13 papers
Parameter inference for partially observed branching processes
Simone Baldassarri, Michel Mandjes, Jiesen Wang
In this paper, we study an age-dependent branching process. In the simplest setting, the population is divided into two age groups, namely juveniles and adults. Our objective is to…
Analysis of a maximum-entropy based estimator for dynamic random graph models
Diego Garlaschelli, Michel Mandjes, Frank P. Pijpers +1
We study dynamic random graphs in which the set of nodes is fixed, but edges evolve over time according to an underlying stochastic mechanism. Using a maximum-entropy approach, we…
Infection models on dense dynamic random graphs
Simone Baldassarri, Peter Braunsteins, Frank den Hollander +1
We consider Susceptible-Infected-Recovered (SIR) models on dense dynamic random graphs, in which the joint dynamics of vertices and edges are co-evolutionary, i.e., they influence…
Lévy-driven queuing networks in multi-scale light and heavy traffic
Krzysztof Dȩbicki, Nikolai Kriukov, Michel Mandjes
We study a queueing network with a strictly upper-triangular routing matrix, where each column contains at most one non-negative entry, and the root node receives input from a spec…
Functional central limit theorem for subgraph counts in a dynamic random connection model
Rajat Subhra Hazra, Nikolai Kriukov, Michel Mandjes +1
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the c…
Functional limit theorems for Gaussian-fed queueing network in light and heavy traffic
Nikolai Kriukov, Krzysztof Dȩbicki, Michel Mandjes
We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process…