Stochastic-Process Limits
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(only showing first 100 items - show all)- Inference for the limiting cluster size distribution of extreme values
- Topologies for hybrid solutions
- The Skorokhod problem in a time-dependent interval
- Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting
- Correlated continuous time random walks
- Queuing systems with semi-Markov flow in average and diffusion approximation schemes
- Heavy traffic analysis of maximum pressure policies for stochastic processing networks with multiple bottlenecks
- Heavy-traffic limits for waiting times in many-server queues with abandonment
- The \(G/GI/N\) queue in the Halfin-Whitt regime
- An invariance principle for sums and record times of regularly varying stationary sequences
- On the local times of stationary processes with conditional local limit theorems
- Functional law of the iterated logarithm for multi-server queues with batch arrivals and customer feedback
- A note on joint functional convergence of partial sum and maxima for linear processes
- Unit roots test: spatial model with long memory errors
- On directional derivatives of Skorokhod maps in convex polyhedral domains
- Zooming in on a Lévy process at its supremum
- Queueing systems with different service disciplines
- On the functional and local limit theorems for Markov modulated compound Poisson processes
- Functional limit theorems for a new class of non-stationary shot noise processes
- A tandem fluid network with Lévy input in heavy traffic
- A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems
- Clusters of extremes: modeling and examples
- Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the M₁-topology
- Occupation times of general Lévy processes
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
- Stability of linear EDF networks with resource sharing
- Hydrodynamic limit for a system of independent, sub-ballistic random walks in a common random environment
- On the instability of matching queues
- A blood bank model with perishable blood and demand impatience
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- On limit theory for Lévy semi-stationary processes
- Heavy-traffic limits for a single-server queue leading up to a critical point
- Zero-temperature dynamics in the dilute Curie-Weiss model
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes
- Poisson shot noise traffic model and approximation of significant functionals
- Operator fractional Brownian motion and martingale differences
- Joint functional convergence of partial sums and maxima for linear processes
- On functional limit theorems for the cumulative times in alternating renewal processes
- Central limit theorems for biased randomly trapped random walks on \(\mathbb{Z}\)
- Canonical RDEs and general semimartingales as rough paths
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- The critical greedy server on the integers is recurrent
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies
- Persistent random walks. II. Functional scaling limits
- Risk contagion under regular variation and asymptotic tail independence
- Scaling limits for sub-ballistic biased random walks in random conductances
- Persistence probabilities for stationary increment processes
- New characterizations of the S topology on the Skorokhod space
- Stabilizing performance in a service system with time-varying arrivals and customer feedback
- Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
- A Poisson limit for the departure process from a queue with many busy servers
- Advection-diffusion equation on a half-line with boundary Lévy noise
- Corrected mean-field model for random sequential adsorption on random geometric graphs
- Queues on a dynamically evolving graph
- Infinite horizon asymptotic average optimality for large-scale parallel server networks
- Persistence exponents for Gaussian random fields of fractional Brownian motion type
- A many-server fluid limit for the \(G_t/GI/s_t +GI\) queueing model experiencing periods of overloading
- Necessary conditions in limit theorems for cumulative processes.
- Heavy traffic analysis of open processing networks with complete resource pooling: asymptotic optimality of discrete review policies
- The steady-state distribution of the $M_t / M / \infty$ queue with a sinusoidal arrival rate function
- Heavy-traffic limits for queues with periodic arrival processes
- General rank-based estimation for regression single index models
- Limit theorems for coupled continuous time random walks.
- Queues in tandem with customer deadlines and retrials
- Congestion-based leadtime quotation and pricing for revenue maximization with heterogeneous customers
- Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
- Convergence in law to operator fractional Brownian motion of Riemann-Liouville type
- Stability analysis of a two-station cascade queueing network
- Limit theorems for one and two-dimensional random walks in random scenery
- Convergence of clock processes in random environments and ageing in the \(p\)-spin SK model
- Many-server diffusion limits for \(G/Ph/n+GI\) queues
- A note on a limit interchange for many-server queues
- Convergence to a Lévy process in the Skorohod \(\mathcal{M}_1\) and \(\mathcal{M}_2\) topologies for nonuniformly hyperbolic systems, including billiards with cusps
- Time-varying tandem queues with blocking: modeling, analysis, and operational insights via fluid models with reflection
- Sharing delay information in service systems: a literature survey
- Many-server Gaussian limits for overloaded non-Markovian queues with customer abandonment
- Discretization error for a two-sided reflected Lévy process
- An SPDE model for systemic risk with endogenous contagion
- Generalized signed-rank estimation for regression models with non-ignorable missing responses
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains
- Functional limit theorems for the Bouchaud trap model with slowly varying traps
- The random conductance model with heavy tails on nested fractal graphs
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution
- On discrete-time semi-Markov processes
- Discretization of the Lamperti representation of a positive self-similar Markov process
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
- Separation of timescales for the seed bank diffusion and its jump-diffusion limit
- Local stationarity in exponential last-passage percolation
- A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale
- Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps
- Limit theorems for Lévy flights on a 1D Lévy random medium
- At the mercy of the common noise: blow-ups in a conditional McKean-Vlasov problem
- Diffusion approximations in the online increasing subsequence problem
- A survey of parameter and state estimation in queues
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime
- On the many-server fluid limit for a service system with routing based on delayed information
- Robust estimation of single index models with responses missing at random
- Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
- Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling
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