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In this work we introduce two variants of multivariate Hawkes models with an explicit dependency on various queue sizes aimed at modeling the stochastic time evolution of a limit order book. The models we propose thus integrate the…

Trading and Market Microstructure · Quantitative Finance 2019-01-28 Peng Wu , Marcello Rambaldi , Jean-François Muzy , Emmanuel Bacry

Manufacturing plays a significant role in economic development, production, exports, and job creation, which ultimately contribute to improving the quality of life. The presence of manufacturing defects is, however, inevitable leading to…

Optimization and Control · Mathematics 2023-04-20 Mikhail A. Bragin , Matthew E. Wilhelm , Nanpeng Yu , Matthew D. Stuber

We consider an M/M/1 queueing model where customers can strategically decide to enter or leave the queue. We characterize the class of queueing regimes such that, for any parameters of the model, the socially efficient behavior is an…

Theoretical Economics · Economics 2024-10-11 Marco Scarsini , Eran Shmaya

This paper attempts to find out numerically the distribution of the queue-length ratio in the context of a model of preferential attachment. Here we consider two restaurants only and a large number of customers (agents) who come to these…

Computer Science and Game Theory · Computer Science 2008-12-02 Anindya S. Chakrabarti , Bikas K. Chakrabarti

We study the load balancing system operating under Join the Shortest Queue (JSQ) in the many-server heavy-traffic regime. If $N$ is the number of servers, we let the difference between the total service rate and the total arrival rate be…

Probability · Mathematics 2022-08-25 Daniela Hurtado-Lange , Siva Theja Maguluri

Higher-order networks, naturally described as hypergraphs, are essential for modeling real-world systems involving interactions among three or more entities. Stochastic block models offer a principled framework for characterizing mesoscale…

Social and Information Networks · Computer Science 2025-11-27 Kazuki Nakajima , Yuya Sasaki , Takeaki Uno , Masaki Aida

This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can…

Probability · Mathematics 2019-12-30 Xin Liu , Lei Ying

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We consider a switched network, a fairly general constrained queueing network model that has been used successfully to model the detailed packet-level dynamics in communication networks, such as input-queued switches and wireless networks.…

Networking and Internet Architecture · Computer Science 2010-04-01 Devavrat Shah , John N. Tsitsiklis , Yuan Zhong

A network epidemic model is studied. The underlying social network has two different types of group structures, households and workplaces, such that each individual belongs to exactly one household and one workplace. The random network is…

Probability · Mathematics 2024-10-10 Frank Ball , Tom Britton , Peter Neal

Proximity networks are time-varying graphs representing the closeness among humans moving in a physical space. Their properties have been extensively studied in the past decade as they critically affect the behavior of spreading phenomena…

Physics and Society · Physics 2019-11-28 Fragkiskos Papadopoulos , Marco Antonio Rodríguez Flores

Networks and graphs provide a simple but effective model to a vast set of systems which building blocks interact throughout pairwise interactions. Unfortunately, such models fail to describe all those systems which building blocks interact…

Physics and Society · Physics 2022-09-21 Mauro Faccin

We develop SHOPPER, a sequential probabilistic model of shopping data. SHOPPER uses interpretable components to model the forces that drive how a customer chooses products; in particular, we designed SHOPPER to capture how items interact…

Machine Learning · Statistics 2019-06-11 Francisco J. R. Ruiz , Susan Athey , David M. Blei

Understanding how delayed information impacts queueing systems is an important area of research. However, much of the current literature neglects one important feature of many queueing systems, namely non-stationary arrivals. Non-stationary…

Dynamical Systems · Mathematics 2017-01-20 Jamol Pender , Richard H. Rand , Elizabeth Wesson

We empirically study sorting in the evolving data model. In this model, a sorting algorithm maintains an approximation to the sorted order of a list of data items while simultaneously, with each comparison made by the algorithm, an…

Data Structures and Algorithms · Computer Science 2018-05-16 Juan Jose Besa , William E. Devanny , David Eppstein , Michael Goodrich , Timothy Johnson

We investigate the dynamical stability of the holographic system with two order parameters, which exhibits competition and coexistence of condensations. In the linear regime, we have developed the gauge dependent formalism to calculate the…

High Energy Physics - Theory · Physics 2016-01-27 Yiqiang Du , Shan-Quan Lan , Yu Tian , Hongbao Zhang

We consider a queue to which only a finite pool of $n$ customers can arrive, at times depending on their service requirement. A customer with stochastic service requirement $S$ arrives to the queue after an exponentially distributed time…

Probability · Mathematics 2017-04-12 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Optimization and Control · Mathematics 2024-11-19 Zixian Yang , Lei Ying

In this paper, we develop a method for studying cycle lengths in hypergraphs. Our method is built on earlier ones used in [21,22,18]. However, instead of utilizing the well-known lemma of Bondy and Simonovits [4] that most existing methods…

Combinatorics · Mathematics 2016-09-28 Tao Jiang , Jie Ma

We consider the long term behaviour of a Markov chain \xi(t) on \Z^N based on the N station supermarket model. Different routing policies for the supermarket model give different Markov chains. We show that for a general class of local…

Probability · Mathematics 2010-02-25 I. M. MacPhee , M. V. Menshikov , M. Vachkovskaia
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