X. Chen

collaborators

2 papers

math.PR2012

Two-parameter Sample Path Large Deviations for Infinite Server Queues

J. Blanchet, X. Chen, H. Lam

Let $Q_{λ} (t, y)$ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $λ > 0$ . In the presence…

math.PR2007

Large Deviations for Riesz Potentials of Additive Processes

R. Bass, X. Chen, J. Rosen

We study functionals of the form \[ζ_{t}=\int_0^{t}...\int_0^{t} | X_1(s_1)+...+ X_p(s_p)|^{-σ}ds_1... ds_p\] where $X_{1} (t), ..., X_{p} (t)$ are i.i.d. $d$ -dimensional symmetric stable…