Related papers: Human activity modeling and Barabasi's queueing sy…
In this paper, we consider a queueing system with multiple channels (or servers) and multiple classes of users. We aim at allocating the available channels among the users in such a way to minimize the expected total average queue length of…
We present an empirical study of the first passage time (FPT) of order book prices needed to observe a prescribed price change Delta, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled ones in a…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
The presence of burstiness in temporal social networks, revealed by a power law form of the waiting time distribution of consecutive interactions, is expected to produce aging effects in the corresponding time-integrated network. Here we…
Patterns of deliberate human activity and behavior are of utmost importance in areas as diverse as disease spread, resource allocation, and emergency response. Because of its widespread availability and use, e-mail correspondence provides…
We consider a natural generalization of classical scheduling problems in which using a time unit for processing a job causes some time-dependent cost which must be paid in addition to the standard scheduling cost. We study the scheduling…
In this paper, we introduce a model of dynamical queue, in which the service time depends on the server utilization history. The proposed queueing model is motivated by widely accepted empirical laws describing human performance as a…
We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding…
Continuous-time branching processes describe the evolution of a population whose individuals generate a random number of children according to a birth process. Such branching processes can be used to understand preferential attachment…
Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…
In many social complex systems, in which agents are linked by non-linear interactions, the history of events strongly influences the whole network dynamics. However, a class of "commonly accepted beliefs" seems rarely studied. In this…
We study a heavily overloaded single-server queue with abandonment and derive bounds on stationary tail probabilities of the queue length. As the abandonment rate $\gamma \downarrow 0$, the centered-scaled queue length $\tilde{q}$ is known…
High-performance computing systems are complex machines whose behaviour is governed by the correct functioning of its many subsystems. Among these, the workload scheduler has a crucial impact on the timely execution of the jobs continuously…
A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…
This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…
Dynamic affinity scheduling has been an open problem for nearly three decades. The problem is to dynamically schedule multi-type tasks to multi-skilled servers such that the resulting queueing system is both stable in the capacity region…
The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…
We calculate asymptotics of the distribution of the number of customers in orbit in a two-class priority retrial $M/G/1$-type queueing model. In this model, priority customers wait in line while non-priority customers join an orbit and…
Queuing systems with redundant requests have drawn great attention because of their promise to reduce the job completion time and variability. Despite a large body of work on the topic, we are still far from fully understanding the benefits…
This paper addresses the problem of computing a scheduling policy that minimizes the total expected completion time of a set of $N$ jobs with stochastic processing times on $m$ parallel identical machines. When all processing times follow…