An available bit rate (ABR) service allows applications to access a time-varying network capacity. In a basic ABR service, the available network capacity is divided \fairly" amongst active connections, without regard to the utility that each application derives from the bandwidth allocation. The goal of this paper is to improve both the global and individual utility obtained by applications usi...

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution. For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the origin is known to be closely connected to convergence of the corresponding lower tail dependence copulas to the Clayton copula. In this paper, th...

In this paper we clarify dependence properties of elliptical distributions by deriving general but explicit formulas for the coefficients of upper and lower tail dependence and spectral measures with respect to different norms. We show that an elliptically distributed random vector is regularly varying if and only if the bivariate marginal distributions have tail dependence. Furthermore, the ta...

In this paper we clarify dependence properties of elliptical distributions by deriving general but explicit formulas for the coefficients of upper and lower tail dependence and spectral measures with respect to different norms. We show that an elliptically distributed random vector is regularly varying if and only if the bivariate marginal distributions have tail dependence. Furthermore, the ta...

In this work we compute the exact tail asymptotics of the stationary workload W , associated to a discretetime single server queue, with constant release rate, infinite buffer capacity, and with M/G/∞ input traffic exhibiting long-range dependence. We choose a regularly varying distribution with parameter α > 1 for the general distribution G. We show that the exact asymptotics of the workload i...

In this paper, we study precise large deviations for the partial sums of a stationary sequence with subexponential marginal distribution. Our main focus is on distributions which either have regularly varying or lognormal-type tail. We apply results to prove limit theory maxima entries sample covariance matrices.

We have observed vertical betatron sidebands in the transverse beam spectra of positron bunches at the KEKB LER which are associated with the presence of electron clouds in single-beam studies[1], and which are also associated with a loss of luminosity when the KEKB beams are in collision[2]. The sidebands appear to be signals of a fast head-tail instability due to short-range wakes within the ...

2014 We prove Gaussian tail estimates for the transition probability of n particles evolving as symmetric exclusion processes on Zd, improving results obtained in [9]. We derive from this result a non-equilibrium Boltzmann-Gibbs principle for the symmetric simple exclusion process in dimension 1 starting from a product measure with slowly varying parameter. RÉSUMÉ. 2014 We prove Gaussian tail e...

the positions 0 = B0 ≤ B1 ≤ B2 ≤ ... ≤ Bn ≤ ... In this last case it moves necessarily up : Bn denotes the position of the nth reflecting barrier. The barriers are assumed to be thrown at random on N, and more precisely the intervals Xn between the barriers are assumed to be i.i.d.. We prove, giving thus a complete answer to a question of Molchanov, that there is homogeneization for xt iff (q/p...