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Related papers: $1/f^{3/2}$ noise in heavy traffic M/M/1 queue

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We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…

Probability · Mathematics 2007-11-06 Iain MacPhee , Mikhail Menshikov , Dimitri Petritis , Serguei Popov

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Optimization and Control · Mathematics 2009-02-13 Zhao Guo-xi , Hu Qi-Zhou

We consider a regulated multi-class instantaneous matching system with reneging, in which each event requires $K \geq 2$ distinct impatient agents who wait in their respective queues. Each agent class is subject to a buffer capacity,…

Probability · Mathematics 2025-07-15 Bowen Xie

We present and analyze the simple analytically solvable model of 1/f noise, which can be relevant for the understanding of the origin, main properties and parameter dependencies of the flicker noise. In the model, the currents or signals…

Data Analysis, Statistics and Probability · Physics 2008-12-31 J. Ruseckas , B. Kaulakys , M. Alaburda

Discovering the mechanism underlying the ubiquity of $"1/f^{\alpha}"$ noise has been a long--standing problem. The wide range of systems in which the fluctuations show the implied long--time correlations suggests the existence of some…

Statistical Mechanics · Physics 2013-10-10 Avinash Chand Yadav , Ramakrishna Ramaswamy , Deepak Dhar

Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an…

Statistical Finance · Quantitative Finance 2015-02-24 Aleksejus Kononovicius , Julius Ruseckas

We analyze recent data on the complex inductance of dc SQUIDs that show 1/f inductance noise highly correlated with conventional 1/f flux noise. We argue that these data imply a formation of long range order in fractal spin structures. We…

Mesoscale and Nanoscale Physics · Physics 2011-02-18 K. Kechedzhi , L. Faoro , L. B. Ioffe

Internal mechanism leading to the emergence of the widely occurring 1/f noise still remains an open issue. In this paper we investigate the distinction between internal time of the system and the physical time as a source of 1/f noise.…

Statistical Mechanics · Physics 2016-06-22 J. Ruseckas , R Kazakevicius , B. Kaulakys

Quantum chaotic and integrable systems are known to exhibit a characteristic $1/f$ and $1/f^{2}$ noise, respectively, in the power spectrum associated to their spectral fluctuations. A recent work [R. Riser, V. A. Osipov, and E. Kanzieper,…

Quantum Physics · Physics 2019-09-17 A. L. Corps , A. Relaño

Demand for studying queueing systems with multiple servers providing correlated services was created about 60 years ago, motivated by various applications. In recent years, the importance of such studies has been significantly increased,…

Probability · Mathematics 2026-04-16 Suman Thapa , Yiqiang Q. Zhao

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

Probability · Mathematics 2025-04-25 Bernardo D'Auria , Ivo J. B. F. Adan , René Bekker , Vidyadhar Kulkarni

The noise of signals or currents consisting from a sequence of pulses, elementary events or moving discrete objects (particles) is analyzed. A simple analytically solvable model is investigated in detail both analytically and numerically.…

adap-org · Physics 2009-10-30 B. Kaulakys , T. Meskauskas

We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…

Statistical Mechanics · Physics 2014-09-18 Chikashi Arita

Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an…

Statistical Mechanics · Physics 2007-05-23 B. Kaulakys , T. Meskauskas

Non-Markovian $1/f$ noise consists a dominant source of decoherence in superconducting qubits, yet its slow nature poses a significant challenge for accurate simulation. Here we develop a hierarchical equations of motion (HEOM) framework…

Quantum Physics · Physics 2025-09-11 Yinjia Chen , Shuocang Zhang , Qiang Shi

The quantum indeterminacy caused by non-commutativity of observables at different times sets a lower bound on the voltage noise power spectrum in any conducting material. This bound is calculated explicitly in the case of monolayer…

Mesoscale and Nanoscale Physics · Physics 2021-11-03 Kirill A. Kazakov

A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…

Probability · Mathematics 2021-05-07 R. Nasri , F. Simatos , A. Simonian

The current noise in a classical one-dimensional charge density wave system is studied in the weak pinning regime by solving the overdamped equation of motion numerically. At low temperatures and just above the zero temperature depinning…

Disordered Systems and Neural Networks · Physics 2008-06-24 Zbigniew R. Struzik , Andreas Glatz , Mai Suan Li

The mathematics of the finite single server queue with Poisson input and semi-Markov service times($M/SM/1/b$) is similar to that used for $BMAP/G/1/b$ systems. This observation results in new analytical formulas for a queue size in the…

Probability · Mathematics 2018-06-15 Krzysztof Rusek , Zdzisław Papir