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…
Functional Central Limit Theorem for the principal eigenvalue of dynamic Erdős-Rényi random graphs
Rajat Subhra Hazra, Nikolai Kriukov, Michel Mandjes
In this paper we consider a dynamic version of the Erdős-Rényi random graph, in which edges independently appear and disappear in time, with the on- and off times being exponential…