The pseudo-self-similar traffic model: application and validation

Since the early 1990¿s, a variety of studies has shown that network traffic, both for local- and wide-area networks, has self-similar properties. This led to new approaches in network traffic modelling because most traditional traffic approaches result in the underestimation of performance measures of interest. Instead of developing completely new traffic models, a number of researchers have proposed to adapt traditional traffic modelling approaches to incorporate aspects of self-similarity. The motivation for doing so is the hope to be able to reuse techniques and tools that have been developed in the past and with which experience has been gained. One such approach for a traffic model that incorporates aspects of self-similarity is the so-called pseudo self-similar traffic model. This model is appealing, as it is easy to understand and easily embedded in Markovian performance evaluation studies. In applying this model in a number of cases, we have perceived various problems which we initially thought were particular to these specific cases. However, we recently have been able to show that these problems are fundamental to the pseudo self-similar traffic model. In this paper we review the pseudo self-similar traffic model and discuss its fundamental shortcomings. As far as we know, this is the first paper that discusses these shortcomings formally. We also report on ongoing work to overcome some of these problems

Delays in IP routers, a Markov model

Delays in routers are an important component of end-to-end delay and therefore have a significant impact on quality of service. While the other component, the propagation time, is easy to predict as the distance divided by the speed of light inside the link, the queueing delays of packets inside routers depend on the current, usually dynamically changing congestion and on the stochastic features of the flows. We use a Markov model taking into account the distribution of the size of packets and self-similarity of incoming flows to investigate their impact on the queueing delays and their dynamics

Modelling and feedback control design for quantum state preparation

The goal of this article is to provide a largely self-contained introduction to the modelling of controlled quantum systems under continuous observation, and to the design of feedback controls that prepare particular quantum states. We describe a bottom-up approach, where a field-theoretic model is subjected to statistical inference and is ultimately controlled. As an example, the formalism is applied to a highly idealized interaction of an atomic ensemble with an optical field. Our aim is to provide a unified outline for the modelling, from first principles, of realistic experiments in quantum control

Markovian arrivals in stochastic modelling: a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension.Peer Reviewe

Quantum trajectories and open many-body quantum systems

The study of open quantum systems has become increasingly important in the past years, as the ability to control quantum coherence on a single particle level has been developed in a wide variety of physical systems. In quantum optics, the study of open systems goes well beyond understanding the breakdown of quantum coherence. There, the coupling to the environment is sufficiently well understood that it can be manipulated to drive the system into desired quantum states, or to project the system onto known states via feedback in quantum measurements. Many mathematical frameworks have been developed to describe such systems, which for atomic, molecular, and optical (AMO) systems generally provide a very accurate description of the open quantum system on a microscopic level. In recent years, AMO systems including cold atomic and molecular gases and trapped ions have been applied heavily to the study of many-body physics, and it has become important to extend previous understanding of open system dynamics in single- and few-body systems to this many-body context. A key formalism that has already proven very useful in this context is the quantum trajectories technique. This was developed as a numerical tool for studying dynamics in open quantum systems, and falls within a broader framework of continuous measurement theory as a way to understand the dynamics of large classes of open quantum systems. We review the progress that has been made in studying open many-body systems in the AMO context, focussing on the application of ideas from quantum optics, and on the implementation and applications of quantum trajectories methods. Control over dissipative processes promises many further tools to prepare interesting and important states in strongly interacting systems, including the realisation of parameter regimes in quantum simulators that are inaccessible via current techniques.Comment: 66 pages, 29 figures, review article submitted to Advances in Physics - comments and suggestions are welcom

Markovian arrivals in stochastic modelling : a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension

The dynamics of entropy in the COVID-19 outbreaks

With the unfolding of the COVID-19 pandemic, mathematical modelling of epidemics has been perceived and used as a central element in understanding, predicting, and governing the pandemic event. However, soon it became clear that long-term predictions were extremely challenging to address. In addition, it is still unclear which metric shall be used for a global description of the evolution of the outbreaks. Yet a robust modelling of pandemic dynamics and a consistent choice of the transmission metric is crucial for an in-depth understanding of the macroscopic phenomenology and better-informed mitigation strategies. In this study, we propose a Markovian stochastic framework designed for describing the evolution of entropy during the COVID-19 pandemic together with the instantaneous reproductive ratio. Then, we introduce and use entropy-based metrics of global transmission to measure the impact and the temporal evolution of a pandemic event. In the formulation of the model, the temporal evolution of the outbreak is modelled by an equation governing the probability distribution that describes a nonlinear Markov process of a statistically averaged individual, leading to a clear physical interpretation. The time-dependent parameters are formulated by adaptive basis functions, leading to a parsimonious representation. In addition, we provide a full Bayesian inversion scheme for calibration together with a coherent strategy to address data unreliability. The time evolution of the entropy rate, the absolute change in the system entropy, and the instantaneous reproductive ratio are natural and transparent outputs of this framework. The framework has the appealing property of being applicable to any compartmental epidemic model. As an illustration, we apply the proposed approach to a simple modification of the susceptible–exposed–infected–removed model. Applying the model to the Hubei region, South Korean, Italian, Spanish, German, and French COVID-19 datasets, we discover significant difference in the absolute change of entropy but highly regular trends for both the entropy evolution and the instantaneous reproductive ratio