Rare events: Asymptotics, Algorithms, Applications September 2015 - August 2020
Collection
Collection
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Bounds and limit theorems for a layered queueing model in electric vehicle charging Article
Queueing Systems, 83-137.A. Aveklouris (Angelos), M. Vlasiou (Maria) and A.P. Zwart (Bert)
May 2019
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Temperature overloads in power grids under uncertainty: A large deviations approach Article
IEEE Transactions on Control of Network Systems, 6(3), 1161-1173.T. Nesti (Tommaso), J. Nair (Jayakrishnan) and A.P. Zwart (Bert)
June 2019 -
Economies-of-scale in many-server queueing systems: Tutorial and partial review of the QED Halfin-Whitt heavy-traffic regime Article
SIAM Review, 61(3), 403-440.J.S.H. van Leeuwaarden (Johan), B. Mathijsen (Britt) and A.P. Zwart (Bert)
August 2019 -
Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching Article
Statistics and Probability LettersNovember 2019 -
The impact of a network split on cascading failure processes Article
Stochastic Systems, 9(4), 392-416.December 2019
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Heavy-traffic analysis of sojourn time under the foreground–background scheduling policy Article
Stochastic Systems, 10(1), 1-28.March 2020
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Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes Article
Journal of Applied Probability, 57(2), 513-530.H. Albrecher (Hansjörg), B. Chen (Bohan), E. Vatamidou (Eleni) and A.P. Zwart (Bert)
June 2020 -
Sample path large deviations for Lévy processes and random walks with Weibull increments Article
Annals of Applied Probability, 30(6), 2695-2739.M. Bazhba (Mihail), J. Blanchet (Jose), C.H. Rhee (Chang-Han) and A.P. Zwart (Bert)
December 2020