Related papers: $1/f^{3/2}$ noise in heavy traffic M/M/1 queue
In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…
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…
We study in this paper an $M/M/1$ queue whose server rate depends upon the state of an independent Ornstein-Uhlenbeck diffusion process $(X(t))$ so that its value at time $t$ is $\mu \phi(X(t))$, where $\phi(x)$ is some bounded function and…
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…
Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…
The collective behavior of a two-dimensional wet granular cluster under horizontal swirling motions is investigated experimentally. Depending on the balance between the energy injection and dissipation, the cluster evolves into various…
We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range…
We present a novel and comprehensive model of 1/f noise in nanoscale graphene devices that accounts for the unusual and so far unexplained experimental characteristics. We find that the noise power spectral density versus carrier…
We study an one-dimensional stochastic model of vehicular traffic on open segments of a single-lane road of finite size $L$. The vehicles obey a stochastic discrete-time dynamics which is a limiting case of the generalized Totally…
We consider queueing output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processes is their variance curve, indicating the variance of the…
We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…
Due to presence of magnetic field gradient needed for coherent spin control, dephasing of single-electron spin qubits in silicon quantum dots is often dominated by $1/f$ charge noise. We investigate theoretically fluctuations of ground…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…
A model based on thermal fluctuations in conductors in random resistor-capacitor (R-C) networks has been shown to generate a 1/f^s noise with s in between 0 and 1, while in many real systems the noise exponent is between 0 and 2. The wider…
This paper studies the heavy-traffic asymptotics for the multiclass FIFO M${}^X$/G/1 queue. We first derive the probability generating function of the joint queue length distribution. Using the probability generating function, we then…
Efficient use of call center operators through technological innovations more often come at the expense of added operation management issues. In this paper, the stationary characteristics of an $M/G/1$ retrial queue is investigated where…
In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…