English
Related papers

Related papers: Heavy-traffic asymptotic formulas for the multicla…

200 papers

We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…

Probability · Mathematics 2022-11-24 Jacob Butt , Nicos Georgiou , Enrico Scalas

Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…

Probability · Mathematics 2026-01-07 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…

Other Condensed Matter · Physics 2007-05-23 A. P. Buslaev , A. G. Tatashev , M. V. Yashina

For a variety of pattern-avoiding classes, we describe the limiting distribution for the number of fixed points for involutions chosen uniformly at random from that class. In particular we consider monotone patterns of arbitrary length as…

Combinatorics · Mathematics 2023-06-22 Samuel Miner , Douglas Rizzolo , Erik Slivken

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…

Probability · Mathematics 2017-05-02 Marko Boon , Onno Boxma , Offer Kella , Masakiyo Miyazawa

Traffic flow at low densities (free traffic) is characterized by a quasi-one-dimensional relation between traffic flow and vehicle density, while no such fundamental diagram exists for `synchronized' congested traffic flow. Instead, a…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Davide Batic , Martin Schoenhof , Martin Treiber

This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability…

Probability · Mathematics 2021-06-08 Raviar Karim , Roger J. A. Laeven , Michel Mandjes

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

Statistical Mechanics · Physics 2011-12-30 S. I. Denisov , S. B. Yuste , Yu. S. Bystrik , H. Kantz , K. Lindenberg

We study the power spectral density of continuous time Markov chains and explicit its relationship with the eigenstructure of the infinitesimal generator. This result helps us understand the dynamics of the number of customers for a M/M/1…

Probability · Mathematics 2023-10-24 Thomas Vanderbruggen

We investigate temporal behavior of probability density functions (pdfs) of paradigmatic jump-type and continuous processes that, under confining regimes, share common heavy-tailed asymptotic (target) pdfs. Namely, we have shown that under…

Statistical Mechanics · Physics 2015-05-18 Piotr Garbaczewski , Vladimir Stephanovich , Dariusz Kȩdzierski

The estimation of local characteristics of Ito semimartingales has received a great deal of attention in both academia and industry over the past decades. In various papers limit theorems were derived for functionals of increments and…

Statistics Theory · Mathematics 2014-03-04 Moritz Duembgen , Mark Podolskij

While many classical traffic models treat the spatial extension of streets continuously or by discretization into cells of a certain length, we will subdivide roads into comparatively long homogeneous road sections of constant capacity with…

Statistical Mechanics · Physics 2009-11-10 Dirk Helbing

We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…

Combinatorics · Mathematics 2024-01-02 Thierry Monteil , Khaydar Nurligareev

In this paper, we obtain asymptotic formulas for an infinite class of rank generating functions. As an application, we solve a conjecture of Andrews and Lewis on inequalities between certain ranks.

Number Theory · Mathematics 2007-08-07 Kathrin Bringmann

One of the questions of distribution of prime numbers is considered in the article. It is shown what error is obtained from the assumption that the asymptotic density of a sequence of primes is a probability. Various forms of an analogue of…

General Mathematics · Mathematics 2020-12-17 Victor Volfson

We examine a queue-based random-access algorithm where activation and deactivation rates are adapted as functions of queue lengths. We establish its heavy traffic behavior on a complete interference graph, which turns out to be highly…

Probability · Mathematics 2021-06-08 Eyal Castiel , Sem Borst , Laurent Miclo , Florian Simatos , Philip Whiting

We investigate the problem of the distribution of sums of functions of prime numbers located on an arithmetic progression. This problem is closely related to the problem of the distribution of prime numbers on an arithmetic progression.…

Number Theory · Mathematics 2021-12-09 Victor Volfson

Quantum transitions are described semiclassically as motions of systems along (complex) trajectories. We consider the cases when the semiclassical trajectories are unstable and find that durations of the corresponding transitions are large.…

Quantum Physics · Physics 2013-05-29 D. G. Levkov , A. G. Panin

We study the load balancing system operating under Join the Shortest Queue (JSQ) in the many-server heavy-traffic regime. If $N$ is the number of servers, we let the difference between the total service rate and the total arrival rate be…

Probability · Mathematics 2022-08-25 Daniela Hurtado-Lange , Siva Theja Maguluri