1 citations · 1 across the 7 of their papers we have counts for
7 papers
Only Segmented Heavy Tails Can Produce a Light-Tailed Minimum
Sergey Foss, Michael Scheutzow, Anton Tarasenko
A random variable has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (λξ) <\infty$ for some , and has…
On the instability of local learning algorithms: Q-learning can fail in infinite state spaces
Urtzi Ayesta, Sergey Foss, Matthieu Jonckheere +1
We investigate the challenges of applying model-free reinforcement learning algorithms, like online Q-learning, to infinite state space Markov Decision Processes (MDPs). We first i…
On Recurrence of the Infinite Server Queue
Sergey Foss, Peter Glynn
This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in t…
Heavy-tail asymptotics for the length of a busy period in a Generalised Jackson Network
Sergey Foss, Masakiyo Miyazawa, Linglong Yuan
We consider a Generalised Jackson Network with finitely many servers, a renewal input and service times at each queue. We assume the network to be stable and, in addition,…
Last passage percolation and limit theorems in Barak-Erdős directed random graphs and related models
Sergey Foss, Takis Konstantopoulos, Bastien Mallein +1
We consider directed random graphs, the prototype of which being the Barak-Erdős graph , and study the way that long (or heavy, if weights are present) paths…
The probability of reaching a receding boundary by branching random walk with fading branching and heavy-tailed jump distribution
Pavel Tesemnikov, Sergey Foss
Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a…
Tail asymptotics for the supremum of a random walk when the mean is not finite
D. Denisov, S. Foss, D. Korshunov
We consider the sums of independent identically distributed random variables. We do not assume that the 's have a finite mean. Under subexponential type con…