Isaac Newton Institute for Mathematical Sciences

Stochastic Processes in Communication Sciences

Papers produced during 2009/10

Preprint No. Author(s) Title and publication details
IP09234 P Morters, N Gantert and V Wachtel Trap models with vanishing drift: scaling limits and ageing regimes
IP09238 I Norros A poset approach to consistent routings
IP09239 A Vladimirov, S Shlosman and A Rybko Absence of breakdown of the Poisson hypothesis II: Open networks
IP09240 A Vladimirov Non-stationary processes in queueing networks
IP10007 K Debicki, K Kosinski and M Mandjes Extremes of multidimensional Gaussian processes
IP10008 K Debicki, K Kosinki and M Mandjes On the infimum attained by a reflected Levy process
IP10009 A Ganesh Large deviations in queueing systems
IP10017 A Vladimirov Continuous products of matrices
IP10025 F Baccelli and V Anantharam Information theoretic capacity and error exponents of stationary point processes under random additive displacements
IP10026 F Baccelli and S Foss Poisson hail on a hot ground
IP10027 G Weiss, I Adan and C Hurkens A reversible multi-class multi-server loss system Accepted to appear in Probability in Engineering and Informational Sciences
IP10028 G Weiss and I Adan Exact FCFS matching rates for two infinite multi-type sequences
IP10029 G Weiss, J Visschers and I Adan A product form solution to a system with multi-type customers and multi-type servers
IP10030 M Kelbert and Y Suhov Probability and statistics by example, volume II - Markov chains: a primer in random processes and their applications Moscow Independent University Press, 2010, 559p. ISBN-978-5-94057
IP10031 M Kelbert and Y Suhov Continuity of mutual entropy in the large signal-to-noise ratio limit
IP10032 M Kelbert, I Sazonov and M Gravenor Travelling waves in a lattice of SIR nodes in approximation of small coupling Accepted to appear in Mathematics for Biology and Medicine
IP10037 I Ziedins, H Afimeimounga and W Solomon User equilibria for two parallel queues with state dependent routing: batch infinite server and FIFO single server
IP10065 YQ Zhao and H Li Tail asymptotics for a generalised two-dimensional queuing model - a kernel method
IP10066 YQ Zhao and H Li A kernel method for exact tail asymptotics - random walks in the quarter plane
IP10067 YQ Zhao, A Khachi and M Miyazawa On the geometric decay of a GI/G/1 network
IP10222 I Adan and G Weiss Exact FCFS matching rates for two infinite multi-type sequences
IP10223 H Amini, M Draief and M Lelarge Flooding and diameter in weighted random graphs
IP10224 LN Andersen, S Asmussen and PW Glynn Levy processes with two-sided reflection
IP10225 D Anderson and TG Kurtz Continuous-time Markov chain models for chemical reaction networks
IP10226 S Assmussen and P Glynn A simple proof of MCMC convergence via the ergodic theorem
IP10227 KE Avrachenkov, U Ayesta and N Osipova Conditional sojourn time of optimal scheduling policy in a multi-class single-server queue Modern Trends in Controlled Stochastic Processes: Theory and Applications, Luniver Press (2010), pp 284-303
IP10228 F Baccelli, A Rybko and S Shlosman Stability of infinite mobile networks
IP10229 A Bejan, R Gibbens and D Evans Statistical modelling and analysis of sparse bus probe data in urban areas Proceedings of the 13th IEEE conference on Intelligent Transportation Systems, Sep 2010, pp 1256 - 1263
IP10230 C Bordenave, M Lelarge and J Salez The rank of diluted random graphs
IP10231 O Boxma and H Daduna The cyclic queue
IP10232 D Crisan, TG Kurtz and Y Lee Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
IP10234 J Dai and T Dieker Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes
IP10235 J Dai, TG Kurtz and S Guettes Characterisation of the stationary distribution for a reflecting diffusion process
IP10236 J Dai and M Miyazawa Reflecting Brownian motion in two dimensions: exact asymptotics for the stationary distribution
IP10237 K Debicki, K Kosieski and M Mandjes On the infimum attained by a reflected Levy process
IP10238 K Debicki and M Mandjes Open problems in Gaussian fluid theory
IP10239 K Debicki and K Tabi Extremes of integral mean of stationary Gaussian processes
IP10240 D Denisov, S Foss and T Konstantopoulos Limit theorems for a random directed slab graph
IP10241 S Dey and S Juneja Multidimensional Fourier inversion using importance sampling with applications to options pricing Proceedings of Winter Simulation Conference, IEEE Press
IP10242 S Dereich, C Moench and P Marters Typical distances in ultrasmall preferential attachment models
IP10243 F Dufour and A Piunovskiy Convex analytic approach to the optimal stopping of a Markov chain Modern Trends in Controlled Stochastic Processes: Theory and Applications, Luniver Press (2010) pp 23-43
IP10244 S Foss, J Martin and P Schmidt Last passage percolation in one dimension
IP10245 S Foss and PH Robert Random walk in a Poisson rain
IP10246 S Foss, V Shneer and A Tulikov Stability of a Markov-modulate Markov chain, with application to a wireless network governed by two protocols
IP10247 N Gantert, P Marters and V Wachtel Trap models with vanishing drift: scaling limits and aging regimes
IP10248 P Glynn and X Zhang On the dynamics of a finite buffer queue conditioned on the amount of loss Submitted to the QUESTA
IP10249 C Graham and P Robert Self-adaptive congestion control for multi-class intermittent connections in a communication network Submitted to the QUESTA
IP10250 HW Kang, TG Kurtz and L Popovic Central limit theorems and diffusion approximations for multiscale Markov chain models
IP10251 HW Kang and TG Kurtz Separation of time-scales and model reduction for stochastic reaction models Submitted to Annals of Applied Probability
IP10252 H Kaspi and K Ramani SPDE limits for many server queues
IP10253 M Kelbert and Y Suhov Continuity of mutual entropy in the large signal-to-noise ratio limit Stochastic Analysis 2010, Berlin: Springer, 2010
IP10254 TG Kurtz and G Nappo The filtered martingale problem Tp appear in the Oxford Handbook of Nonlinear Filtering (D Crisan and B Rozovskii)
IP10255 G Last and M Penrose Percolation and limit theory for the Poisson lilypond model
IP10256 M Lelarge Diffusion and cascading behaviour in random networks
IP10257 M Miyazawa Light tail asymptotics in multidimensional reflecting processes for queueing networks
IP10258 A Piunovskiy and Y Zhang Continuous-time Markov decision processes in Borel space Modern Trends in Controlled Stochastic Processes: Theory and Applications, Luniver Press (2010), pp 65-83
IP10259 M Roughan, Y Zhang and W Willinger Compressive-sensing algorithms for interpolation of spatio-temporal data
IP10261 A Rybko and S Shlosman Poisson hypothesis for infinite networks of the Jackson type
IP10262 A Rybko and Y Sinai Qualitive properties of trajectories of one special dynamical system
IP10263 I Sazonov, N Kelbert and M Gravenor Travelling waves in a lattice of SIR nodes with an approximation of small coupling Mathematical Medicine and Biology V. 27, 2010, N.4
IP10264 D Shah and DJ Wischik Fluid models of switched networks in overload Submitted to Queueing Systems (QUESTA) for publication, March 2010
IP10265 D Shah and DJ Wischik Log-weight scheduling in switched networks Submitted to the Annals of Applied Probability for publication, June 2010
IP10266 O Stenzel, H Hassfeld and R Thiedmann Spatial modelling of the 3D morphology of a hybrid polymer-ZnO solar cells, based on electron tomography data
IP10267 R Thiedmann, V Schmidt and I Manke Random geometric graphs for modelling the pore space of fibre-based materials
IP10268 R Thiedmann, O Stenzel and A Spettl Stochastic simulation model for the 3D morphology of composite materials in li-ion batteries
IP10269 NS Walton Insensitive, maximum stable allocations converge to proportional fairness
IP10270 S Foss, D Korshunov and S Zachary An introduction to heavy-tailed and subexponential distributions Springer, NY (to appear 2010 - 2011)
IP10271 M Kelbert and Y Suhov Information theory and coding by example
IP10272 DP Kroese, T Taimre and ZI Botev Handbook of Monte Carlo simulations Wiley Series in Probability and Statistics, John Wiley and Sons, New York, 2011