Non-Equilibrium Statistical Physics of Currents in Queuing Networks

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition rates between nodes. For such systems, we ask the question ``What is the most likely way for large currents to accumulate over time in a network ?'', where time is large compared to the system correlation time scale. We identify two interesting regimes. In the first regime, in which the accumulation of currents over time exceeds the expected value by a small to moderate amount (moderate large deviation), we find that the large-deviation distribution of currents is universal (independent of the interaction details), and there is no long-time and averaged over time accumulation of particles (condensation) at any nodes. In the second regime, in which the accumulation of currents over time exceeds the expected value by a large amount (severe large deviation), we find that the large-deviation current distribution is sensitive to interaction details, and there is a long-time accumulation of particles (condensation) at some nodes. The transition between the two regimes can be described as a dynamical second order phase transition. We illustrate these ideas using the simple, yet non-trivial, example of a single node with feedback.Comment: 26 pages, 5 figure

Networks become navigable as nodes move and forget

We propose a dynamical process for network evolution, aiming at explaining the emergence of the small world phenomenon, i.e., the statistical observation that any pair of individuals are linked by a short chain of acquaintances computable by a simple decentralized routing algorithm, known as greedy routing. Previously proposed dynamical processes enabled to demonstrate experimentally (by simulations) that the small world phenomenon can emerge from local dynamics. However, the analysis of greedy routing using the probability distributions arising from these dynamics is quite complex because of mutual dependencies. In contrast, our process enables complete formal analysis. It is based on the combination of two simple processes: a random walk process, and an harmonic forgetting process. Both processes reflect natural behaviors of the individuals, viewed as nodes in the network of inter-individual acquaintances. We prove that, in k-dimensional lattices, the combination of these two processes generates long-range links mutually independently distributed as a k-harmonic distribution. We analyze the performances of greedy routing at the stationary regime of our process, and prove that the expected number of steps for routing from any source to any target in any multidimensional lattice is a polylogarithmic function of the distance between the two nodes in the lattice. Up to our knowledge, these results are the first formal proof that navigability in small worlds can emerge from a dynamical process for network evolution. Our dynamical process can find practical applications to the design of spatial gossip and resource location protocols.Comment: 21 pages, 1 figur

Rate of convergence to equilibrium of marked Hawkes processes

In this article we obtain rates of convergence to equilibrium of marked Hawkes processes in two situations. Firstly, the stationary process is the empty process, in which case we speak of the rate of extinction. Secondly, the stationary process is the unique stationary and nontrivial marked Hawkes process, in which case we speak of the rate of installation. The first situation models small epidemics, whereas the results in the second case are useful in deriving stopping rules for simulation algorithms of Hawkes processes with random marks