Related papers: $1/f^{3/2}$ noise in heavy traffic M/M/1 queue
In a batch of synchronized queues, customers can only be serviced all at once or not at all, implying that service remains idle if at least one queue is empty. We propose that a batch of $n$ synchronized queues in a discrete-time setting is…
We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of…
We consider the FCFS $\mathit{GI}/\mathit{GI}/n$ queue in the so-called Halfin-Whitt heavy traffic regime. We prove that under minor technical conditions the associated sequence of steady-state queue length distributions, normalized by…
We consider a two-node tandem queueing network in which the upstream queue is GI/GI/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. To…
We consider optimizing average queueing delay and average power consumption in a nonpreemptive multi-class M/G/1 queue with dynamic power control that affects instantaneous service rates. Four problems are studied: (1) satisfying per-class…
We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…
We study the synchronization behavior of discrete-time Markov chains on countable state spaces. Representing a Markov chain in terms of a random dynamical system, which describes the collective dynamics of trajectories driven by the same…
The transport phenomenon of active particles confined in 3D(three dimensional) corrugated confined channel with Gaussian noises is investigated. Large noise intensity perpendicular to the symmetry axis is good for the diffusion and current…
In this paper, we analyze the number of departures from an initially empty $M/M/\infty$ system in a finite time interval. We observe the system during an exponentially distributed period of time starting from the time origin. We then…
We study the stationary sojourn time distribution in an M/G/1 queue operating under heavy traffic. It is known that the sojourn time converges to an exponential distribution in the limit. Our focus is on obtaining pre-asymptotic,…
We give a simple derivation of the distribution of the maximum L of the length of the queue during a busy period for the M/M/1 queue with lambda<1 the ratio between arrival rate and service rate. We observe that the asymptotic behavior of…
For a GI/GI/1 queue, we show that the average sojourn time under the (blind) Randomized Multilevel Feedback algorithm is no worse than that under the Shortest Remaining Processing Time algorithm times a logarithmic function of the system…
We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…
We simulate the dynamics of a single circle microswimmer exploring a disordered array of fixed obstacles. The interplay of two different types of randomness, quenched disorder and stochastic noise, is investigated to unravel their impact on…
We show that the spectral fluctuations of the Two-Body Random Ensemble (TBRE) exhibit 1/f noise. This result supports a recent conjecture stating that chaotic quantum systems are characterized by 1/f noise in their energy level…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate the stability of the associated Markov chain, show the weak…
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…
We show that large, slowly driven systems can evolve to a self-organized critical state where long range temporal correlations between bursts or avalanches produce low frequency $1/f^{\alpha}$ noise. The avalanches can occur instantaneously…
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…