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On polynomial convergence rate of the availability factor to its stationary value
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Veretennikov A., Zverkina G.
In press
A computable estimate of the readiness coefficient to its stationary value for a standard binary-state system is established in the case where working time and repair time distributions have heavy tails.
Veretennikov A., Zverkina G., , in : Distributed Computer and Communication Networks. 18th International Conference, DCCN 2015, Moscow, Russia, October 19-22, 2015, Revised Selected Papers. Vol. 601.: Switzerland : Springer, 2016. P. 358-369.
A computable estimate of the readiness coefficient for a standard binary-state system is established in the case where both working and repair time distributions possess heavy tails. ...
Added: May 11, 2016
Veretennikov A., Veretennikova M., / Cornell University. Series "Working papers by Cornell University". 2019.
New convergence rate asymptotic bound for a class of homogeneous Markov chains is established. ...
Added: November 14, 2019
Piterbarg V., Щербакова Ю. А., Теория вероятностей и ее применения 2022 Т. 67 № 1 С. 57-80
We propose a sequence of accompanying laws in the B. V. Gnedenko limit theorem
for maxima of independent random variables with distributions lying in the Gumbel max domain
of attraction. We show that this sequence provides a power-law convergence rate, whereas the
Gumbel distribution provides only the logarithmic rate. As examples, we consider in detail the classes
of Weibull ...
Added: October 27, 2022
Rodomanov A., Kropotov D., , in : Proceedings of Machine Learning Research. Proceedings of the International Conference on Machine Learning (ICML 2016). Vol. 48.: NY : [б.и.], 2016. P. 2597-2605.
We consider the problem of minimizing the strongly convex sum of a finite number of convex functions. Standard algorithms for solving this problem in the class of incremental/stochastic methods have at most a linear convergence rate. We propose a new incremental method whose convergence rate is superlinear – the Newton-type incremental method (NIM). The idea ...
Added: December 10, 2018
Veretennikov A., Zverkina G., / Institute for Control Problems, Moscow. Series Abstracts of communications, "DISTRIBUTED COMPUTER AND COMMUNICATION NETWORKS (DCCN-2015):'' CONTROL, COMPUTATION, COMMUNICATIONS "DCCN 2015". 2015.
A computable estimate of the readiness coefficient to its stationary value for a standard binary-state system is established in the case where working time and repair time distributions have heavy tails. ...
Added: October 15, 2015
Shchegolev A., Веретенников А. Ю., Markov Processes and Related Fields 2023
A new approach is developed for evaluating the convergence rate for nonlinear
Markov chains (MC) based on the recently developed spectral radius technique of
Markovian coupling for linear MC and the idea of small nonlinear perturbations of
linear MC. The method further enhances recent advances in the problem of convergence
for such models. ...
Added: November 28, 2023
Veretennikov A., / Cornell University. Series cond-mat "arxiv.org". 2014.
Polynomial convergence rate to stationarity is shown for extended Erlang -- Sevastyanov's model. ...
Added: December 16, 2014
Veretennikov A., Working papers by Cornell University. Series cond-mat.soft "arxiv.org" ( 2014 P. 1-12
THIS ITEM should be deleted: it is a preprint, not an article. ...
Added: December 16, 2014
Tkachenko A., Afanasyeva L. G., Journal of Mathematical Sciences 2016 Vol. 218 No. 2 P. 119-136
Convergence rates in total variation are established for some models of queueing theory and reliability theory. Analysis is based on renewal technique and asymptotic results for the renewal function. It is shown that convergence rate has an exponential asymptotics when distribution function of regeneration period satisfies Cramer's condition. Results concerning polynomial convergence are also obtained. ...
Added: October 14, 2015
Mammen E., Dunker V., Florens J. -. et al., Journal of Econometrics 2014 Vol. 178 No. 3 P. 444-455
This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence rate results. A particular emphasis is on instrumental regression models where the usual conditional mean assumption is replaced by a stronger independence assumption. We ...
Added: October 12, 2016
Vedenin A., Remizov I., / Cornell University. Series math "arxiv.org". 2020.
Abstract. The method of Chernoff approximation was discovered by Paul Chernoff in 1968 and now is a powerful and flexible tool of contemporary functional analysis. This method is different from grid-based approach and helps to solve numerically the Cauchy problem for evolution equations, e.g., for heat equation and for more general parabolic second-order partial differential equations ...
Added: December 14, 2020
Rodomanov A., Kropotov D., SIAM Journal on Optimization 2020 Vol. 30 No. 3 P. 1878-1904
We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size proportionally to the determinants of principal submatrices of the matrix, which bounds the curvature of the objective function. In the particular case when the size of the subsets equals one, ...
Added: July 29, 2020