53 citations · 56 across the 12 of their papers we have counts for
14 papers · 1 filter
Moderate deviations of many-server queues in the Halfin-Whitt regime and weak convergence methods
Anatolii Puhalskii
This paper obtains logarithmic asymptotics of moderate deviations of the stochastic process of the number of customers in a many--server queue with generally distributed interarriv…
On the metastability of a loss network with diminishing rates
Anatolii A. Puhalskii
A trajectorial large deviation principle is established in a mean field thermodynamic limit for a multiclass loss network with diminishing rates, which may have several stable equi…
Large deviation limits of invariant measures
Anatolii A. Puhalskii
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP.…
Large deviations of the long term distribution of a non Markov process
Anatolii A. Puhalskii
We prove that the long term distribution of the queue length process in an ergodic generalised Jackson network obeys the Large Deviation Principle with a deviation function given b…
A large-population limit for a Markovian model of group-structured populations
A. Puhalskii, B. Simon
A Markovian model of group-structured (two-level) population dynamics features births, deaths, and migrations of individuals, and fission and extinction of groups. These models are…
On long term investment optimality
Anatolii A. Puhalskii
We study the problem of optimal long term portfolio selection with a view to beat a benchmark. Two kinds of objectives are considered. One concerns the probability of outperforming…