A discrete-time queueing system with feedback and optional service

Queueing systems constitute a central tool in modeling and performance analysis. These types of systems are in our everyday life activities, and the theory of queueing systems was developed to provide models for forecasting behaviors of systems subject to random demand. The practical and useful applications of the discrete-time queues make the researchers to con- tinue making an e ort in analyzing this type of models. Thus the present contribution relates to a discrete-time Geo/G/1 queue in which some messages may need a second service time in addition to the rst essential service. In day-to-day life, there are numerous examples of queueing situations in general, for example, in manufacturing processes, telecommunication, home automation, etc, but in this paper a particular application is the use of video surveil- lance with intrusion recognition where all the arriving messages require the main service and only some may require the subsidiary service provided by the server with di erent types of strategies. We carry out a thorough study of the model, deriving analytical results for the stationary distribution. The generating functions of the number of messages in the queue and in the system are obtained. The generating functions of the busy period as well as the sojourn times of a message in the server, the queue and the system are also provided.

Some limit theorems for regenerative queues

We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

Reliable estimation via simulation

Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

Electron-electron interactions in polyacetylene

Experimental evidence for strong electron-electron interactions in polyacetylene is presented. These include (i) observation of a dipole forbidden state below the optical gap, (ii) observation of negative spin densities at sites at which noninteracting models predict zero spin density (iii) vanishing optical gap, in the infinite chain limit, in the closely related symmetrical linear cyanine dyes. To correctly explain these features it is necessary to solve correlated model Hamiltonians. Using diagrammatic valence bond method model exact solutions of correlated models of finite-size systems can be obtained and various physical properties of the low-lying states can be computed. These properties, when extrapolated to the infinite chain limit explain many of the experimental features observed in polyacetylene.

Hybrid Simulation of Queuing-System Dynamics

This paper presents a simple hybrid computer technique to study the transient behaviour of queueing systems. This method is superior to stand-alone analog or digital solution because the hardware requirement is excessive for analog technique whereas computation time is appreciable in the latter case. By using a hybrid computer one can share the analog hardware thus requiring fewer integrators. The digital processor can store the values, play them back at required time instants and change the coefficients of differential equations. By speeding up the integration on the analog computer it is feasible to solve a large number of these equations very fast. Hybrid simulation is even superior to the analytic technique because in the latter case it is difficult to solve time-varying differential equations.

Performance analysis of a slotted-ALOHA protocol on a capture channel with fading

We consider the slotted ALOHA protocol on a channel with a capture effect. There are M finite buffer. If in a slot, i packets are transmitted, then the probability of a successful reception of a packet is q(i). This model contains the CDMA protocols as special cases. We obtain sufficient rate conditions, which are close to necessary for stability of the system, when the arrival streams are stationary ergodic. Under the same rate conditions, for general regenerative arrival streams, we obtain the rates of convergence to stationarity, finiteness of stationary moments and various functional limit theorems. Our arrival streams contain all the traffic models suggested in the recent literature, including the ones which display long range dependence. We also obtain bounds on the stationary moments of waiting times which can be tight under realistic conditions. Finally, we obtain several results on the transient performance of the system, e.g., first time to overflow and the limits of the overflow process. We also extend the above results to the case of a capture channel exhibiting Markov modulated fading. Most of our results and proofs will be shown to hold also for the slotted ALOHA protocol without capture.

On the Decidability of Model-Checking Information Flow Properties

Current standard security practices do not provide substantial assurance about information flow security: the end-to-end behavior of a computing system. Noninterference is the basic semantical condition used to account for information flow security. In the literature, there are many definitions of noninterference: Non-inference, Separability and so on. Mantel presented a framework of Basic Security Predicates (BSPs) for characterizing the definitions of noninterference in the literature. Model-checking these BSPs for finite state systems was shown to be decidable in [8]. In this paper, we show that verifying these BSPs for the more expressive system model of pushdown systems is undecidable. We also give an example of a simple security property which is undecidable even for finite-state systems: the property is a weak form of non-inference called WNI, which is not expressible in Mantel’s BSP framework.

Adiabatic eigenfunction-based approach for coherent excitation transfer: An almost analytical treatment of the Fenna-Matthews-Olson complex

We suggest a method of studying coherence in finite-level systems coupled to the environment and use it for the Hamiltonian that has been used to describe the light-harvesting pigment-protein complex. The method works with the adiabatic states and transforms the Hamiltonian to a form in which the terms responsible for decoherence and population relaxation are separated out. Decoherence is then accounted for nonperturbatively and population relaxation using a Markovian master equation. Almost analytical results can be obtained for the seven-level system, and the calculations are very simple for systems with more levels. We apply the treatment to the seven-level system, and the results are in excellent agreement with the exact numerical results of Nalbach et al. Nalbach, Braun, and Thorwart, Phys. Rev. E 84, 041926 (2011)]. Our approach is able to account for decoherence and population relaxation separately. It is found that decoherence causes only damping of oscillations and does not lead to transfer to the reaction center. Population relaxation is necessary for efficient transfer to the reaction center, in agreement with earlier findings. Our results show that the transformation to the adiabatic basis followed by a Redfield type of approach leads to results in good agreement with exact simulation.

Analysis of an queue operated under the FCFS policy with exact admission control

In this article, we present an exact theoretical analysis of an system, with arbitrary distribution of relative deadline for the end of service, operated under the first come first served scheduling policy with exact admission control. We provide an explicit solution to the functional equation that must be satisfied by the workload distribution, when the system reaches steady state. We use this solution to derive explicit expressions for the loss ratio and the sojourn time distribution. Finally, we compare this loss ratio with that of a similar system operating without admission control, in the cases of some common distributions of the relative deadline.

Model-checking bisimulation-based information flow properties for infinite state sstems

Bisimulation-based information flow properties were introduced by Focardi and Gorrieri [1] as a way of specifying security properties for transition system models. These properties were shown to be decidable for finite-state systems. In this paper, we study the problem of verifying these properties for some well-known classes of infinite state systems. We show that all the properties are undecidable for each of these classes of systems.

Adiabatic Eigenfunction Based Approach to Coherent Transfer: Application to the Fenna-Matthews-Olson (FMO) Complex and the Role of Correlations in the Efficiency of Energy Transfer

We have recently suggested a method (Pallavi Bhattacharyya and K. L. Sebastian, Physical Review E 2013, 87, 062712) for the analysis of coherence in finite-level systems that are coupled to the surroundings and used it to study the process of energy transfer in the Fenna-Matthews-Olson (FMO) complex. The method makes use of adiabatic eigenstates of the Hamiltonian, with a subsequent transformation of the Hamiltonian into a form where the terms responsible for decoherence and population relaxation could be separated out at the lowest order. Thus one can account for decoherence nonperturbatively, and a Markovian type of master equation could be used for evaluating the population relaxation. In this paper, we apply this method to a two-level system as well as to a seven-level system. Comparisons with exact numerical results show that the method works quite well and is in good agreement with numerical calculations. The technique can be applied with ease to systems with larger numbers of levels as well. We also investigate how the presence of correlations among the bath degrees of freedom of the different bacteriochlorophyll a molecules of the FMO Complex affect the rate of energy transfer. Surprisingly, in the cases that we studied, our calculations suggest that the presence of anticorrelations, in contrast to correlations, make the excitation transfer more facile.

Universal power law in crossover from integrability to quantum chaos

We study models of interacting fermions in one dimension to investigate the crossover from integrability to nonintegrability, i.e., quantum chaos, as a function of system size. Using exact diagonalization of finite-sized systems, we study this crossover by obtaining the energy level statistics and Drude weight associated with transport. Our results reinforce the idea that for system size L -> infinity nonintegrability sets in for an arbitrarily small integrability-breaking perturbation. The crossover value of the perturbation scales as a power law similar to L-eta when the integrable system is gapless. The exponent eta approximate to 3 appears to be robust to microscopic details and the precise form of the perturbation. We conjecture that the exponent in the power law is characteristic of the random matrix ensemble describing the nonintegrable system. For systems with a gap, the crossover scaling appears to be faster than a power law.

Many-Body Localization in the Presence of a Single-Particle Mobility Edge

In one dimension, noninteracting particles can undergo a localization-delocalization transition in a quasiperiodic potential. Recent studies have suggested that this transition transforms into a many-body localization (MBL) transition upon the introduction of interactions. It has also been shown that mobility edges can appear in the single particle spectrum for certain types of quasiperiodic potentials. Here, we investigate the effect of interactions in two models with such mobility edges. Employing the technique of exact diagonalization for finite-sized systems, we calculate the level spacing distribution, time evolution of entanglement entropy, optical conductivity, and return probability to detect MBL. We find that MBL does indeed occur in one of the two models we study, but the entanglement appears to grow faster than logarithmically with time unlike in other MBL systems.

Admissible Hierachic Sets

In this paper we present a solution concept for abstract systems called the admissible hierarchic set. The solution we propose is a refinement of the hierarchic solution, a generalization of the von Neumann and Morgenstern solution. For finite abstract systems we show that the admissible hierarchic sets and the von Neumann and Morgenstern stable sets are the only outcomes of a coalition formation procedure (Wilson, 1972 and Roth, 1984). For coalitional games we prove that the core is either a vN&M stable set or an admissible hierarchic set.

Mieszanie stanów magnetycznych w skończonych układach spinowych opisywanych modelem Heisenberga

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