7 papers
Lévy-driven queuing networks in multi-scale light and heavy traffic
Krzysztof Dȩbicki, Nikolai Kriukov, Michel Mandjes
We study a queueing network with a strictly upper-triangular routing matrix, where each column contains at most one non-negative entry, and the root node receives input from a spec…
Extremes of Brownian Decision Trees
Krzysztof Dȩbicki, Pavel Ievlev, Nikolai Kriukov
We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which w…
Functional central limit theorem for subgraph counts in a dynamic random connection model
Rajat Subhra Hazra, Nikolai Kriukov, Michel Mandjes +1
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the c…
Functional limit theorems for Gaussian-fed queueing network in light and heavy traffic
Nikolai Kriukov, Krzysztof Dȩbicki, Michel Mandjes
We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process…
Functional central limit theorem for the subgraph count of the voter model on dynamic random graphs
Simone Baldassarri, Nikolai Kriukov
In this paper we consider two-opinion voter models on dynamic random graphs, in which the joint dynamics of opinions and graphs acts as one-way feedback, i.e., edges appear and dis…
Functional Central Limit Theorem for the simultaneous subgraph count of dynamic Erdős-Rényi random graphs
Rajat Subhra Hazra, Nikolai Kriukov, Michel Mandjes
In this paper we consider a dynamic Erdős-Rényi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a…