Scaling limit of a limit order book model via the regenerative characterization of Lévy trees

P Lakner, J Reed, F Simatos - Stochastic Systems, 2017 - pubsonline.informs.org
We consider the following Markovian dynamic on point processes: at constant rate and with
equal probability, either the rightmost atom of the current configuration is removed, or a new …

On the Analysis and Evaluation of Proximity-based Load-balancing Policies

NK Panigrahy, T Vasantam, P Basu… - ACM Transactions on …, 2022 - dl.acm.org
Distributed load balancing is the act of allocating jobs among a set of servers as evenly as
possible. The static interpretation of distributed load balancing leads to formulating the load …

[图书][B] In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius

ME Vares, R Fernández, LR Fontes, CM Newman - 2021 - Springer
Vladas was born in Vilnius, Lithuania, on August 23, 1963, and did his undergraduate
studies in Mathematics from 1982 to 1985 at Vilnius University. There, in 1986, he received …

Stability of the Greedy Algorithm on the Circle

LT Rolla, V Sidoravicius - Communications on Pure and …, 2017 - Wiley Online Library
We consider a single‐server system with service stations in each point of the circle.
Customers arrive after exponential times at uniformly distributed locations. The server moves …

[HTML][HTML] Random walks avoiding their convex hull with a finite memory

F Comets, MV Menshikov, AR Wade - Indagationes Mathematicae, 2020 - Elsevier
Fix integers d≥ 2 and k≥ d− 1. Consider a random walk X 0, X 1,… in R d in which, given X
0, X 1,…, X n (n≥ k), the next step X n+ 1 is uniformly distributed on the unit ball centred at X …

The critical greedy server on the integers is recurrent

JR Cruise, AR Wade - 2019 - projecteuclid.org
Each site of Z hosts a queue with arrival rate λ. A single server, starting at the origin, serves
its current queue at rate μ until that queue is empty, and then moves to the longest …

Distribution of the smallest visited point in a greedy walk on the line

K Gabrysch - Journal of Applied Probability, 2016 - cambridge.org
We consider a greedy walk on a Poisson process on the real line. It is known that the walk
does not visit all points of the process. In this paper we first obtain some useful …

Queueing for an infinite bus line and aging branching process

V Bansaye, A Camanes - Queueing Systems, 2018 - Springer
We study a queueing system with Poisson arrivals on a bus line indexed by integers. The
buses move at constant speed to the right, and the time of service per customer getting on …

Queuing for an infinite bus line and aging branching process

V Bansaye, A Camanes - arXiv preprint arXiv:1506.04168, 2015 - arxiv.org
We study a queueing system with Poisson arrivals on a bus line indexed by integers. The
buses move at constant speed to the right and the time of service per customer getting on …

Greedy walks on two lines

K Gabrysch - arXiv preprint arXiv:1703.08706, 2017 - arxiv.org
The greedy walk is a walk on a point process that always moves from its current position to
the nearest not yet visited point. We consider here various point processes on two lines. We …