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

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We study the finite-size scaling of the roughness of signals in systems displaying Gaussian 1/f power spectra. It is found that one of the extreme value distributions (Gumbel distribution) emerges as the scaling function when the boundary…

Statistical Mechanics · Physics 2009-11-07 T. Antal , M. Droz , G. Gyorgyi , Z. Racz

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…

Data Analysis, Statistics and Probability · Physics 2009-11-11 B. -S. Skagerstam , A. Hansen

Magnetic flux noise is a dominant source of dephasing and energy relaxation in superconducting qubits. The noise power spectral density varies with frequency as $1/f^\alpha$ with $\alpha \sim 1$ and spans 13 orders of magnitude. Recent work…

Superconductivity · Physics 2016-10-26 P. Kumar , S. Sendelbach , M. A. Beck , J. W. Freeland , Zhe Wang , Hui Wang , C. C. Yu , R. Q. Wu , D. P. Pappas , R. McDermott

The probability density function (PDF) of the roughness, i.e., of the temporal variance, of 1/f^alpha noise signals is studied. Our starting point is the generalization of the model of Gaussian, time-periodic, 1/f noise, discussed in our…

Statistical Mechanics · Physics 2009-11-07 T. Antal , M. Droz , G. Gyorgyi , Z. Racz

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

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of…

Statistical Mechanics · Physics 2009-09-29 Vygintas Gontis , Bronislovas Kaulakys

In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…

Information Theory · Computer Science 2018-09-11 Nikolaos Pappas

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

Probability · Mathematics 2019-10-24 Song-Kyoo Kim , Chan Yeob Yeun

In this paper, we analyze the steady state maximum overlap time in the M/M/1 queue. We derive the maximum overlap time tail distribution, its moments and the moment generating function. We also analyze the steady state minimum overlap time…

Probability · Mathematics 2023-11-15 Sergio Palomo , Jamol Pender

The interplanetary magnetic field exhibits a distinctive $1/f$ spectral density from frequencies of around $\unit[10^{-6}]{Hz}$ to around $\unit[10^{-4}]{Hz}$, ranging from harmonics of the solar rotation to the reciprocal of the turbulence…

We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground-background scheduling policy in heavy traffic. The growth rate of its mean, as well as the limiting distribution, are…

Probability · Mathematics 2017-12-12 Bart Kamphorst , Bert Zwart

Fluctuations in the fluorescence from macroscopic ensembles of colloidal semiconductor quantum dots have the spectral form of 1/f noise. The measured power spectral density reflects the fluorescence intermittency of individual dots with…

Materials Science · Physics 2009-11-10 Matthew Pelton , David Grier , Philippe Guyot-Sionnest

We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of…

Probability · Mathematics 2014-05-21 Eleni Vatamidou , Ivo J. B. F. Adan , Maria Vlasiou , Bert Zwart

A general physical model is presented for 1/f noise. The main questions raised by this type of noise can be solved if at the origin of the phenomenon we consider many similar like RTN two-state processes in co-operation among them to…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Giovanni Zanella

The problem of the intrinsic origin of 1/f noise is considered. Currents and signals consisting of a sequence of pulses are analysed. It is shown that intrinsic origin of 1/f noise is a random walk of the average time between subsequent…

Statistical Mechanics · Physics 2007-05-23 B. Kaulakys

We derive a set of spectral statistics whose power spectrum is characterized, in the case of chaotic quantum systems, by colored noise $1/f^{\gamma}$, where the integer parameter $\gamma$ critically depends on the specific energy-level…

Statistical Mechanics · Physics 2009-11-11 Luca Salasnich

We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…

Probability · Mathematics 2010-03-31 Qiang Zhen , Charles Knessl

We study the properties of a noisy time series generated by a continuous-valued feed-forward network in which the next input vector is determined from past output values. Numerical simulations of a perceptron-type network exhibit the…

Disordered Systems and Neural Networks · Physics 2009-10-31 A Priel , I Kanter , D A Kessler

We review existing methods for generating long streams of 1/f^alpha noise ($0<\alpha\le 2$) focusing on the digital filtering of white noise. We detail the formalism to conceive an efficient random number generator (white outside some…

Astrophysics · Physics 2008-11-26 S. Plaszczynski