Stanislav Volkov

Packet delay in models of data networks

We investigate individual packet delay in a model of data networks with table-free, partial table and full table routing. We present analytical estimation for the average packet delay in a network with small partial routing table. Dependence of the delay on the size of the network and on the size of the partial routing table is examined numerically. Consequences for network scalability are discussed.

Periodicity in the transient regime of exhaustive polling systems

We consider an exhaustive polling system with three nodes in its transient regime under a switching rule of generalized greedy type. We show that, for the system with Poisson arrivals and service times with finite second moment, the sequence of nodes visited by the server is eventually periodic almost surely. To do this, we construct a dynamical system, the triangle process, which we show has eventually periodic trajectories for almost all sets of parameters and in this case we show that the stochastic trajectories follow the deterministic ones a.s. We also show there are infinitely many sets of parameters where the triangle process has aperiodic trajectories and in such cases trajectories of the stochastic model are aperiodic with positive probability.

Percolation of the Loss of Tension in an Infinite Triangular Lattice

We introduce a new class of bootstrap percolation models where the local rules are of a geometric nature as opposed to simple counts of standard bootstrap percolation. Our geometric bootstrap percolation comes from rigidity theory and convex geometry. We outline two percolation models: a Poisson model and a lattice model. Our Poisson model describes how defects--holes is one of the possible interpretations of these defects--imposed on a tensed membrane result in a redistribution or loss of tension in this membrane; the lattice model is motivated by applications of Hooke spring networks to problems in material sciences. An analysis of the Poisson model is given by Menshikov et al.(4) In the discrete set-up we consider regular and generic triangular lattices on the plane where each bond is removed with probability 1−p. The problem of the existence of tension on such lattice is solved by reducing it to a bootstrap percolation model where the set of local rules follows from the geometry of stresses. We show that both regular and perturbed lattices cannot support tension for any p<1. Moreover, the complete relaxation of tension--as defined in Section 4--occurs in a finite time almost surely. Furthermore, we underline striking similarities in the properties of the Poisson and lattice models.

The simple harmonic urn.

We study a generalized Polya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black balls remain, the roles of the colors are swapped and the process restarts. We prove that the resulting Markov chain is transient but that if we throw out a ball every time the colors swap, the process is recurrent. We show that the embedded process obtained by observing the number of balls in the urn at the swapping times has a scaling limit that is essentially the square of a Bessel diffusion. We consider an oriented percolation model naturally associated with the urn process, and obtain detailed information about its structure, showing that the open subgraph is an infinite tree with a single end. We also study a natural continuous-time embedding of the urn process that demonstrates the relation to the simple harmonic oscillator; in this setting, our transience result addresses an open problem in the recurrence theory of two-dimensional linear birth and death processes due to Kesten and Hutton. We obtain results on the area swept out by the process. We make use of connections between the urn process and birth–death processes, a uniform renewal process, the Eulerian numbers, and Lamperti’s problem on processes with asymptotically small drifts; we prove some new results on some of these classical objects that may be of independent interest. For instance, we give sharp new asymptotics for the first two moments of the counting function of the uniform renewal process. Finally, we discuss some related models of independent interest, including a “Poisson earthquakes” Markov chain on the homeomorphisms of the plane.

VRRW on complete-like graphs: Almost sure behavior

By a theorem of Volkov [12] we know that on most graphs with positive probability the linearly vertex-reinforced random walk (VRRW) stays within a finite “trapping” subgraph at all large times. The question of whether this tail behavior occurs with probability one is open in general. In his thesis, Pemantle [5] proved, via a dynamical system approach, that for a VRRW on any complete graph the asymptotic frequency of visits is uniform over vertices. These techniques do not easily extend even to the setting of complete-like graphs, that is, complete graphs ornamented with finitely many leaves at each vertex. In this work we combine martingale and large deviation techniques to prove that almost surely the VRRW on any such graph spends positive (and equal) proportions of time on each of its nonleaf vertices. This behavior was previously shown to occur only up to event of positive probability (cf. Volkov [12]). We believe that our approach can be used as a building block in studying related questions on more general graphs. The same set of techniques is used to obtain explicit bounds on the speed of convergence of the empirical occupation measure. (Less)

The loss of tension in an infinite membrane with holes distributed according to a Poisson law

What is the effect of punching holes at random in an infinite tensed membrane? When will the membrane still support tension? This problem was introduced by Connelly in connection with applications of rigidity theory to natural sciences. The answer clearly depends on the shapes and the distribution of the holes. We briefly outline a mathematical theory of tension based on graph rigidity theory and introduce a probabilistic model for this problem. We show that if the centers of the holes are distributed in ℝ2 according to a Poisson law with density λ > 0, and the shapes are i.i.d. and independent of the locations of their centers, the tension is lost on all of ℝ2 for any λ. After introducing a certain step-by-step dynamic for the loss of tension, we establish the existence of a nonrandom N = N(λ) such that N steps are almost surely enough for the loss of tension. Also, we prove that N(λ) > 2 almost surely for sufficiently small λ. The processes described in the paper are related to bootstrap and rigidity percolation.

Random geometric subdivisions

We study several models of random geometric subdivisions arising from the model of Diaconis and Miclo (Combin Probab Comput 20 (2011) 213–237). In particular, we show that the limiting shape of an indefinite subdivision of a quadrilateral is a.s. a parallelogram. We also show that the geometric subdivisions of a triangle by angle bisectors converge (only weakly) to a non-atomic distribution, and that the geometric subdivisions of a triangle by choosing random points on its sides converges to a “flat” triangle, similarly to the result of Diaconis and Miclo (Combin Probab Comput 20 (2011) 213–237).

Random Walk with Barycentric Self-interaction

AbstractWe study the asymptotic behaviour of a d-dimensional self-interacting random walk (Xn)n∈ℕ (ℕ:={1,2,3,…}) which is repelled or attracted by the centre of mass

Queueing with neighbours

G_{n} = n^{-1} \sum_{i=1}^{n} X_{i}

Passage-time moments and hybrid zones for the exclusion-voter model

of its previous trajectory. The walk’s trajectory (X1,…,Xn) models a random polymer chain in either poor or good solvent. In addition to some natural regularity conditions, we assume that the walk has one-step mean drift