The limiting shape of a full mailbox

MaRDI QIDQ2954462zbMATH OpenFDO

Authors Marco Formentin, Jan M. Swart

Publication date 13 January 2017

Full work available at URL https://arxiv.org/abs/1511.04261, http://alea.impa.br/articles/v13/13-41.pdf

zbMATH Keywords

Barabasi queueing modelemail communicationGabrielli queueing modelself-organized criticality

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Dynamic critical phenomena in statistical mechanics (82C27)

Abstract: We study a model for email communication due to Gabrielli and Caldarelli, where someone receives and answers emails at the times of independent Poisson processes with intensities $lambd{a}_{min}>lambd{a}_{mout}$. The receiver assigns i.i.d. priorities to incoming emails according to some atomless law and always answers the email in the mailbox with the highest priority. Since the frequency of incoming emails is higher than the frequency of answering, below a critical priority, the mailbox fills up ad infinitum. We prove a theorem about the limiting shape of the mailbox just above the critical point, linking it to the convex hull of Brownian motion. We conjecture that this limiting shape is universal in a class of similar models, including a model for the evolution of an order book due to Stigler and Luckock.

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Cites work

• A simple rank-based Markov chain with self-organized criticality
• Foundations of Modern Probability
• scientific article; zbMATH DE number 3892344 (Why is no real title available?)
• Rigorous self-organised criticality in the modified Bak-Sneppen model
• Speed and fluctuations of N-particle branching Brownian motion with spatial selection
• The concave majorant of Brownian motion

Cited in

(4)

• Rigorous results for the Stigler-Luckock model for the evolution of an order book
• How much market making does a market need?
• Shape theorems for Poisson hail on a bivariate ground
• An evolution model with event-based extinction

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