Found 241 Documents (Results 1–100)
Parallel server systems under an extended heavy traffic condition: a lower bound. (English) Zbl 1534.60128
Interacting stochastic processes on sparse random graphs. (English) Zbl 1533.60181
Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4394-4425 (2023).
Many-server heavy-traffic limits for queueing systems with perfectly correlated service and patience times. (English) Zbl 1532.60198
Many-server queues with random service rates: a unified framework based on measure-valued processes. (English) Zbl 1533.60027
A spatial measure-valued model for chemical reaction networks in heterogeneous systems. (English) Zbl 1530.92073
Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees. (English) Zbl 07768340
Diffusive limit of random walks on tessellations via generalized gradient flows. (English) Zbl 1519.35010
Diffusion parameters of flows in stable multi-class queueing networks. (English) Zbl 1515.60290
MSC:
60K25
Diffusion-level universality of many-server systems with concurrent service. (English) Zbl 1525.90149
Reaction-diffusion models for a class of infinite-dimensional nonlinear stochastic differential equations. (English) Zbl 1516.60043
Reviewer: Alexandra Rodkina (College Station)
Diffusive limits of two-parameter ordered Chinese restaurant process up-down chains. (English. French summary) Zbl 1508.60083
Evolution of a passive particle in a one-dimensional diffusive environment. (English) Zbl 1509.60180
Reviewer: Anatoliy Swishchuk (Calgary)
Self-learning threshold-based load balancing. (English) Zbl 07549364
MSC:
90-XX
Reaction-diffusion equations derived from kinetic models and their Turing instability. (English) Zbl 1506.35132
Asymptotic limits of viscous Cahn-Hilliard equation with homogeneous Dirichlet boundary condition. (English) Zbl 1527.35071
Switching interacting particle systems: scaling limits, uphill diffusion and boundary layer. (English) Zbl 1483.60067
Coupling particle-based reaction-diffusion simulations with reservoirs mediated by reaction-diffusion PDEs. (English) Zbl 1480.92096
Modelling of limit order books by general compound Hawkes processes with implementations. (English) Zbl 1480.60133
The KPP equation as a scaling limit of locally interacting Brownian particles. (English) Zbl 1471.60149
Diffusion approximation for fair resource control – interchange of limits under a moment condition. (English) Zbl 1476.60175
Scaling limits and fluctuations for random growth under capacity rescaling. (English. French summary) Zbl 1472.60045
Separation of timescales for the seed bank diffusion and its jump-diffusion limit. (English) Zbl 1470.92214
Kinetic approach to the collective dynamics of the rock-paper-scissors binary game. (English) Zbl 1508.91062
MSC:
91A22
Asymptotic results for weighted means of linear combinations of independent Poisson random variables. (English) Zbl 1492.60063
A stochastic analysis of queues with customer choice and delayed information. (English) Zbl 1466.60190
Reviewer: Vyacheslav Abramov (Melbourne)
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime. (English) Zbl 1451.90043
A physically consistent, flexible, and efficient strategy to convert local boundary conditions into nonlocal volume constraints. (English) Zbl 1474.45073
From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach. (English) Zbl 1453.82053
Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons. (English) Zbl 1447.60009
Reviewer: Carlo Sempi (Lecce)
Continuum limit of the nonlocal \(p\)-Laplacian evolution problem on random inhomogeneous graphs. (English) Zbl 1442.65212
Strong relaxation limits of higher multidimensional Euler equations. (Chinese. English summary) Zbl 1449.35345
Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations. (English) Zbl 1447.81147
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits. (English) Zbl 1430.91104
Approximation of stochastic processes by nonexpansive flows and coming down from infinity. (English) Zbl 1466.60158
Dynamical transition in the TASEP with Langmuir kinetics: mean-field theory. (English) Zbl 1422.82025
Variance swaps valuation under non-affine GARCH models and their diffusion limits. (English) Zbl 1420.91443
Invariance principle for non-homogeneous random walks. (English) Zbl 1475.60083
Reviewer: Ze-Chun Hu (Chengdu)
Mean field limits for non-Markovian interacting particles: convergence to equilibrium, generic formalism, asymptotic limits and phase transitions. (English) Zbl 1411.35135
Justifying diffusion approximations for multiclass queueing networks under a moment condition. (English) Zbl 1404.60141
Exit time for a reaction diffusion model: case of a one well potential. (English) Zbl 1401.60179
MSC:
60K35
Dynamic rate Erlang-A queues. (English) Zbl 1408.60085
MSC:
60K25
Strong approximations for time-varying infinite-server queues with non-renewal arrival and service processes. (English) Zbl 1391.60224
Upscaling diffusion through first-order volumetric sinks: a homogenization of bacterial nutrient uptake. (English) Zbl 1392.35317
Approximations for the queue length distributions of time-varying many-server queues. (English) Zbl 1446.90065
Multi-scaling limits for time-fractional relativistic diffusion equations with random initial data. (English) Zbl 1382.60076
Theory Probab. Math. Stat. 95, 109-130 (2017) and Teor. Jmovirn. Mat. Stat. 95, 101-118 (2016).
Central limit results for jump diffusions with mean field interaction and a common factor. (English) Zbl 1373.60051
A unified IMEX Runge-Kutta approach for hyperbolic systems with multiscale relaxation. (English) Zbl 1372.65261
Finite dimensional Fokker-Planck equations for continuous time random walk limits. (English) Zbl 1364.60040
On the motion law of fronts for scalar reaction-diffusion equations with equal depth multiple-well potentials. (English) Zbl 1372.35146
The time-fractional radiative transport equation: Continuous-time random walk, diffusion approximation, and Legendre-polynomial expansion. (English) Zbl 1434.82080
Reviewer: Dazmir Shulaia (Tbilisi)
Stochastic representations for the wave equation on graphs and their scaling limits. (English) Zbl 1366.82038
Reviewer: Stylianos Scarlatos (Thessaloniki)
Fokker-Planck and Kolmogorov backward equations for continuous time random walk scaling limits. (English) Zbl 1356.60052
Reviewer: Weiping Li (Stillwater)
Uniqueness and properties of distributional solutions of nonlocal equations of porous medium type. (English) Zbl 1349.35311
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. (English) Zbl 1345.60082
Some fluctuation results for weakly interacting multi-type particle systems. (English) Zbl 1338.60228
A note on non-existence of diffusion limits for serve-the-longest-queue when the buffers are equal in size. (English) Zbl 1338.60096
Some integral representations and limits for (products of) the parabolic cylinder function. (English) Zbl 1347.33010
Reviewer: Richard B. Paris (Dundee)
About the kinetic description of fractional diffusion equations modeling chemotaxis. (English) Zbl 1333.35298
Bessel process, Schramm-Loewner evolution, and the Dyson model. (English) Zbl 1347.82003
SpringerBriefs in Mathematical Physics 11. Singapore: Springer (ISBN 978-981-10-0274-8/pbk; 978-981-10-0275-5/ebook). x, 141 p. (2015).
Reviewer: Piotr Garbaczewski (Opole)
A fair policy for the \(\mathrm{G}/\mathrm{GI}/N\) queue with multiple server pools. (English) Zbl 1326.60131
Stochastic models for structured populations. Scaling limits and long time behavior. (English) Zbl 1333.92004
Mathematical Biosciences Institute Lecture Series. Stochastics in Biological Systems 1.4. Cham: Springer; Columbus, OH: Ohio State University, Mathematical Biosciences Institute (ISBN 978-3-319-21710-9/pbk; 978-3-319-21711-6/ebook). x, 107 p. (2015).
Reviewer: Carlos A. Braumann (Évora)
Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit. (English) Zbl 1329.60262
A queueing model with independent arrivals, and its fluid and diffusion limits. (English) Zbl 1319.60174
Multi-scaling limits for relativistic diffusion equations with random initial data. (English) Zbl 1316.60076
Reviewer: Yuliya S. Mishura (Kyïv)
Asymptotic properties and numerical simulation of multidimensional Lévy walks. (English) Zbl 1326.60067
Gelfand-type problem for two-phase porous media. (English) Zbl 1348.35095
Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 470, No. 2163, Article ID 20130573, 17 p. (2014).
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