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We present a mathematical model for communication subject to both network interference and noise. We introduce a framework where the interferers are scattered according to a spatial Poisson process, and are operating asynchronously in a…

Information Theory · Computer Science 2016-11-17 Pedro C. Pinto , Moe Z. Win

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this…

Probability · Mathematics 2017-03-07 Mariska Heemskerk , Julia Kuhn , Michel Mandjes

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

Mathematical Physics · Physics 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…

Physics and Society · Physics 2026-03-24 Lei Dong

The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present a simple, analytically tractable model which fills the gap…

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…

Probability · Mathematics 2015-03-13 H. Paul Keeler

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…

Data Analysis, Statistics and Probability · Physics 2021-01-05 J. Friedrich , S. Gallon , A. Pumir , R. Grauer

This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…

Applications · Statistics 2019-07-24 Sophie Donnet , Stéphane Robin

We study a message passing model, applicable also to traffic problems. The model is implemented in a discrete lattice, where particles move towards their destination, with fluctuations around the minimal distance path. A repulsive…

Condensed Matter · Physics 2009-10-28 I. Campos , A. Tarancon , F. Clerot , L. A. Fernandez

Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…

Probability · Mathematics 2024-04-09 Michel Davydov

We analyze, by means of statistical mechanics, a sparse network with random competitive interactions among dichotomic variables pasted on the nodes, namely a Viana-Bray model. The model is described by an infinite series of order parameters…

Disordered Systems and Neural Networks · Physics 2009-11-30 Adriano Barra

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

Current models of human dynamics, used from risk assessment to communications, assume that human actions are randomly distributed in time and thus well approximated by Poisson processes. We provide direct evidence that for five human…

Physics and Society · Physics 2009-11-11 A. Vazquez , J. Gama Oliveira , Z. Dezso , K. -I. Goh , I. Kondor , A. -L. Barabasi

We study the statistical properties of passive tracer transport in turbulent flows with a mean gradient, emphasizing tracer intermittency and extreme events. An analytically tractable model is developed, coupling zonal and shear velocity…

Computational Engineering, Finance, and Science · Computer Science 2025-06-10 Mustafa A Mohamad , Di Qi

We propose exact results for the full counting statistics, or the scaled cumulant generating function, pertaining to the transfer of arbitrary conserved quantities across an interface in homogeneous integrable models out of equilibrium. We…

Statistical Mechanics · Physics 2020-01-22 Jason Myers , M. J. Bhaseen , Rosemary J. Harris , Benjamin Doyon

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…

Statistical Mechanics · Physics 2011-11-11 Yichao Zhang , Shi Zhou , Zhongzhi Zhang , Jihong Guan , Shuigeng Zhou , Guanrong Chen