144 citations · 680 across the 40 of their papers we have counts for
6 papers · 1 filter
The Limit of Stationary Distributions of Many-Server Queues in the Halfin-Whitt Regime
Reza Aghajani, Kavita Ramanan
We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is…
Intertwinings of beta-Dyson Brownian motions of different dimensions
Kavita Ramanan, Mykhaylo Shkolnikov
We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to…
Bounds on Lifting Continuous Markov Chains to Speed Up Mixing
Kavita Ramanan, Aaron Smith
It is often possible to speed up the mixing of a Markov chain on a state space by \textit{lifting}, that is, running a more efficient Markov ch…
A Skorokhod Map on Measure-Valued Paths with Applications to Priority Queues
Rami Atar, Anup Biswas, Haya Kaspi +1
The Skorokhod map on the half-line has proved to be a useful tool for studying processes with non-negativity constraints. In this work we introduce a measure-valued analog of this…
On directional derivatives of Skorokhod maps in convex polyhedral domains
David Lipshutz, Kavita Ramanan
The study of both sensitivity analysis and differentiability of the stochastic flow of a reflected process in a convex polyhedral domain is challenging because the dynamics are dis…
Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems
Paul Dupuis, Kavita Ramanan, Wei Wu
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz co…