Balanced Allocation on Graphs: A Random Walk Approach

In this paper we propose algorithms for allocating $n$ sequential balls into $n$ bins that are interconnected as a $d$-regular $n$-vertex graph $G$, where $d\ge3$ can be any integer.Let $l$ be a given positive integer. In each round $t$, $1\le t\le n$, ball $t$ picks a node of $G$ uniformly at random and performs a non-backtracking random walk of length $l$ from the chosen node.Then it allocates itself on one of the visited nodes with minimum load (ties are broken uniformly at random). Suppose that $G$ has a sufficiently large girth and $d=\omega(\log n)$. Then we establish an upper bound for the maximum number of balls at any bin after allocating $n$ balls by the algorithm, called {\it maximum load}, in terms of $l$ with high probability. We also show that the upper bound is at most an $O(\log\log n)$ factor above the lower bound that is proved for the algorithm. In particular, we show that if we set $l=\lfloor(\log n)^{\frac{1+\epsilon}{2}}\rfloor$, for every constant $\epsilon\in (0, 1)$, and $G$ has girth at least $\omega(l)$, then the maximum load attained by the algorithm is bounded by $O(1/\epsilon)$ with high probability.Finally, we slightly modify the algorithm to have similar results for balanced allocation on $d$-regular graph with $d\in[3, O(\log n)]$ and sufficiently large girth

Extra heads and invariant allocations

Let \Pi be an ergodic simple point process on R^d and let \Pi^* be its Palm version. Thorisson [Ann. Probab. 24 (1996) 2057-2064] proved that there exists a shift coupling of \Pi and \Pi^*; that is, one can select a (random) point Y of \Pi such that translating \Pi by -Y yields a configuration whose law is that of \Pi^*. We construct shift couplings in which Y and \Pi^* are functions of \Pi, and prove that there is no shift coupling in which \Pi is a function of \Pi^*. The key ingredient is a deterministic translation-invariant rule to allocate sets of equal volume (forming a partition of R^d) to the points of \Pi. The construction is based on the Gale-Shapley stable marriage algorithm [Amer. Math. Monthly 69 (1962) 9-15]. Next, let \Gamma be an ergodic random element of {0,1}^{Z^d} and let \Gamma^* be \Gamma conditioned on \Gamma(0)=1. A shift coupling X of \Gamma and \Gamma^* is called an extra head scheme. We show that there exists an extra head scheme which is a function of \Gamma if and only if the marginal E[\Gamma(0)] is the reciprocal of an integer. When the law of \Gamma is product measure and d\geq3, we prove that there exists an extra head scheme X satisfying E\exp c\|X\|^d<\infty; this answers a question of Holroyd and Liggett [Ann. Probab. 29 (2001) 1405-1425].Comment: Published at http://dx.doi.org/10.1214/009117904000000603 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Self-Stabilizing Repeated Balls-into-Bins

We study the following synchronous process that we call "repeated balls-into-bins". The process is started by assigning $n$ balls to $n$ bins in an arbitrary way. In every subsequent round, from each non-empty bin one ball is chosen according to some fixed strategy (random, FIFO, etc), and re-assigned to one of the $n$ bins uniformly at random. We define a configuration "legitimate" if its maximum load is $\mathcal{O}(\log n)$. We prove that, starting from any configuration, the process will converge to a legitimate configuration in linear time and then it will only take on legitimate configurations over a period of length bounded by any polynomial in $n$, with high probability (w.h.p.). This implies that the process is self-stabilizing and that every ball traverses all bins in $\mathcal{O}(n \log^2 n)$ rounds, w.h.p

Networking - A Statistical Physics Perspective

Efficient networking has a substantial economic and societal impact in a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption require new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with non-linear large scale systems. This paper aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications.Comment: (Review article) 71 pages, 14 figure

The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?

This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to forecast out-of-sample four major US dollar exchange rates using various economic criteria of model evaluation. The analysis shows that the model provides economic value to a risk-averse investor, delivering substantial utility gains when switching from a portfolio strategy based on the random walk benchmark to one that conditions on cyclical external imbalances.foreign exchange; predictability; global imbalances; fundamentals.