51 citations · 263 across the 62 of their papers we have counts for
8 papers · 1 filter
Line failure probability bounds for power grids
Tommaso Nesti, Alessandro Zocca, Bert Zwart
We develop upper bounds for line failure probabilities in power grids, under the DC approximation and assuming Gaussian noise for the power injections. Our upper bounds are explici…
Importance sampling of heavy-tailed iterated random functions
Bohan Chen, Chang-Han Rhee, Bert Zwart
We consider a stochastic recurrence equation of the form , where , and $\{(A_n,B_n)\}_{n\in\m…
Minimizing heat loss in DC networks using batteries
Alessandro Zocca, Bert Zwart
Electricity transmission networks dissipate a non-negligible fraction of the power they transport due to the heat loss in the transmission lines. In this work we explore how the tr…
Sample Path Large Deviations for Lévy Processes and Random Walks with Regularly Varying Increments
Chang-Han Rhee, Jose Blanchet, Bert Zwart
Let be a Lévy process with regularly varying Lévy measure . We obtain sample-path large deviations for scaled processes and obtain a similar…
A Dirichlet Process Characterization of RBM in a Wedge
Peter Lakner, Josh Reed, Bert Zwart
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi}…
Fluid Limit of a PS-queue with Multistage Service
Maria Remerova, Bert Zwart
The PS-model treated in this paper is motivated by freelance job websites where multiple freelancers compete for a single job. In the context of such websites, multistage service o…