Intermittent search strategies

This review examines intermittent target search strategies, which combine phases of slow motion, allowing the searcher to detect the target, and phases of fast motion during which targets cannot be detected. We first show that intermittent search strategies are actually widely observed at various scales. At the macroscopic scale, this is for example the case of animals looking for food ; at the microscopic scale, intermittent transport patterns are involved in reaction pathway of DNA binding proteins as well as in intracellular transport. Second, we introduce generic stochastic models, which show that intermittent strategies are efficient strategies, which enable to minimize the search time. This suggests that the intrinsic efficiency of intermittent search strategies could justify their frequent observation in nature. Last, beyond these modeling aspects, we propose that intermittent strategies could be used also in a broader context to design and accelerate search processes.Comment: 72 pages, review articl

A tandem queue with Lévy input: a new representation of the downstream queue length.

In this paper we present a new representation for the steady state distribution of the workload of the second queue in a two-node tandem network. It involves the difference of two suprema over two adjacent intervals. In case of spectrally-positive

Mandelbrot's stochastic time series models

I survey and illustrate the main time series models that Mandelbrot introduced into time series analysis in the 1960s and 1970s. I focus particularly on the members of the additive fractional stable family including Lévy flights and fractional Brownian motion (fBm), noting some of the less well‐known aspects of this family, such as the cases when the self‐similarity exponent H and the Hurst exponent J differ. I briefly discuss the role of multiplicative models in modeling the physics of cascades. I then recount the still little‐known story of Mandelbrot's work on fractional renewal models in the late 1960s, explaining how these differ from their more familiar fBm counterpart and form a “missing link” between fBm and the problem of random change points. I conclude by highlighting the frontier problem of damped fractional models

Wavelet and Multiscale Analysis of Network Traffic

The complexity and richness of telecommunications traffic is such that one may despair to find any regularity or explanatory principles. Nonetheless, the discovery of scaling behaviour in tele-traffic has provided hope that parsimonious models can be found. The statistics of scaling behavior present many challenges, especially in non-stationary environments. In this paper we describe the state of the art in this area, focusing on the capabilities of the wavelet transform as a key tool for unravelling the mysteries of traffic statistics and dynamics