Random walks in a queueing network environment

Random Walks in Random Environment

Random Walks in Random Environment

My main research interest is in theoretical and applied probability mainly focusing on discrete problems arising out of combinatorics, statistical physics and computer science. In particular I am interested in random graphs, probability on tress, combinatorial optimization and statistical physics problems, recursive distributional equations, branching random walks, percolation theory, interacti...

Random walks in a random environment ∗

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the 'quenched' and the 'averaged' case.

Queueing Systems in a Random Environment

Queueing networks with product-form steady-state distribution have found many fields ofapplications, e.g. production systems, telecommunications, and computer system model-ing. The success of this class of models and its relatives stems from the simple structureof the steady-state distribution which provides access to easy performance evaluationprocedures. Starting from the ...

Random walks in a Dirichlet environment

This paper states a law of large numbers for a random walk in a random iid environment on Z, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the process and also an asymptotic expansion of this velocity at low disorder