Tandem Queues and Directed Percolation




O'Connell, Neil (Bristol, UK)
noc@hplb.hpl.hp.com
(joint work with Ben Hambly and Marc Yor)

I will outline some connections which exist between tandem queues and two-dimensional directed percolation, which allow one to exploit the independence properties of certain queueing systems. I will mainly discuss a rich class of such queueing systems based on Brownian motion, where the independence properties are related to classical path-decompositions of Brownian motion and the percolation variables can be interpreted in terms of maximal eigenvalues of certain random matrices.