Drift rate control of a Brownian processing system

A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves according to the differential relationship dZ=dX-\theta(Z) dt+dL-dU, where X is a (0,\sigma) Brownian motion, and L and U are increasing processes that enforce a lower reflecting barrier at Z=0 and an upper reflecting barrier at Z=b, respectively. The cumulative cost process increases according to the differential relationship d\xi =c(\theta(Z)) dt+p dU, where c(\cdot) is a nondecreasing cost of control and p>0 is a penalty rate associated with displacement at the upper boundary. The objective is to minimize long-run average cost. This problem is solved explicitly, which allows one to also solve the following, essentially equivalent formulation: minimize the long-run average cost of control subject to an upper bound constraint on the average rate at which U increases. The two special problem features that allow an explicit solution are the use of a long-run average cost criterion, as opposed to a discounted cost criterion, and the lack of state-related costs other than boundary displacement penalties. The application of this theory to power control in wireless communication is discussed.Comment: Published at http://dx.doi.org/10.1214/105051604000000855 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Proposing "b-Parity" - a New Approximate Quantum Number in Inclusive b-jet Production - as an Efficient Probe of New Flavor Physics

We consider the inclusive reaction \ell^+ \ell^- -> nb +X (n = number of b-jets) in lepton colliders for which we propose a useful approximately conserved quantum number b_P=(-1)^n that we call b-Parity (b_P). We make the observation that the Standard Model (SM) is essentially b_P-even since SM b_P-violating signals are necessarily CKM suppressed. In contrast new flavor physics can produce b_P=-1 signals whose only significant SM background is due to b-jet misidentification. Thus, we show that b-jet counting, which relies primarily on b-tagging, becomes a very simple and sensitive probe of new flavor physics (i.e., of b_P-violation).Comment: 5 pages using revtex, 2 figures embadded in the text using epsfig. As will appear in Phys.Rev.Lett.. Considerable improvement was made in the background calculation as compared to version 1, by including purity parameters, QCD effects and 4-jets processe

How Unsplittable-Flow-Covering helps Scheduling with Job-Dependent Cost Functions

Generalizing many well-known and natural scheduling problems, scheduling with job-specific cost functions has gained a lot of attention recently. In this setting, each job incurs a cost depending on its completion time, given by a private cost function, and one seeks to schedule the jobs to minimize the total sum of these costs. The framework captures many important scheduling objectives such as weighted flow time or weighted tardiness. Still, the general case as well as the mentioned special cases are far from being very well understood yet, even for only one machine. Aiming for better general understanding of this problem, in this paper we focus on the case of uniform job release dates on one machine for which the state of the art is a 4-approximation algorithm. This is true even for a special case that is equivalent to the covering version of the well-studied and prominent unsplittable flow on a path problem, which is interesting in its own right. For that covering problem, we present a quasi-polynomial time $(1+\epsilon)$-approximation algorithm that yields an $(e+\epsilon)$-approximation for the above scheduling problem. Moreover, for the latter we devise the best possible resource augmentation result regarding speed: a polynomial time algorithm which computes a solution with \emph{optimal }cost at $1+\epsilon$ speedup. Finally, we present an elegant QPTAS for the special case where the cost functions of the jobs fall into at most $\log n$ many classes. This algorithm allows the jobs even to have up to $\log n$ many distinct release dates.Comment: 2 pages, 1 figur

An analytically solvable model of probabilistic network dynamics

We present a simple model of network dynamics that can be solved analytically for uniform networks. We obtain the dynamics of response of the system to perturbations. The analytical solution is an excellent approximation for random networks. A comparison with the scale-free network, though qualitatively similar, shows the effect of distinct topology.Comment: 4 pages, 1 figur

Multifractality and its role in anomalous transport in the disordered XXZ spin-chain

The disordered XXZ model is a prototype model of the many-body localization transition (MBL). Despite numerous studies of this model, the available numerical evidence of multifractality of its eigenstates is not very conclusive due severe finite size effects. Moreover it is not clear if similarly to the case of single-particle physics, multifractal properties of the many-body eigenstates are related to anomalous transport, which is observed in this model. In this work, using a state-of-the-art, massively parallel, numerically exact method, we study systems of up to 24 spins and show that a large fraction of the delocalized phase flows towards ergodicity in the thermodynamic limit, while a region immediately preceding the MBL transition appears to be multifractal in this limit. We discuss the implication of our finding on the mechanism of subdiffusive transport.Comment: 13 pages, 8 figure