activity
20052023
most citedEmergent failures and cascades in power grids: a statistical physics perspective

51 citations · 263 across the 62 of their papers we have counts for

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Showing 2014 · math.PRShow all

6 papers · 2 filters

math.PR2014

Insensitivity of Proportional Fairness in Critically Loaded Bandwidth Sharing Networks

Maria Vlasiou, Jiheng Zhang, Bert Zwart

Proportional fairness is a popular service allocation mechanism to describe and analyze the performance of data networks at flow level. Recently, several authors have shown that th…

math.PR2014★ 2 cited

Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we cons…

math.PR2014

Separation of timescales in a two-layered network

Maria Vlasiou, Jiheng Zhang, Bert Zwart

We investigate a computer network consisting of two layers occurring in, for example, application servers. The first layer incorporates the arrival of jobs at a network of multi-se…

math.PR2014★ 16 cited

Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

Numerical evaluation of performance measures in heavy-tailed risk models is an important and challenging problem. In this paper, we construct very accurate approximations of such p…

math.PR2014★ 21 cited

On the accuracy of phase-type approximations of heavy-tailed risk models

Eleni Vatamidou, Ivo J. B. F. Adan, Maria Vlasiou +1

Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome…

math.PR2014★ 10 cited

Time-dependent behaviour of an alternating service queue

Maria Vlasiou, Bert Zwart

We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the tim…