51 citations · 263 across the 62 of their papers we have counts for
6 papers · 2 filters
Scale-free graphs with many edges
Clara Stegehuis, Bert Zwart
We develop tail estimates for the number of edges in a Chung-Lu random graph with regularly varying weight distribution. Our results show that the most likely way to have an unusua…
Maximum waiting time in heavy-tailed fork-join queues
Dennis Schol, Maria Vlasiou, Bert Zwart
In this paper, we study the maximum waiting time in an -server fork-join queue with heavy-tailed services as . The service times are the p…
Tail Asymptotics for the Delay in a Brownian Fork-Join Queue
Dennis Schol, Maria Vlasiou, Bert Zwart
In this paper, we study the tail behavior of as , with i.i.d. Brownian motions and an inde…
Conjectures on Symmetric Queues in Heavy Traffic
Bert Zwart
This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributio…
Large deviations for stochastic fluid networks with Weibullian tails
Mihail Bazhba, Chang-Han Rhee, Bert Zwart
We consider a stochastic fluid network where the external input processes are compound Poisson with heavy-tailed Weibullian jumps. Our results comprise of large deviations estimate…
Large deviations asymptotics for unbounded additive functionals of diffusion processes
Mihail Bazhba, Jose Blanchet, Roger J. A. Laeven +1
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-li…