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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

The distribution of returns in financial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an…

Trading and Market Microstructure · Quantitative Finance 2012-12-04 Thilo A. Schmitt , Rudi Schäfer , Michael C. Münnix , Thomas Guhr

Max weighted queue (MWQ) control policy is a widely used cross-layer control policy that achieves queue stability and a reasonable delay performance. In most of the existing literature, it is assumed that optimal MWQ policy can be obtained…

Systems and Control · Computer Science 2013-11-20 Junting Chen , Vincent K. N. Lau

Recently increased accessibility of large-scale digital records enables one to monitor human activities such as the interevent time distributions between two consecutive visits to a web portal by a single user, two consecutive emails sent…

Physics and Society · Physics 2009-11-13 N. Masuda , J. S. Kim , B. Kahng

We investigate waiting-time distributions (WTDs) of quantum jumps in continuously monitored quantum many-body systems, whose unconditional dynamics lead to the trivial infinite-temperature state. We demonstrate that the WTD of a half-chain…

Statistical Mechanics · Physics 2026-04-02 Kazuki Yamamoto , Ryusuke Hamazaki

Empirical analysis show that, after the update of a browser, the publication of the vulnerability of a software, or the discovery of a cyber worm, the fraction of computers still using the older version, or being not yet patched, or…

Physics and Society · Physics 2015-05-13 A. Saichev , D. Sornette

We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

Probability · Mathematics 2016-04-05 Jose Blanchet , Karthyek Murthy

The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From this, it has been discovered that across a diverse range of…

Physics and Society · Physics 2015-05-08 Gordon J Ross , Tim Jones

We consider the delay properties of max-weight opportunistic scheduling in a multi-user ON/OFF wireless system, such as a multi-user downlink or uplink. It is well known that max-weight scheduling stabilizes the network (and hence yields…

Optimization and Control · Mathematics 2009-01-02 Michael J. Neely

Organizational growth processes have consistently been shown to exhibit a fatter-than-Gaussian growth-rate distribution in a variety of settings. Long periods of relatively small changes are interrupted by sudden changes in all size scales.…

Physics and Society · Physics 2014-08-13 Hernan Mondani , Petter Holme , Fredrik Liljeros

We present upper and lower bounds for the tail distribution of the stationary waiting time $D$ in the stable $GI/GI/s$ FCFS queue. These bounds depend on the value of the traffic load $\rho$ which is the ratio of mean service and mean…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

We study the effect of team and hierarchy on the waiting-time dynamics of priority-queue networks. To this end, we introduce generalized priority-queue network models incorporating interaction rules based on team-execution and hierarchy in…

Data Analysis, Statistics and Probability · Physics 2022-04-15 Won-kuk Cho , Byungjoon Min , K. -I. Goh , I. -M. Kim

Queueing theory has been recently proposed as a framework to model the heavy tailed statistics of human activity patterns. The main predictions are the existence of a power-law distribution for the interevent time of human actions and two…

Physics and Society · Physics 2009-02-13 J. G. Oliveira , A. Vazquez

We show that the quotient of Levy processes of jump-diffusion type has a fat-tailed distribution. An application is to price theory in economics. We show that fat tails arise endogenously from modeling of price change based on an excess…

General Economics · Economics 2021-03-11 Gunduz Caginalp

In join the shortest queue networks, incoming jobs are assigned to the shortest queue from among a randomly chosen subset of $D$ queues, in a system of $N$ queues; after completion of service at its queue, a job leaves the network. We also…

Probability · Mathematics 2013-09-10 Maury Bramson , Yi Lu , Balaji Prabhakar

Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the…

Physics and Society · Physics 2013-10-22 Szabolcs Vajna , Bálint Tóth , János Kertész

We study the scheduling polices for asymptotically optimal delay in queueing systems with switching overhead. Such systems consist of a single server that serves multiple queues, and some capacity is lost whenever the server switches to…

Performance · Computer Science 2017-01-17 Ping-Chun Hsieh , I-Hong Hou , Xi Liu

We consider a time-slotted job-assignment system consisting of a central server, $N$ task-specific networks of machines, and multiple users. Each network specializes in executing a distinct type of task. Users stochastically generate jobs…

Information Theory · Computer Science 2026-02-03 Subhankar Banerjee , Sennur Ulukus

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

Recently it was shown that the response time of First-Come-First-Served (FCFS) scheduling can be stochastically and asymptotically improved upon by the {\it Nudge} scheduling algorithm in case of light-tailed job size distributions. Such…

Performance · Computer Science 2024-04-15 Nils Charlet , Benny Van Houdt