Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Braverman, Anton"'
Autor:
Braverman, Anton, Scully, Ziv
We begin developing the theory of the generator comparison approach of Stein's method for continuous-time Markov processes where jumps are driven by clocks having general distributions, as opposed to exponential distributions. This paper handles mode
Externí odkaz:
http://arxiv.org/abs/2407.12716
Autor:
Braverman, Anton, Gan, Han L.
The Wright-Fisher model, originating in Wright (1931) is one of the canonical probabilistic models used in mathematical population genetics to study how genetic type frequencies evolve in time. In this paper we bound the rate of convergence of the st
Externí odkaz:
http://arxiv.org/abs/2312.10831
The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in which each s
Externí odkaz:
http://arxiv.org/abs/2302.05791
Autor:
Braverman, Anton
We show that the steady-state distribution of the join-the-shortest-queue (JSQ) system converges, in the Halfin-Whitt regime, to its diffusion limit at a rate of at least $1/\sqrt{n}$, where $n$ is the number of servers. Our proof uses Stein's method
Externí odkaz:
http://arxiv.org/abs/2202.02889
Autor:
Braverman, Anton
This paper uses the generator comparison approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. The "standard" generator comparison approach starts with the Poisson equation for the
Externí odkaz:
http://arxiv.org/abs/2102.12027
We derive and analyze new diffusion approximations of stationary distributions of Markov chains that are based on second- and higher-order terms in the expansion of the Markov chain generator. Our approximations achieve a higher degree of accuracy co
Externí odkaz:
http://arxiv.org/abs/2012.02824
Autor:
Braverman, Anton
This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the Poisson equa
Externí odkaz:
http://arxiv.org/abs/2001.11151
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that of another
Externí odkaz:
http://arxiv.org/abs/1804.05011
Autor:
Braverman, Anton
This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently, Eschenfeldt & Gam
Externí odkaz:
http://arxiv.org/abs/1801.05121
Autor:
Braverman, Anton
Diffusion approximations have been a popular tool for performance analysis in queueing theory, with the main reason being tractability and computational efficiency. This dissertation is concerned with establishing theoretical guarantees on the perfor
Externí odkaz:
http://arxiv.org/abs/1704.08398