4 papers
Optimal Estimators for Heavy-Tailed Mean Estimation via Convex Analysis
Bart P. G. van Parys, Bert Zwart
We study optimal estimation of the location parameter of a distribution known only to lie in a symmetric moment class : the mean-zero distributions with bounded momen…
Robust Mean Estimation for Optimization: The Impact of Heavy Tails
Bart P. G. van Parys, Bert Zwart
We consider the problem of constructing a least conservative estimator of the expected value of a non-negative heavy-tailed random variable. We require that the probability of…
SIR on locally converging dynamic random graphs
Marta Milewska, Remco van der Hofstad, Bert Zwart
In this paper, we study the trajectory of a classic SIR epidemic on a family of dynamic random graphs of fixed size, whose set of edges continuously evolves over time. We set gener…
Extreme values for the waiting time in large fork-join queues
Dennis Schol, Maria Vlasiou, Bert Zwart
We prove that the scaled maximum steady-state waiting time and the scaled maximum steady-state queue length among -queues in the -server fork-join queue, converge t…