Preprints
- Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment (with Sumith Reddy Anugu) [PDF]
- Stochastic Volterra Integral Equations with Ranks
as Scaling Limits of Parallel Infinite-Server Queues under Weighted Shortest Queue Policy
(with Tomoyuki Ichiba) [PDF]
- Sample path moderate deviations for shot noise processes in the high intensity regime (with Sumith Reddy Anugu) [PDF]
- Spatially dense stochastic epidemic models with infection-age dependent infectivity
(with Etienne Pardoux) [PDF]
- Stochastic epidemic models with varying infectivity and susceptibility
(with Raphael Forien, Etienne Pardoux and Arsene Brice Zotsa-Ngoufack) [PDF]
- Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing (with Tomoyuki Ichiba and Murad Taqqu) [PDF]
-
Physiology-based anticipative ICU management (with M. Yasin Ulukus, Andrew J. Schaefer and Gilles M. Clermont)
- Two-parameter process limits for many-server queues via the chaining bounds (with Yuhang Zhou)
[PDF]
- Fluid limit of a many-server queueing network with abandonment (with Weining Kang) [PDF]
Publications
- Fluid Limits of Optimally Controlled Queueing Networks. (with Martin V. Day) Journal of Applied Mathematics and Stochastic Analysis. 2007, Article ID 68958, doi:10.1155/2007/68958 [PDF]
- Martingale Proofs of Many-Server Heavy-Traffic Limits for Markovian Queues. (with Rishi Talreja and Ward Whitt) Probability Surveys, Vol. 4, pp. 193-267, 2007. [PDF]
- Service Interruptions in Large-Scale Service Systems. (with Ward Whitt) Management Science 55(9), pp.1499-1512, 2009 [PDF]
- Heavy-Traffic Limits for Many-Server Queues with Service Interruptions. (with Ward Whitt) Queueing Systems, Vol. 61, pp.167-202, 2009 [PDF]
- Exponential Inequalities for Self-Normalized Processes with Applications. (with Victor de la Pena) Elect. Comm. in Probab. 14, 372-381, 2009 [PDF]
- Heavy-Traffic Extreme Value Limits for Erlang Delay Models. (with Ward Whitt) Queueing Systems:Special Issue: 100 Years of Queueing - The Erlang Centennial 63: 13-32, 2009 [PDF]
- Continuity of a Queueing Integral Representation in the M1 Topology. (with Ward Whitt) Annals of Applied Probability, Vol. 20, No. 1, pp. 214-237, 2010. [PDF]
- Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues. (with Ward Whitt) Queueing Systems, Vol. 65, pp. 325-364, 2010. [PDF]
Long Version [PDF]
- The impact of dependent service times on large-scale service systems. (with Ward Whitt) Manufacturing & Service Operations Management.
Vol.14, No.2, 262-278, 2012 [PDF], MSOM 2012 Conference Abstract [PDF]
- Infinite-server queues with batch arrivals and dependent service times. (with Ward Whitt) Probability in Engineering and Informational Sciences. Vol.26, pp.197-220, 2012 [PDF]
- Two-Parameter Heavy-Traffic Limits for Infinite-Server Queues with Dependent Service Times. (with Ward Whitt) Queueing Systems. Vol. 73, pp. 119-146, 2013 [PDF]
- Heavy-Traffic Limits for A Multiclass Many-Server Queueing Network with Switchovers. (with David Yao) Advances in Applied Probability. Vol. 45, pp. 645-672, 2013 [PDF]
- Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps. (with Nikola Sandric) Communications in Mathematical Sciences Vol. 14, No. 2, pp. 327-362, 2015 [PDF]
- A logarithmic safety staffing rule for contact centers with call blending. (with Ohad Perry)
Management Science. Vol.61, No.1, pp. 73-91, 2015 [PDF] , MSOM 2013 Conference Abstract [PDF]
- Ergodic Control of Multiclass M/M/N+M Queues in the Halfin-Whitt Regime. (with Ari Arapostathis and Anup Biswas) Annals of Applied Probability. Vol.25, No.6, 3511-3570. 2015. [PDF]
- Gaussian Limits for a fork-join network with non-exchangeable synchronization in heavy traffic. (with Hongyuan Lu) Mathematics of Operations Research. Vol. 41, No. 2, 560 - 595, 2015 [PDF] MSOM 2014 Conference Abstract
[PDF]
- G/G/infinity queues with renewal alternating interruptions. (with Yuhang Zhou) Advances in Applied Probability Vol. 48, No. 3, pp.812-831, 2016. [PDF]
- G/GI/N(+GI) queues with service interruptions in the Halfin-Whitt regime. (with Hongyuan Lu and Yuhang Zhou) Mathematical Methods of Operations Research Vol. 83, No. 1, pp 127-160, 2016 [PDF]
- A service system with on-demand agent invitations. (with Alexander Stolyar) Queueing Systems. Vol. 82, No. 3, pp 259-283, 2016 [PDF]
- Ergodic diffusion control of multiclass multi-pool networks in the Halfin-Whitt regime. (with Ari Arapostathis) Annals of Applied Probability. Vol. 26, No. 5, 3110-3153, 2016 [PDF]
- Heavy-traffic limits for a fork-join network in the Halfin-Whitt regime (with Hongyuan Lu) Stochastic Systems. Vol. 6, 519-600, 2016 [PDF] MSOM 2015 Conference Abstract
[PDF]
- A functional central limit theorem for Markov additive arrival processes and its applications in queueing systems. (with Hongyuan Lu and Michel Mandjes) Queueing Systems. Vol. 84, No. 3, 381-406, 2016. [PDF]
- Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services (with Hongyuan Lu) Queueing Systems. Vol. 85, No. 1, 67-115, 2017. [PDF]
- Two-parameter process limits for an infinite-server queue with arrival dependent service times (with Yuhang Zhou) Stochastic Processes and their Applications. Vol. 127, No. 5, 1375-1416, 2017 [PDF]
- On functional limit theorems for alternating renewal processes (with Jiankui Yang and Yuhang Zhou) Operations Research Letters. Vol. 45, No. 2, 145-150, 2017. [PDF]
- On the functional and local limit theorems for Markov modulated Compound Poisson processes (with Yi Zheng) Statistics and Probability Letters. Vol. 129, 131-140, 2017. [PDF]
- Functional limit theorems for a new class of non-stationary shot noise processes (with Yuhang Zhou) Stochastic Processes and their Applications.
Vol. 128, No. 2, 505-544, 2018. [PDF]
- Infinite horizon average optimality of the N-network in the Halfin-Whitt regime (with Ari Arapostathis) Mathematics of Operations Research. Vol.43, No.3, 838-866, 2018 [PDF]
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds (with Yuhang Zhou) Queueing Systems. Vol.88, No. 1-2, 1-25, 2018. [PDF]
- Infinite horizon asymptotic average optimality for large-scale parallel server networks (with Ari Arapostathis) Stochastic Processes and their Applications.
Vol. 129, No. 1, 283-322, 2019, [PDF]
- Ergodicity of Levy-driven SDEs arising from multiclass many-server queues (with Ari Arapostathis and Nikola Sandric) Annals of Applied Probability. Vol. 29, No. 2, 1070-1126, 2019 [PDF]
- Non-stationary self-similar Gaussian processes as scaling limits of power-law shot noise processes and generalizations of fractional Brownian motion (with Murad S. Taqqu) High Frequency. (Special issue in honor of Larry Shepp) Vol. 2, No. 2, 95-112, 2019 [PDF]
- Ergodic control of a class of jump diffusions with finite Levy measures and rough kernels
(with Ari Arapostathis, Luis Caffarelli and Yi Zheng) SIAM Journal on Control and Optimization. Vol. 52, No. 2, 1516-1540, 2019.
[PDF]
- Optimal control of Markov-modulated multiclass many-server queues (with Ari Arapostathis, Anirban Das and Yi Zheng)
Stochastic Systems. Vol. 9, No. 2, 155-181, 2019
[PDF]
- Uniform polynomial rates of convergence for a class of Levy-driven controlled SDEs arising in multiclass many-server queues
(with Ari Arapostathis, Hassan Hmedi and Nikola Sandric)
Modeling, Stochastic Control, Optimization, and Applications (G. Yin and Q. Zhang, eds.). The IMA Volumes in Mathematics and its Applications. Vol. 164, 1-20, Springer, New York, 2019.
[PDF]
- Equivalence of Fluid Models for G_t/GI/N+GI Queues (with Weining Kang)
Modeling, Stochastic Control, Optimization, and Applications (G. Yin and Q. Zhang, eds.). The IMA Volumes in Mathematics and its Applications. Vol. 164, 315-348, Springer, New York, 2019.
[PDF]
- Functional limit theorems for shot noise processes with weakly dependent noises (with Yuhang Zhou)
Stochastic Systems. Vol. 10, No. 2, 99-123, 2020
[PDF]
- Stationary distributions and convergence for M/M/1 queues in interactive random environment
(with Andrey Sarantsev, Yana Belopolskaya, and Yuri Suhov)
Queueing Systems. Vol. 94, 357-392, 2020
[PDF]
- On uniform exponential ergodicity of Markovian multiclass many-server queues in the Halfin-Whitt regime
(with Ari Arapostathis and Hassan Hmedi)
Mathematics of Operations Research. Vol. 46, No, 2, 405--833, 2021 [PDF]
- Exponential ergodicity and steady-state approximations for a class of Markov processes under fast regime switching (with Ari Arapostathis and Yi Zheng)
Advances in Applied Probability. Vol. 53, No, 1, 1-29, 2021 [PDF]
- Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (with Ari Arapostathis and Yi Zheng)
Stochastic Processes and their Applications Vol. 130, No. 11, 6733-6756, 2020 [PDF]
- Optimal scheduling of critically loaded multiclass GI/M/n+M
queues in an alternating renewal environment (with Ari Arapostathis and Yi Zheng) Applied Mathematics and Optimization. Vol. 84, No. 2, 1857-1901, 2021 [PDF]
- On the bias and variance of Odds ratio, relative risk and false discovery proportion (with D. Alemayehu, V. de la Pena and M. Klass)
Communications in Statistics-Theory and Methods 2021
- Multiarmed Bandit Designs for Phase I Dose-Finding Clinical Trials With Multiple Toxicity Types (with D. Alemayehu and L. Jin)
Statistics in Biopharmaceutical Research 2021
- Path Properties of a Generalized Fractional Brownian Motion (with Tomoyuki Ichiba and Murad Taqqu)
Journal of Theoretical Probability Vol. 35, No. 1, 550-574, 2022 [PDF]
- Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large intensity regime (with Bo Li)
Advances in Applied Probability. Vol. 53, No. 4 , 1190 -1221, 2021 [PDF]
- Functional limit theorems for non-Markovian epidemic models (with Etienne Pardoux)
Annals of Applied Probability. Vol. 32, No. 3, 1615-1665, 2022 [PDF]
- Estimating the state of the Covid-19 epidemic in France using a model with memory (with Raphael Forien and Etienne Pardoux)
Royal Society Open Science. Vol. 8, No. 3, 2021 [PDF]
- Epidemic models with varying infectivity (with Raphael Forien and Etienne Pardoux)
SIAM Journal on Applied Mathematics. Vol. 81, No. 5, 1893-1930, 2021 [PDF]
- Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (with Bo Li)
Stochastic Processes and their Applications. Vol. 143, 285-339, 2022 [PDF]
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System-wide safety staffing of large-scale parallel server networks (with Ari Arapostathis and Hassan Hmedi)
Forthcoming in
Operations Research. 2021 [PDF]
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes (with Ari Arapostathis and Nikola Sandric)
Applied Mathematics and Optimization. Vol. 85, 2022 [PDF]
- Transient behaviors of single-server queues with diffusive rates
(with Andrey Sarantsev and Yuri Suhov)
Queueing Systems Vol. 100 Special Issue: 100 views on queues.
[PDF]
- Uniform stability of some large-scale parallel server networks (with Ari Arapostathis and Hassan Hmedi)
Queueing Systems. Vol. 102, 509-552, 2022
[PDF]
- On the splitting and aggregating of Hawkes processes
(with Bo Li) Forthcoming in Journal of Applied Probability. 2022 [PDF]
- Multi-patch multi-group epidemic model with varying infectivity
(with Raphael Forien and Etienne Pardoux) Probability, Uncertainty and Quantitative Risk (Special issue dedicated to Alain Bensoussan on the occasion of his 80th birthday) Vol. 7, No. 4, 333-364, 2022 [PDF]
- Birth-death processes in interactive random environments
(with Andrey Sarantsev and Yuri Suhov) Queueing Systems. (Special issue in honour of Masakiyo Miyazawa-75) Vol. 102, 269-307, 2022
[PDF]
- Functional central limit theorems for epidemic models with varying infectivity (with Etienne Pardoux) Stochastics 2022 [PDF]
- Acuity-Based Allocation of ICU-Downstream Beds with Flexible Staffing
(with Silviya Valeva, Andrew Schaefer and Gills Clermont) Forthcoming in
INFORMS Journal on Computing [PDF]
- Preference based scheduling in a healthcare provider network
(with D. Agrawal and S. Kumara) Forthcoming in
European Journal of Operations Research 2022 [PDF]
- On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions
(with Ari Arapostathis and Hassan Hmedi)
Systems and Control Letters Vol. 171, 2023
[PDF]
- Multi-patch epidemic models with general exposed and infectious periods (with Etienne Pardoux) Forthcoming in
ESAIM: Probability and Statistics [PDF]
- Recent advances in epidemic modeling: non-Markov stochastic models and their scaling limits
(with Raphael Forien and Etienne Pardoux) Forthcoming in
The Graduate Journal of Mathematics (A publication of the Mediterranean Institute for the Mathematical Sciences) [PDF]
- Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity (with Etienne Pardoux) Forthcoming in
Applied Mathematics and Optimization [PDF]
- Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes
(with Bo Li) Forthcoming in Journal of Applied Probability.
[PDF]
- PDE model for multipatch epidemic model with migration and infection-age dependent infectivity
(with Etienne Pardoux) Forthcoming in
Pure and Applied Functional Analysis [PDF]
- Large deviations and long time behavior of stochastic fluid queues with generalized fractional Brownian motion input (with Sumith Reddy Anugu) Forthcoming in
Queueing Systems [PDF]
- Adaptive service rate control of an M/M/1 queue with server breakdowns (with Yi Zheng and Juxihong Julaiti) Forthcoming in
Queueing Systems [PDF]
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An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics
(with Xinghu Jin, Lihu Xu and Xin Xu) Forthcoming in
Mathematics of Operations Research [PDF]
Conference Proceedings
- Decentralized capacity reallocation for a loss network (with A.Kurve, G.Kesidis, G.de Veciana) 2012, IEEE 46th Annual Conference on
Information Sciences and Systems, pages 1-5, March 2012.
- Avoiding Overages by Deferred Aggregate Demand for PEV Charging on the Smart Grid. (with G. Kesidis and T. Konstantopoulos) 2012.
IEEE International Conference on Communications 2012 - Selected Areas in Communications Symposium: Smart Grids. pages 3322-3327
- Fluid approximations of many-server queues with delayed feedback and heterogeneous service and patience times. (with W. Kang and H. Lu) 2013.
ACM SIGMETRICS Performance Evaluation Review, Volume 41 Issue 3, December 2013
Pages 46-48. Workshop on MAthematical performance Modeling and Analysis (MAMA).
- Automated scheduling of deferrable PEV/PHEV load by power-profile unevenness. (with G. Kesidis and H. Lu) 2013. IEEE International Conference on Smart Grid Communications, Vancouver, Canada 2013. Pages 235-240
- Tit-for-tat capacity allocation for distributed delay management in peer-to-peer networks. (with G. Kesidis) 2014. International Conference on NETwork Games COntrol and OPtimization (NETGCOOP), Trento, October 29-31, 2014
- Refining piecewise stationary approximation for a Markov-regulated fluid queue. (with B. zhang and B. Zwart) 2014. IFIP WG 7.3 Performance 2014.
- Optimal Scheduling of A Large-Scale Multiclass Parallel Server System with Ergodic Cost. (with A. Arapostathis and A. Biswas) . INFOCOM, 2015.
Thesis
- Asymptotic Methods to Understand the Performance of Large-Scale Service Systems.
(Ph.D. Thesis), Columbia University. Advisor: Ward Whitt. 2010.
- Copulas and Default Correlation in Credit Risk Modelling.
(MA Thesis), Queen's University. Advisor: Frank Milne. 2003.