Results 11 to 20 of about 2,345,508 (316)
TAIL PROBABILITIES IN QUEUEING PROCESSES [PDF]
Asia-Pacific Journal of Operational Research, 2014 In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tail probability vector) plays a key role in setting up mean-field differential equations.
Quanlin Li
openaire +6 more sources
On Tail Probabilities for Martingales
The Annals of Probability, 1975 Watch a martingale with uniformly bounded increments until it first crosses the horizontal line of height $a$. The sum of the conditional variances of the increments given the past, up to the crossing, is an intrinsic measure of the crossing time. Simple and fairly sharp upper and lower bounds are given for the Laplace transform of this crossing time ...
D. Freedman
openaire +4 more sources
Lower tail probabilities for Gaussian processes [PDF]
The Annals of Probability, 2004 The authors study the asymptotic behavior of lower tail probability for Gaussian random processes and their applications. Let \(X=(X_t)_{t\in S}\) be a real-valued centered Gaussian process indexed by \(S\). They first show a general estimate of the probability \(P(\sup_{t\in S}(X_t-X_{t_0})\leq x)\) as \(x\to 0\), with \(t_0\in S\) fixed, under mild ...
Shao, Qi-Man, Li, W.
openaire +4 more sources
Data-Driven Latency Probability Prediction for Wireless Networks: Focusing on Tail Probabilities [PDF]
Global Communications Conference, 2023 With the emergence of new application areas, such as cyber-physical systems and human-in-the-loop applications, there is a need to guarantee a certain level of end-to-end network latency with extremely high reliability, e.g., 99.999%.
S. Mostafavi, G. Sharma, J. Gross
semanticscholar +1 more source
Estimates on the tail probabilities of subordinators and applications to general time fractional equations [PDF]
Stochastic Processes and their Applications, 2019 In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its Levy measure.
Soobin Cho, P. Kim
semanticscholar +1 more source
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting. [PDF]
Chaos, 2018 We investigate the application of the adaptive multilevel splitting algorithm for the estimation of tail probabilities of solutions of stochastic differential equations evaluated at a given time and of associated temporal averages.
Charles-Édouard Bréhier, T. Lelièvre
semanticscholar +1 more source
Tail Asymptotics for a Retrial Queue with Bernoulli Schedule
Mathematics, 2022 In this paper, we study the asymptotic behaviour of the tail probability of the number of customers in the steady-state M/G/1 retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly varying tail ...
Bin Liu, Yiqiang Q. Zhao
doaj +1 more source
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables [PDF]
, 2018 We show bounds on tail probabilities for quadratic forms in sub-gaussian non-necessarily independent random variables. Our main tool will be estimates of the Luxemburg norms of such forms. This will allow us to formulate the above-mentioned bounds. As an
K. Zajkowski
semanticscholar +1 more source
Estimating Tail Probabilities of Random Sums of Phase-Type Scale Mixture Random Variables
Algorithms, 2022 We consider the problem of estimating tail probabilities of random sums of scale mixture of phase-type distributions—a class of distributions corresponding to random variables which can be represented as a product of a non-negative but otherwise ...
Hui Yao, Thomas Taimre
doaj +1 more source
Estimating tail probabilities [PDF]
, 1982 This paper investigates procedures for univariate nonparametric estimation of tail probabilities. Extrapolated values for tail probabilities beyond the data are also obtained based on the shape of the density in the tail. Several estimators which use exponential weighting are described.
Carr, D. B., Tolley, H. D.
openaire +2 more sources