Related papers: The M/M/1 queue is Bernoulli
We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the…
The Wigner's theorem, which is one of the cornerstones of the mathematical formulation of quantum mechanics, asserts that every symmetry of quantum system is unitary or anti-unitary. This classical result was first given by Wigner in 1931.…
The Nelson stochastic mechanics is derived as a consequence of the basic physical principles such as the principle of relativity of observations and the invariance of the action quantum. The unitary group of quantum mechanics is represented…
We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…
This paper investigates the capacity of a channel in which information is conveyed by the timing of consecutive packets passing through a queue with independent and identically distributed service times. Such timing channels are commonly…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
Consider a one-dimensional exclusion process with finite-range translation-invariant jump rates with non-zero drift. Let the process be stationary with product Bernoulli invariant distribution at density \rho. Place a second class particle…
The classical result due tof Williams states that a Brownian motion with positive drift $\mu$ and issued from the origin is equal in law to a Brownian motion with unit negative drift, $-\mu$, run until it hits a negative threshold, whose…
A formalism is developed for describing approximate classical behaviour in finite (but possibly large) quantum systems. This is done in terms of a structure common to classical and quantum mechanics, viz. a Poisson space with a transition…
In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…
In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…
In this paper, we discuss an interesting but challenging bilateral stochastically matching problem: A more general matched queue with matching batch pair (m, n) and two types (i.e., types A and B) of impatient customers, where the arrivals…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
In this short note we capitalize on and complete our previous results on the regularity of the homogenized coefficients for Bernoulli perturbations by addressing the case of the Poisson point process, for which the crucial uniform local…
We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
We characterize the pointer states generated by the master equation of quantum Brownian motion and derive stochastic equations for the dynamics of their trajectories in phase space. Our method is based on a Poissonian unraveling of the…
We address the study of quantum metrology enhanced by indefinite causal order, demonstrating a quadratic advantage in the estimation of the product of two average displacements in a continuous variable system. We prove that no setup where…
It is shown that the restrictions of what can be inferred from classically-recorded observational outcomes that are imposed by the no-cloning theorem, the Kochen-Specker theorem and Bell's theorem also follow from restrictions on inferences…
We work out an exactly solvable hamiltonian model which retains all the features of realistic quantum measurements. In order to use an interaction process involving a system and an apparatus as a measurement, it is necessary that the…