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Related papers: Law of Large Numbers Limits for Many Server Queues

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We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

In the present paper, we study the evolution of an overloaded cyclic polling model that starts empty. Exploiting a connection with multitype branching processes, we derive fluid asymptotics for the joint queue length process. Under passage…

Probability · Mathematics 2014-10-24 Maria Frolkova , Sergey Foss , Bert Zwart

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of…

Trading and Market Microstructure · Quantitative Finance 2015-10-14 Xin Guo , Zhao Ruan , Lingjiong Zhu

The paper studies a closed queueing network containing two types of node. The first type (server station) is an infinite server queueing system, and the second type (client station) is a single server queueing system with autonomous…

Probability · Mathematics 2021-07-01 Vyacheslav M. Abramov

We consider a system of $N$ parallel single-server queues with unit exponential service rates and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to a server…

Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…

Probability · Mathematics 2025-03-18 Shreehari Anand Bodas , Royi Jacobovic

The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…

Probability · Mathematics 2021-09-23 Manuel Alberto M. Ferreira

We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…

Probability · Mathematics 2024-04-16 Rami Atar , Gershon Wolansky

Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several…

Performance · Computer Science 2016-09-20 Neal Master , Nicholas Bambos

We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…

Probability · Mathematics 2018-11-26 Gianmarco Bet

In many call centers, callers may call multiple times. Some of the calls are re-attempts after abandonments (redials), and some are re-attempts after connected calls (reconnects). The combination of redials and reconnects has not been…

Probability · Mathematics 2013-11-26 Sihan Ding , Maria Remerova , Rob van der Mei , Bert Zwart

We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…

Probability · Mathematics 2007-05-23 Carl Graham

In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…

We use fluid limits to explore the (in)stability properties of wireless networks with queue-based random-access algorithms. Queue-based random-access schemes are simple and inherently distributed in nature, yet provide the capability to…

Networking and Internet Architecture · Computer Science 2013-02-26 Javad Ghaderi , Sem Borst , Phil Whiting

We consider a stochastic model of Internet congestion control, introduced by Massouli\'{e} and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows in a network where bandwidth is…

Probability · Mathematics 2009-03-03 H. Christian Gromoll , Ruth J. Williams

We consider large-scale service systems with multiple customer classes and multiple server pools; interarrival and service times are exponentially distributed, and mean service times depend both on the customer class and server pool. It is…

Probability · Mathematics 2014-08-05 Alexander Stolyar , Elena Yudovina

A fundamental challenge in large-scale cloud networks and data centers is to achieve highly efficient server utilization and limit energy consumption, while providing excellent user-perceived performance in the presence of uncertain and…

Probability · Mathematics 2017-06-23 Debankur Mukherjee , Souvik Dhara , Sem Borst , Johan S. H. van Leeuwaarden

We consider an infinite-server queue into which customers arrive according to a Cox process and have independent service times with a general distribution. We prove a functional large deviations principle for the equilibrium queue length…

Probability · Mathematics 2020-03-30 Justin Dean , Ayalvadi Ganesh , Edward Crane

In discrete time, customers arrive at random. Each waits until one of three servers is available; each thereafter departs at random. We seek the distribution of maximum line length of idle customers. Algebraic expressions obtained for the…

History and Overview · Mathematics 2022-08-30 Steven Finch

We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy…

Probability · Mathematics 2019-05-13 Burak Büke , Wenyi Qin
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