IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v654y2024ics0378437124006617.html
   My bibliography  Save this article

Approximate waiting times for queuing systems with variable cross-correlated arrival rates

Author

Listed:
  • Bogachev, Mikhail I.
  • Pyko, Nikita S.
  • Tymchenko, Nikita
  • Pyko, Svetlana A.
  • Markelov, Oleg A.

Abstract

Modern information and telecommunication, transportation and logistic, economic and financial systems are represented by complex networks exhibiting traffic flows with spatio-temporal long-term persistence. Conventional queuing theory relies largely upon stationary models where traffic flows are assumed independent and are typically characterized by the first two moments of inter-arrival and service time distributions, leading to drastic underestimations of traffic flow delays. Here we extend a recent superstatistical approach focusing on traffic models with variable arrival rates by accounting for interdependent activity patterns on multiple network nodes. We suggest an analytical correction to the conventional stationary queue model given by the Kingman’s formula based on the calculation of aggregated inter-arrival times variability from the variabilities of arrival rates at individual nodes and cross-correlations between them. We confirm our analytical approximations by comparing with computer simulation results and large-batch empirical traffic analysis from the backbone of a major academic network. We believe that our results, in combination with recent data on the effects of long-term temporal persistence in network traffic flow, are applicable to various complex networks not limited to information and telecommunication, transportation, and logistics but also to economics and finance, rainfall and river flow dynamics, water accumulation in reservoirs, and many other research domains exhibiting spatio-temporal interdependence patterns.

Suggested Citation

  • Bogachev, Mikhail I. & Pyko, Nikita S. & Tymchenko, Nikita & Pyko, Svetlana A. & Markelov, Oleg A., 2024. "Approximate waiting times for queuing systems with variable cross-correlated arrival rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 654(C).
  • Handle: RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006617
    DOI: 10.1016/j.physa.2024.130152
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437124006617
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2024.130152?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006617. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.