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20062024
most citedLarge graph limit for an SIR process in random network with heterogeneous connectivity

86 citations · 169 across the 25 of their papers we have counts for

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29 papers · 1 filter

math.PR2023

On the sub-additivity of stochastic matching

Pascal Moyal, Ana Busic, Jean Mairesse

We consider a stochastic matching model with a general compatibility graph, as introduced in \cite{MaiMoy16}. We prove that most common matching policies (including FCFM, prioritie…

math.PR2023

Online matching for the multiclass stochastic block model

Nahuel Soprano-Loto, Matthieu Jonckheere, Pascal Moyal

We consider the problem of sequential matching in a stochastic block model with several classes of nodes and generic compatibility constraints. When the probabilities of connection…

math.PR2022★ 3 cited

Perfect sampling of stochastic matching models with reneging

Thomas Masanet, Pascal Moyal

In this paper, we introduce a slight variation of the Dominated Coupling From the Past algorithm (DCFTP) of Kendall, for bounded Markov chains. It is based on the control of a (typ…

math.PR2021

Stability regions of systems with compatibilities, and ubiquitous measures on graphs

Jocelyn Begeot, Irène Marcovici, Pascal Moyal

This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constra…

math.PR2021★ 4 cited

Diffusive limits of Lipschitz functionals of Poisson measures

Eustache Besançon, Laure Coutin, Laurent Decreusefond +1

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. P…

math.PR2021

Markovian online matching algorithms on large bipartite random graphs

Mohamed Habib Aliou Diallo Aoudi, Pascal Moyal, Vincent Robin

In this paper, we present an approximation of the matching coverage on large bipartite graphs, for {\em local} online matching algorithms based on the sole knowledge of the remaini…

math.PR2020

A general stochastic matching model on multigraphs

Jocelyn Begeot, Irène Marcovici, Pascal Moyal +1

We extend the general stochastic matching model on graphs introduced in (Mairesse and Moyal, 2016), to matching models on multigraphs, that is, graphs with self-loops. The evolutio…

math.PR2020

Generalized max-weight policies in stochastic matching

Matthieu Jonckheere, Pascal Moyal, Claudia Ramírez +1

We consider a matching system where items arrive one by one at each node of a compatibility network according to Poisson processes and depart from it as soon as they are matched to…

math.PR2019

A stochastic matching model on hypergraphs

Youssef Rahmé, Pascal Moyal

Motivated by applications to a wide range of assemble-to-order systems, operations scheduling, healthcare systems and collaborative economy applications, we introduce a stochastic…

math.PR2019

Stability of Parallel Server Systems

Pascal Moyal, Ohad Perry

The fundamental problem in the study of parallel-server systems is that of finding and analyzing `good' routing policies of arriving jobs to the servers. It is well known that, if…

math.PR2018★ 3 cited

Stein's method for diffusive limit of queueing processes

Eustache Besançon, E Besanç On, Laurent Decreusefond +1

Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Br…

math.PR2018★ 4 cited

Loynes construction for the extended bipartite matching

Pascal Moyal, Ana Busic, Jean Mairesse

We propose an explicit construction of the stationary state of Extended Bipartite Matching (EBM) models, as defined in (Busic et. al., 2013). We use a Loynes-type backwards scheme…

math.PR2017

Coupling in the queue with impatience: case of several servers

Pascal Moyal

We present the explicit construction of a stable queue with several servers and impatient customers, under stationary ergodic assumptions. Using a stochastic comparison of the (mul…

math.PR2017★ 4 cited

A product form for the general stochastic matching model

Pascal Moyal, Ana Busic, Jean Mairesse

We consider a stochastic matching model with a general compatibility graph, as introduced in \cite{MaiMoy16}. We show that the natural necessary condition of stability of the syste…

math.PR2015

On the stability of a class of non-monotonic systems of parallel queues

Pascal Moyal

We investigate, under general stationary ergodic assumptions, the stability of systems of parallel queues in which any incoming customer joins the queue of the server having th…

math.PR2015

On the Instability of Matching Queues

Pascal Moyal, Ohad Perry

A matching queue is described via a graph together with a matching policy. Specifically, to each node in the graph there is a corresponding arrival process of items which can e…

math.PR2014

Stability of the stochastic matching model

Jean Mairesse, Pascal Moyal

We introduce and study a new model that we call the {\em matching model}. Items arrive one by one in a buffer and depart from it as soon as possible but by pairs. The items of a de…

math.PR2013★ 2 cited

A pathwise comparison result for parallel queues

Pascal Moyal

We introduce the appropriate framework for pathwise comparison of multiple server queues under general stationary ergodic assumptions. We show in what sense it is better to have mo…

math.PR2010★ 5 cited

A generalized backwards scheme for solving non monotonic stochastic recursions

Pascal Moyal

We propose an explicit construction of a stationary solution for a stochastic recursion of the form on a partially-ordered Polish space, when the monotonicity of …

math.PR2010★ 86 cited

Large graph limit for an SIR process in random network with heterogeneous connectivity

Laurent Decreusefond, Jean-Stéphane Dhersin, Pascal Moyal +1

We consider an SIR epidemic model propagating on a configuration model network, where the degree distribution of the vertices is given and where the edges are randomly matched. The…

math.PR2009★ 1 cited

Weak Solutions of stochastic recursions: an explicit construction

Pascal Moyal

We propose an explicit construction of the solution of a stationary stochastic recursion of the form on a semi-ordered Polish space, when the monotonicity of is…

math.PR2008

Stability of a processor sharing queue with varying throughput

Pascal Moyal

In this paper, we present a stability criterion for Processor Sharing queues, in which the throughput may depend on the number of customers in the system (in such cases such as int…

math.PR2008★ 1 cited

Construction of a stationary FIFO queue with impatient customers

Pascal Moyal

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be rege…

math.PR2007

Construction of a stationary queue with impatient customers

Pascal Moyal

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be rege…