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

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We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…

Probability · Mathematics 2017-03-21 David Koops , Michel Mandjes , Onno Boxma

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

We propose a theory of unimodal maps perturbed by an heteroscedastic Markov chain noise and experiencing another heteroscedastic noise due to uncertain observation. We address and treat the filtering problem showing that by collecting more…

Statistics Theory · Mathematics 2024-11-26 Fabrizio Lillo , Stefano Marmi , Matteo Tanzi , Sandro Vaienti

In this paper it is demonstrated that a 1/f power spectrum appears in the process originated by the superposition of many similar single-sided RTN processes with the same relaxation time. The non-relaxed regime, the Gaussian nature and the…

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

We study an M/G/1-type queueing model with the following additional feature. The server works continuously, at fixed speed, even if there are no service requirements. In the latter case, it is building up inventory, which can be interpreted…

Probability · Mathematics 2015-10-27 Onno Boxma , Rim Essifi , Augustus J. E. M. Janssen

This paper introduces a general model of a single-lane roundabout, represented as a circular lattice that consists of $L$ cells, with Markovian traffic dynamics. Vehicles enter the roundabout via on-ramp queues that have stochastic arrival…

Cellular Automata and Lattice Gases · Physics 2020-02-05 Jaap Storm , Sandjai Bhulai , Wouter Kager , Michel Mandjes

We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…

Probability · Mathematics 2014-09-11 Marko Boon , Rob van der Mei , Erik Winands

The spectral statistic $\delta_n$ measures the fluctuations of the number of energy levels around its mean value. It has been shown that chaotic quantum systems display $1/f$ noise (pink noise) in the power spectrum $S(f)$ of the $\delta_n$…

Chaotic Dynamics · Physics 2007-08-05 Luca Salasnich

Accurate estimation of queuing delays is crucial for designing and optimizing communication networks, particularly in the context of Deterministic Networking (DetNet) scenarios. This study investigates the approximation of Internet queuing…

Networking and Internet Architecture · Computer Science 2024-06-25 Nataliia Koneva , Alfonso Sánchez-Macián , José Alberto Hernández , Farhad Arpanaei , Óscar González de Dios

This paper studies the input queued switch operating under the MaxWeight algorithm when the arrivals are according to a Markovian process. We exactly characterize the heavy-traffic scaled mean sum queue length in the heavy-traffic limit,…

Probability · Mathematics 2023-12-07 Shancong Mou , Siva Theja Maguluri

This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…

Probability · Mathematics 2009-09-29 H. Christian Gromoll , Łukasz Kruk

We consider the role of network geometry in two types of diffusion processes: transport of constant-density information packets with queuing on nodes, and constant voltage-driven tunneling of electrons. The underlying network is a…

Statistical Mechanics · Physics 2010-10-05 Milovan Suvakov , Bosiljka Tadic

The microscopic origin of $1/f$ magnetic flux noise in superconducting circuits has remained an open question for several decades despite extensive experimental and theoretical investigation. Recent progress in superconducting devices for…

In this paper, we analyze how well a machine can solve a general problem in queueing theory. To answer this question, we use a deep learning model to predict the stationary queue-length distribution of an $M/G/1$ queue (Poisson arrivals,…

Machine Learning · Computer Science 2022-02-04 Eliran Sherzer , Arik Senderovich , Opher Baron , Dmitry Krass

This study proposes a generalised macroscopic traffic simulation using a Mt/D/1/K queue to model congestion, using the Enniskillen to Belfast route as a case study. Empirical traffic data from Google's Directions API is used to calibrate…

Physics and Society · Physics 2025-01-27 Jyoutir Raj

In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…

Probability · Mathematics 2015-12-02 Stephen B. Connor , Wilfrid S. Kendall

We study the workload processes of two restricted M/G/1 queueing systems: in Model 1 any service requirement that would exceed a certain capacity threshold is truncated; in Model 2 new arrivals do not enter the system if they have to wait…

Probability · Mathematics 2012-01-04 Martin Kolb , Wolfgang Stadje , Achim Wübker

Using the well-known Olami-Feder-Christensen model as our paradigm, we show how to modify uniform driven self-organized critical models to generate $1/f^\alpha$ noise. Our model can reproduce all the main features of $1/f^\alpha$ noise: (1)…

Statistical Mechanics · Physics 2009-10-31 Jörn Davidsen , Heinz Georg Schuster

We analyze the service times of customers in a stable M/M/1 queue in equilibrium depending on their position in a busy period. We give the law of the service of a customer at the beginning, at the end, or in the middle of the busy period.…

Discrete Mathematics · Computer Science 2007-07-30 Moez Draief , Jean Mairesse