Spiking and collapsing in large noise limits of SDEs
- Existence of quasi-stationary distributions for downward skip-free Markov chains
- Sharing delay information in service systems: a literature survey
- Time-varying tandem queues with blocking: modeling, analysis, and operational insights via fluid models with reflection
- Central limit theorems for martingales-II: convergence in the weak dual topology
- Limit theorems for coupled continuous time random walks.
- Stability of overshoots of Markov additive processes
- Extended Mean Field Games with Singular Controls
- Critical branching processes in a sparse random environment
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Queueing models for patient-flow dynamics in inpatient wards
- Heavy-traffic limits for queues with periodic arrival processes
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
- Selfsimilar diffusions
- Reducing Response Time in Fork-Join Systems under Heavy Traffic Via Imbalance Control
- Heavy-traffic limits for nearly deterministic queues
- Modeling clusters of extreme values
- Heavy-traffic limits for stationary network flows
- Limit theorems for one and two-dimensional random walks in random scenery
- Asymptotics of partial sums of linear processes with changing memory parameter
- The snowball effect of customer slowdown in critical many-server systems
- Tail asymptotics for a Lévy-driven tandem queue with an intermediate input
- Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution
- Insight from the Kullback-Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension
- Weak convergence of multivariate partial maxima processes
- Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times
- Universality for critical heavy-tailed network models: metric structure of maximal components
- Distribution-free online change detection for low-rank images
- Semiflow selection to models of general compressible viscous fluids
- Fluid Limits for Multiclass Many-Server Queues with General Reneging Distributions and Head-of-the-Line Scheduling
- Coupled continuous time-random walks in quenched random environment
- A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
- Active spanning trees with bending energy on planar maps and SLE-decorated Liouville quantum gravity for \(\kappa>8\)
- Convergence and nonconvergence of scaled self-interacting random walks to Brownian motion perturbed at extrema
- Fluid limits of many-server queues with reneging
- Extended mean-field games with multidimensional singular controls and nonlinear jump impact
- Stationary limits of shot noise processes
- Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian
- Sub-exponential tail bounds for conditioned stable Bienaymé-Galton-Watson trees
- Stochastic chemical reaction networks with discontinuous limits and AIMD processes
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