50 citations · 88 across the 32 of their papers we have counts for
17 papers · 1 filter
Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise
Shubhada Agrawal, Siva Theja Maguluri, Martin Zubeldia
We establish maximal concentration bounds for the iterates generated by stochastic approximation algorithms with general step sizes, where the noise has a finite-state Markovian co…
Tail Bounds for Queues with Abandonment: Constant, Moderate, Large Deviations, and Efficient Concentration
Zedong Wang, Siva Theja Maguluri
We study a heavily overloaded single-server queue with abandonment and derive bounds on stationary tail probabilities of the queue length. As the abandonment rate ,…
Higher-Order Approximations of Sojourn Times in M/G/1 Queues via Stein's Method
Bihan Chatterjee, Siva Theja Maguluri, Debankur Mukherjee
We study the stationary sojourn time distribution in an M/G/1 queue operating under heavy traffic. It is known that the sojourn time converges to an exponential distribution in the…
Finite-Time Behavior of Erlang-C Model: Mixing Time, Mean Queue Length and Tail Bounds
Hoang Huy Nguyen, Sushil Mahavir Varma, Siva Theja Maguluri
Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their…
Convergence Rate of the Join-the-Shortest-Queue System
Yuanzhe Ma, Siva Theja Maguluri
The Join-the-Shortest-Queue (JSQ) policy is among the most widely used load balancing algorithms and has been extensively studied. However, an exact characterization of the system…
Exponential Tail Bounds on Queues: A Confluence of Non-Asymptotic Heavy Traffic and Large Deviations
Prakirt Raj Jhunjhunwala, Daniela Hurtado-Lange, Siva Theja Maguluri
In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically…