The limiting shape of a full mailbox

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00469224" target="_blank" >RIV/67985556:_____/16:00469224 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

The limiting shape of a full mailbox

Popis výsledku v původním jazyce

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 λin > λout . The receiver assigns id. 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 con- jecture 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.

Název v anglickém jazyce

The limiting shape of a full mailbox

Popis výsledku anglicky

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 λin > λout . The receiver assigns id. 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 con- jecture 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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

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OECD FORD obor

10101 - Pure mathematics

Projekt

<a href="/cs/project/GAP201%2F12%2F2613" target="_blank" >GAP201/12/2613: Prahové jevy pro stochastické systémy</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2016

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Alea (Rio de Janeiro)

ISSN

1980-0436

e-ISSN

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Svazek periodika

13

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

BR - Brazilská federativní republika

Počet stran výsledku

14

Strana od-do

1151-1164

Kód UT WoS článku

000430374200006

EID výsledku v databázi Scopus

2-s2.0-85018260342