Modulated Branching Processes, Origins of Power Laws and Queueing Duality

Power law distributions have been repeatedly observed in a wide variety of socioeconomic, biological and technological areas. In many of the observations, e.g., city populations and sizes of living organisms, the objects of interest evolve due to the replication of their many independent components, e.g., births-deaths of individuals and replications of cells. Furthermore, the rates of the replication are often controlled by exogenous parameters causing periods of expansion and contraction, e.g., baby booms and busts, economic booms and recessions, etc. In addition, the sizes of these objects often have reflective lower boundaries, e.g., cities do not fall bellow a certain size, low income individuals are subsidized by the government, companies are protected by bankruptcy laws, etc. Hence, it is natural to propose reflected modulated branching processes as generic models for many of the preceding observations. Indeed, our main results show that the proposed mathematical models result in power law distributions under quite general polynomial Gartner-Ellis conditions, the generality of which could explain the ubiquitous nature of power law distributions. In addition, on a logarithmic scale, we establish an asymptotic equivalence between the reflected branching processes and the corresponding multiplicative ones. The latter, as recognized by Goldie (1991), is known to be dual to queueing/additive processes. We emphasize this duality further in the generality of stationary and ergodic processes.Comment: 36 pages, 2 figures; added references; a new theorem in Subsection 4.

Characterizing Heavy-Tailed Distributions Induced by Retransmissions

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamics is modeled as an i.i.d. sequence {A, A_i},i>0 that is independent of L. During each period of time that the channel becomes available, say A_i, we attempt to transmit the data unit. If L<A_i, the transmission was considered successful; otherwise, we wait for the next available period and attempt to retransmit the data from the beginning. We investigate the asymptotic properties of the number of retransmissions N and the total transmission time T until the data is successfully transmitted. In the context of studying the completion times in systems with failures where jobs restart from the beginning, it was shown that this model results in power law and, in general, heavy-tailed delays. The main objective of this paper is to uncover the detailed structure of this class of heavy-tailed distributions induced by retransmissions. More precisely, we study how the functional dependence between P[L>x] and P[A>x] impacts the distributions of N and T. In particular, we discover several functional criticality points that separate classes of different functional behavior of the distribution of N. We also discuss the engineering implications of our results on communication networks since retransmission strategy is a fundamental component of the existing network protocols on all communication layers, from the physical to the application one.Comment: 39 pages, 2 figure

Q-CSMA: Queue-Length Based CSMA/CA Algorithms for Achieving Maximum Throughput and Low Delay in Wireless Networks

Recently, it has been shown that CSMA-type random access algorithms can achieve the maximum possible throughput in ad hoc wireless networks. However, these algorithms assume an idealized continuous-time CSMA protocol where collisions can never occur. In addition, simulation results indicate that the delay performance of these algorithms can be quite bad. On the other hand, although some simple heuristics (such as distributed approximations of greedy maximal scheduling) can yield much better delay performance for a large set of arrival rates, they may only achieve a fraction of the capacity region in general. In this paper, we propose a discrete-time version of the CSMA algorithm. Central to our results is a discrete-time distributed randomized algorithm which is based on a generalization of the so-called Glauber dynamics from statistical physics, where multiple links are allowed to update their states in a single time slot. The algorithm generates collision-free transmission schedules while explicitly taking collisions into account during the control phase of the protocol, thus relaxing the perfect CSMA assumption. More importantly, the algorithm allows us to incorporate mechanisms which lead to very good delay performance while retaining the throughput-optimality property. It also resolves the hidden and exposed terminal problems associated with wireless networks.Comment: 12 page

Maximizing sum rate and minimizing MSE on multiuser downlink: Optimality, fast algorithms and equivalence via max-min SIR

Maximizing the minimum weighted SIR, minimizing the weighted sum MSE and maximizing the weighted sum rate in a multiuser downlink system are three important performance objectives in joint transceiver and power optimization, where all the users have a total power constraint. We show that, through connections with the nonlinear Perron-Frobenius theory, jointly optimizing power and beamformers in the max-min weighted SIR problem can be solved optimally in a distributed fashion. Then, connecting these three performance objectives through the arithmetic-geometric mean inequality and nonnegative matrix theory, we solve the weighted sum MSE minimization and weighted sum rate maximization in the low to moderate interference regimes using fast algorithms

A heterotic sigma model with novel target geometry

We construct a (1,2) heterotic sigma model whose target space geometry consists of a transitive Lie algebroid with complex structure on a Kaehler manifold. We show that, under certain geometrical and topological conditions, there are two distinguished topological half--twists of the heterotic sigma model leading to A and B type half--topological models. Each of these models is characterized by the usual topological BRST operator, stemming from the heterotic (0,2) supersymmetry, and a second BRST operator anticommuting with the former, originating from the (1,0) supersymmetry. These BRST operators combined in a certain way provide each half--topological model with two inequivalent BRST structures and, correspondingly, two distinct perturbative chiral algebras and chiral rings. The latter are studied in detail and characterized geometrically in terms of Lie algebroid cohomology in the quasiclassical limit.Comment: 83 pages, no figures, 2 references adde