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A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a differential game that can be explicitly solved. While the characterization of the limit by a differential game is akin to results at the large deviation scale, the analysis of the problem is closely related to the much studied area of control in heavy traffic at the diffusion scale.
We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We consider a cost set on a finite but sufficiently large time horizon, and
The main contribution of this article is an asymptotic expression for the rate associated with moderate deviations of subgraph counts in the ErdH{o}s-Renyi random graph $G(n,m)$. Our approach is based on applying Freedmans inequalities for the probab
We introduce an efficient MCMC sampling scheme to perform Bayesian inference in the M/G/1 queueing model given only observations of interdeparture times. Our MCMC scheme uses a combination of Gibbs sampling and simple Metropolis updates together with
In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload distribution of the
We consider the issue of describing all self-adjoint idempotents (projections) in $L^1(G)$ when $G$ is a unimodular locally compact group. The approach is to take advantage of known facts concerning subspaces of the Fourier-Stieltjes and Fourier alge