TY - JOUR
T1 - Non-equilibrium statistical physics of currents in queuing networks
AU - Chernyak, Vladimir Y.
AU - Chertkov, Michael
AU - Goldberg, David A.
AU - Turitsyn, Konstantin
N1 - Funding Information:
Acknowledgements We are thankful to David Gamarnik for consulting us on many issues related to Queuing Theory, and Sergey Foss, Bill Massey and Alexander Rybko for enlightening conversations. This material is based upon work supported by the National Science Foundation under CHE-0808910 (VC) and CCF-0829945 (MC via NMC). The work at LANL was carried out under the auspices of the National Nuclear Security Administration of the U.S. DoE at LANL under Contract No. DE-AC52-06NA25396. KT acknowledges support of an Oppenheimer Fellowship at LANL, and DAG work on the project was a part of his summer internship (GRA program) at LANL.
PY - 2010
Y1 - 2010
N2 - 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.
AB - 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.
KW - Birth-death processes
KW - Condensation phenomenon
KW - Open queueing networks
KW - Statistics of non-equilibrium currents
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U2 - 10.1007/s10955-010-0018-5
DO - 10.1007/s10955-010-0018-5
M3 - Article
AN - SCOPUS:77955553109
SN - 0022-4715
VL - 140
SP - 819
EP - 845
JO - Journal of Statistical Physics
JF - Journal of Statistical Physics
IS - 5
ER -