output
19942026
Showing 2015 · math.PRShow all

21 papers · 2 filters

math.PR2015★ 9 cited

Long paths in first passage percolation on the complete graph I. Local PWIT dynamics

M. Eckhoff, J. Goodman, R. van der Hofstad +1

We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights, continuing the program initiated…

math.PR2015★ 6 cited

Long paths in first passage percolation on the complete graph II. Global branching dynamics

M. Eckhoff, J. Goodman, R. van der Hofstad +1

We study the random geometry of first passage percolation on the complete graph equipped with independent and identically distributed edge weights, continuing the program initiated…

math.PR2015★ 3 cited

A Tandem Fluid Network with Lévy Input in Heavy Traffic

David T. Koops, Onno J. Boxma, Michel R. H. Mandjes

In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of Lévy input, covering compound Poisson, -stab…

math.PR2015

Dominant poles and tail asymptotics in the critical Gaussian many-sources regime

A. J. E. M. Janssen, Johan S. H. van Leeuwaarden

The dominant pole approximation (DPA) is a classical analytic method to obtain from a generating function asymptotic estimates for its underlying coefficients. We apply DPA to a di…

math.PR2015★ 1 cited

Robust heavy-traffic approximations for service systems facing overdispersed demand

Britt W. J. Mathijsen, A. J. E. M. Janssen, Johan S. H. van Leeuwaarden +1

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. M…

math.PR2015

A queueing/inventory and an insurance risk model

Onno Boxma, Rim Essifi, Augustus J. E. M. Janssen

We study an M/G/1-type queueing model with the following additional feature. The server works continuously, at fixed speed, even if there are no service requirements. In the latter…

math.PR2015★ 38 cited

Universality of Load Balancing Schemes on Diffusion Scale

D. Mukherjee, S. C. Borst, J. S. H. van Leeuwaarden +1

We consider a system of parallel queues with identical exponential service rates and a single dispatcher where tasks arrive as a Poisson process. When a task arrives, the dispa…

math.PR2015★ 22 cited

Ising critical behavior of inhomogeneous Curie-Weiss models and annealed random graphs

Sander Dommers, Cristian Giardinà, Claudio Giberti +2

We study the critical behavior for inhomogeneous versions of the Curie-Weiss model, where the coupling constant for the edge on the complete graph is given by $J_{…

math.PR2015★ 9 cited

Approximate performance analysis of generalized join the shortest queue routing

Jori Selen, Ivo J. B. F. Adan, Stella Kapodistria

In this paper we propose a highly accurate approximate performance analysis of a heterogeneous server system with a processor sharing service discipline and a general job-size dist…

math.PR2015★ 26 cited

Steady-state analysis of shortest expected delay routing

Jori Selen, Ivo J. B. F. Adan, Stella Kapodistria +1

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Custom…

math.PR2015

Annealed central limit theorems for the Ising model on random graphs

Cristian Giardinà, Claudio Giberti, Remco van der Hofstad +1

The aim of this paper is to prove central limit theorems with respect to the annealed measure for the magnetization rescaled by of Ising models on random graphs. More pr…

math.PR2015

An extension of Hewitt's inversion formula and its application to fluctuation theory

E. S. Badila

We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem…

math.PR2015★ 6 cited

The multiplicative coalescent, inhomogeneous continuum random trees, and new universality classes for critical random graphs

Shankar Bhamidi, Remco van der Hofstad, Sanchayan Sen

One major open conjecture in the area of critical random graphs, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [2…

math.PR2015★ 8 cited

Reversibility and further properties of FCFS infinite bipartite matching

Ivo Adan, Ana Busic, Jean Mairesse +1

The model of FCFS infinite bipartite matching was introduced in caldentey-kaplan-weiss 2009. In this model there is a sequence of items that are chosen i.i.d. from $\mathcal{C}=\{c…

math.PR2015★ 3 cited

First passage percolation on the Newman-Watts small world model

Julia Komjathy, Viktoria Vadon

The Newman-Watts model is given by taking a cycle graph of n vertices and then adding each possible edge with probability for some constant.…

math.PR2015★ 12 cited

Mean-field behavior for nearest-neighbor percolation in

Robert Fitzner, Remco van der Hofstad

We prove that nearest-neighbor percolation in dimensions displays mean-field behavior by proving that the infrared bound holds, in turn implying the finiteness of the pe…

math.PR2015

Connectivity Threshold for random subgraphs of the Hamming graph

Lorenzo Federico, Remco van der Hofstad, Tim Hulshof

We study the connectivity of random subgraphs of the -dimensional Hamming graph , which is the Cartesian product of complete graphs on vertices. We sample the r…

math.PR2015★ 30 cited

Hitting times asymptotics for hard-core interactions on grids

Francesca R. Nardi, Alessandro Zocca, Sem C. Borst

We consider the hard-core model with Metropolis transition probabilities on finite grid graphs and investigate the asymptotic behavior of the first hitting time between its two max…

math.PR2015

Transient analysis of one-sided Lévy-driven queues

Nicos Starreveld, René Bekker, Michel Mandjes

In this paper we analyze the transient behavior of the workload process in a Lévy input queue. We are interested in the value of the workload process at a random epoch; this epoch…

math.PR2015★ 6 cited

The snowball effect of customer slowdown in critical many-server systems

Jori Selen, Ivo Adan, Vidyadhar Kulkarni +1

Customer slowdown describes the phenomenon that a customer's service requirement increases with experienced delay. In healthcare settings, there is substantial empirical evidence f…

math.PR2015

A bivariate risk model with mutual deficit coverage

Jevgenijs Ivanovs, Onno Boxma

We consider a bivariate Cramer-Lundberg-type risk reserve process with the special feature that each insurance company agrees to cover the deficit of the other. It is assumed that…