51 citations · 263 across the 62 of their papers we have counts for
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math.PR2020
Sample-path large deviations for a class of heavy-tailed Markov additive processes
Bohan Chen, Chang-Han Rhee, Bert Zwart
For a class of additive processes driven by the affine recursion , we develop a sample-path large deviations principle in the topology on .…
math.PR2020
A Fluid Model of an Electric Vehicle Charging Network
Angelos Aveklouris, Maria Vlasiou, Bert Zwart
We develop and analyze a measure-valued fluid model keeping track of parking and charging requirements of electric vehicles in a local distribution grid. We show how this model ari…
math.PR2020
Sample-path large deviations for unbounded additive functionals of the reflected random walk
Mihail Bazhba, Jose Blanchet, Chang-Han Rhee +1
We prove a sample path large deviation principle (LDP) with sub-linear speed for unbounded functionals of certain Markov chains induced by the Lindley recursion. The LDP holds in t…