We consider a model of a population of fixed size N in which each individual gets replaced at rate one and each individual experiences a mutation at rate μ. We calculate the asymptotic distribution of the time that it takes before there is an individual in the population with m mutations. Several different behaviors are possible, depending on how μchanges with N. These results have applications to the problem of determining the waiting time for regulatory sequences to appear and to models of cancer development.
The appearance of cancer in a tissue is thought to be the result of two or more successive mutations. We propose a stochastic model that allows for an exact computation of the distribution of the waiting time for a second mutation. This models the time of appearance of the first cancerous cell in a tissue. Our model is an alternative to the Moran model with mutations.
We consider a spatial model of cancer in which cells are points on the $d$-dimensional torus $\mathcal{T}=[0,L]^d$, and each cell with $k-1$ mutations acquires a $k$th mutation at rate $μ_k$. We will assume that the mutation rates $μ_k$ are increasing, and we find the asymptotic waiting time for the first cell to acquire $k$ mutations as the torus volume tends to infinity. This paper generalizes results on waiting for $k\geq 3$ mutations by Foo, Leder, and Schweinsberg, who considered the case in which all of the mutation rates $μ_k$ were the same. In addition, we find the limiting distributio…
We consider the population genetics problem: how long does it take before some member of the population has $m$ specified mutations? The case $m=2$ is relevant to onset of cancer due to the inactivation of both copies of a tumor suppressor gene. Models for larger $m$ are needed for colon cancer and other diseases where a sequence of mutations leads to cells with uncontrolled growth.
In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this we have estabished a large deviation principle for which the rate function is not the Legendre transform of some free energy function.
Kingman has shown, under very weak conditions on the interarrival- and sevice-time distributions, that First-Come-First-Served minimizes the variance of the waiting time among possible service disciplines. We show, under the same conditions, that Last-Come-First-Served maximizes the variance of the waiting time, thereby giving an upper bound on the variance among all disciplines.
Suppose that $\mathcal C$ is a finite collection of patterns. Observe a Markov chain until one of the patterns in $\mathcal C$ occurs as a run. This time is denoted by $τ$. In this paper, we aim to give an easy way to calculate the mean waiting time $E(τ)$ and the stopping probabilities $P(τ=τ_A)$ with $A\in\mathcal C$, where $τ_A$ is the waiting time until the pattern $A$ appears as a run.
This paper presents a new method for deriving the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of a non-atomic customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. The method relies on the construction of a workload overtaking process and solving a first-passage time problem using an appropriate stopping time.
We consider an extension of the standard G/G/1 queue, described by the equation $W\stackrel{\mathcal{D}}{=}\max\{0, B-A+YW\}$, where $\mathbb{P}[Y=1]=p$ and $\mathbb{P}[Y=-1]=1-p$. For $p=1$ this model reduces to the classical Lindley equation for the waiting time in the G/G/1 queue, whereas for $p=0$ it describes the waiting time of the server in an alternating service model. For all other values of $p$ this model describes a FCFS queue in which the service times and interarrival times depend linearly and randomly on the waiting times. We derive the distribution of $W$ when $A$ is generally d…
In this paper we present some general solution of the system of linear equations formed by Guibas and Odlyzko in Th.3.3 \cite{Gui}. We derive probabilities for given patterns to be first to appear in random text and the expected waiting time till one of them is observed and also till one of them occurs given it is known which pattern appears first.
We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals and regularly varying service time distribution with index -ν, it is shown that the waiting time distribution is also regularly varying, with index 1 -ν, and the pre-factor is determined explicitly. Another contribution of the paper is the heavy-traffic analysis of the waiting time distribution in the M/G/1 case. We consider not only the case of finite servi…
Consider a sequence X_1, X_2,... of i.i.d. uniform random variables taking values in the alphabet set {1,2,...,d}. A k-superpattern is a realization of X_1,...,X_t that contains, as an embedded subsequence, each of the non-order-isomorphic subpatterns of length k. We focus on the non-trivial case of d=k=3 and study the waiting time distribution of tau=inf{t>=7: X_1,...,X_t is a superpattern}
It has been proved by Lalley and Sellke [13] that every particle born in a branching Brownian motion has a descendant reaching the rightmost position at some future time. The main goal of the present paper is to estimate asymptotically as s goes to infinity, the first time that every particle alive at the time s has a descendant reaching the rightmost position.
We obtain an explicit representation for the Laplace transform of the waiting time for a wide class of distributions by solving the Wiener-Hopf factorization problem via the Hadamard product theorem. Under broad conditions it is shown that this representation is invertible by an infinite partial fraction expansion. Computational schema illustrated by a variety of examples demonstrate the feasibility of numerically solving a rich class of G/G/1 queue possessing either bounded service or arrival times. In particular very tractable computations are derived for the M/M/1 queue with gated arrivals.
We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding argument shows that the abandonment does not affect waiting-time processes. If instead the system is overloaded, as in the efficiency-driven (ED) regime, following Mandelbaum et al. [Proceedings of the Thirty-Seventh Annual Allerton Conference on Communication, Control and Computing (1999) 1095--1104], we treat customer abandonment by studying the limiting …
This paper focuses on the problem of modeling the correspondence pattern for ordinary people. Suppose that letters arrive at a rate $λ$ and are answered at a rate $μ$. Furthermore, we assume that, for a constant $T$, a letter is disregarded when its waiting time exceeds $T$, and the remains are answered in {\it last in first out} order. Let $W_n$ be the waiting time of the $n$-th {\it answered} letter. It is proved that $W_n$ converges weekly to $W_T$, a non-negative random variable which possesses a density with {\it power-law} tail when $λ=μ$ and with exponential tail otherwise. Note that th…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient, the corresponding stochastic process can be obtained by subordinating two-dimensional system of Langevin equations driven by appropriate Brownian and Levy noises. Our result solves the problem of stochastic representation of subdiffusive Fokker-Planck dynamics in full generality.
Consider infinite random words over a finite alphabet where the letters occur as an i.i.d. sequence according to some arbitrary distribution on the alphabet. The expectation and the variance of the waiting time for the first completed $h$-run of any letter (i.e., first occurrence of $h$ subsequential equal letters) is computed. The expected waiting time for the completion of $h$-runs of $j$ arbitrary distinct letters is also given.
Multiple teams participate in a random competition. In each round the winner receives one point. We study the times until ties occur among teams. We construct martingales and supermartingales that enable us to prove the results regarding these stopping times. The problems studied in this paper are motivated by their applications to databases and their storage engines that are based on augmented balanced search trees. The ties in the competitions are related to the necessary rebalancing operations that have to be executed on the database.
The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized the standard and fractional Poisson processes through the waiting time distribution, and showed their relations to an integral operator with a generalized Mittag--Leffler function in the kernel. The waiting times of the proposed renewal processes have the generalized Mittag--Leffler and stretched-squashed Mittag--Leffler distributions. Note that the generali…
In this paper we consider a system with two carousels operated by one picker. The items to be picked are randomly located on the carousels and the pick times follow a phase-type distribution. The picker alternates between the two carousels, picking one item at a time. Important performance characteristics are the waiting time of the picker and the throughput of the two carousels. The waiting time of the picker satisfies an equation very similar to Lindley's equation for the waiting time in the PH/U/1 queue. Although the latter equation has no simple solution, we show that the one for the waiti…
We provide the first analytical expressions for the expected waiting time of high-priority customers in the delayed APQ by exploiting a classical conservation law for work-conserving queues. Additionally, we describe an algorithm to compute the expected waiting times of both low-priority and high-priority customers, which requires only the truncation of sums that converge quickly in our experiments. These insights are used to demonstrate how the accumulation rate and delay level should be chosen by health care practitioners to optimize common key performance indicators (KPIs). In particular, w…
A result of Ward and Glynn (2005) asserts that the sequence of scaled offered waiting time processes of the $GI/GI/1+GI$ queue converges weakly to a reflected Ornstein-Uhlenbeck process (ROU) in the positive real line, as the traffic intensity approaches one. As a consequence, the stationary distribution of a ROU process, which is a truncated normal, should approximate the scaled stationary distribution of the offered waiting time in a $GI/GI/1+GI$ queue; however, no such result has been proved. We prove the aforementioned convergence, and the convergence of the moments, in heavy traffic, thus…
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic power law waiting time to the Mittag-Leffler waiting time distribution via rescaling and respeeding the clock of time. By a second respeeding (by rescaling the spatial variable) we obtain the diffusion limit of the continuous time random walk under power law regimes in time and in space. Finally, we exhibit the time-fractional drift process as a diffusion l…
We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the system or is routed to another queue. This model is very generic and finds many applications in computer systems, communication networks, manufacturing systems, and robotics. Special cases of the introduced network include well-known polling models, tandem queues, systems with a waiting room, multi-stage models with parallel queues, and many others. A complicat…
Let $V(k)$ denote the waiting time, the number of trials needed to get a consecutive $k$ ones. We propose recurrence algorithms for the probability distribution function (pdf) and the probability generating function (pgf) of $V(k)$ in sequences of independent and Markov dependent Bernoulli trials using generalized Fibonacci sequences of order $k$. Maximum likelihood estimation (MLE) methods for the probability distributions are presented in both cases with simulation examples.
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the sequence of scaled offered waiting time processes converges weakly to a reflecting diffusion process with non-linear drift, as the traffic intensity approaches one. In this paper, we further show that the sequence of stationary distributions and moments of the offered waiting times, with diffusion scaling, converge to those of the limit diffusion process. Th…
With $X^*$ denoting a random variable with the $X$-size bias distribution, what are all distributions for $X$ such that it is possible to have $X^*=X+Y$, $Y\geq 0$, with $X$ and $Y$ {\em independent}? We give the answer, due to Steutel \cite{steutel}, and also discuss the relations of size biasing to the waiting time paradox, renewal theory, sampling, tightness and uniform integrability, compound Poisson distributions, infinite divisibility, and the lognormal distributions.
A typical polling system consists of a number of queues, attended by a single server in a fixed order. The vast majority of papers on polling systems focusses on Poisson arrivals, whereas very few results are available for general arrivals. The current study is the first one presenting simple closed-form approximations for the mean waiting times in polling systems with renewal arrival processes, performing well for ALL workloads. The approximations are constructed using heavy traffic limits and newly developed light traffic limits. The closed-form approximations may prove to be extremely usefu…
Waiting time analysis in a finite-capacity multi-server systems with dynamic priorities, dynamically evolving customer types, and abandonment
School of Natural Sciences, Discipline of Mathematics, University of Tasmania（塔斯马尼亚大学自然科学学院数学学科）；School of Medicine, University of Tasmania（塔斯马尼亚大学医学院）
In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $δ$, the so called refraction period. This prevents the optimal exercise times from bunching up together on top of the optimal stopping time for the one-exercise case. In this article we generalize the standard model by considering random refraction times. We develop the theory and reduce the problem to a sequence of ordinary stopping problems thus extending the results for deterministic times. This requires an extension of the underlying …
In this paper, we prove the exponential convergence of the non-stationary moment of a random variable that defines the virtual waiting time in the mass service system M\G\1\ $\infty $, where the distribution of the service time satisfies the Kramer condition and system load factor $ρ< 1$, to the value of the virtual waiting time in the stationary mode in this system. We consider the virtual waiting time as a regenerative process, which regenerative periods is the sum of busy period and period of time, when the system is free. We show, that the busy period in such system satisfies the Kramer co…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value marginal distribution, often the unit Fréchet, then fitting a family of max-stable processes to the transformed data and exploring dependence within the framework of that model. The marginal transformation, model selection, and model fitting are all possible sources of misspecification in this approach. We propose an alternative model-free approach, based on the …
