3 citations · 4 across the 4 of their papers we have counts for
5 papers
Ergodic Control of Resource Sharing Networks: Lower Bound on Asymptotic Costs
Amarjit Budhiraja, Michael Conroy, Dane Johnson
Dynamic capacity allocation control for resource sharing networks (RSN) is studied when the networks are in heavy traffic. The goal is to minimize an ergodic cost with a linear hol…
Gumbel laws in the symmetric exclusion process
Michael Conroy, Sunder Sethuraman
We consider the symmetric exclusion particle system on starting from an infinite particle step configuration in which there are no particles to the right of a maximal…
Asymptotic Behavior of Stochastic Currents under Large Deviation Scaling with Mean Field Interaction and Vanishing Noise
Amarjit Budhiraja, Michael Conroy
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in whic…
Importance sampling for maxima on trees
Bojan Basrak, Michael Conroy, Mariana Olvera-Cravioto +1
We consider the distributional fixed-point equation: where the are i.i.d.~copies of , in…
Empirical Measure and Small Noise Asymptotics under Large Deviation Scaling for Interacting Diffusions
Amarjit Budhiraja, Michael Conroy
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual sourc…