28 citations · 95 across the 22 of their papers we have counts for
6 papers · 2 filters
Rare event asymptotics for exploration processes for random graphs
Shankar Bhamidi, Amarjit Budhiraja, Paul Dupuis +1
Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not g…
Mean field interaction on random graphs with dynamically changing multi-color edges
Erhan Bayraktar, Ruoyu Wu
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the…
Locally interacting diffusions as space-time Markov random fields
Daniel Lacker, Kavita Ramanan, Ruoyu Wu
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a loc…
Many-Server Asymptotics for Join-the-Shortest-Queue: Large Deviations and Rare Events
Amarjit Budhiraja, Eric Friedlander, Ruoyu Wu
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors scales with the arrival rate. A large deviation principle (LDP) for…
Local weak convergence for sparse networks of interacting processes
Daniel Lacker, Kavita Ramanan, Ruoyu Wu
We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in whic…
Large Deviations for the Single Server Queue and the Reneging Paradox
Rami Atar, Amarjit Budhiraja, Paul Dupuis +1
For the M/M/1+M model at the law-of-large-numbers scale, the long run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This parado…