English
Related papers

Related papers: Two-Parameter Heavy-Traffic Limits for Infinite-Se…

200 papers

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

Optimization and Control · Mathematics 2025-09-09 Dongnuan Tian , Rob Shone

This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…

Probability · Mathematics 2010-11-15 Weining Kang , Kavita Ramanan

We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…

Probability · Mathematics 2017-01-09 Neal Master , Zhengyuan Zhou , Nicholas Bambos

We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…

Probability · Mathematics 2013-09-12 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the…

Performance · Computer Science 2023-03-30 R. Núñez-Queija , B. J. Prabhu , J. A. C. Resing

We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

This paper studies the heavy-traffic joint distribution of queue lengths in two stochastic processing networks (SPN), viz., an input-queued switch operating under the MaxWeight scheduling policy and a two-server parallel server system…

Probability · Mathematics 2023-09-19 Prakirt Raj Jhunjhunwala , Siva Theja Maguluri

We consider a regulated multi-class instantaneous matching system with reneging, in which each event requires $K \geq 2$ distinct impatient agents who wait in their respective queues. Each agent class is subject to a buffer capacity,…

Probability · Mathematics 2025-07-15 Bowen Xie

We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…

Probability · Mathematics 2013-02-14 Brian H. Fralix , Charles Knessl , Johan S. H. van Leeuwaarden

We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

Probability · Mathematics 2016-04-05 Jose Blanchet , Karthyek Murthy

Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let $W$ denote the steady-state waiting time in the ${\rm GI}/{\rm G}/1$ queue. Kingman (1961) showed that $W$, when…

Probability · Mathematics 2022-06-22 M. A. A. Boon , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

We investigate the functional limits of generalized Jackson networks in a multi-scale heavy traffic regime where stations approach full utilization at distinct, separated rates. Our main result shows that the appropriately scaled queue…

Probability · Mathematics 2025-08-26 Zhen-Qing Chen , J. G. Dai , Jin Guang

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

Probability · Mathematics 2025-04-25 Bernardo D'Auria , Ivo J. B. F. Adan , René Bekker , Vidyadhar Kulkarni

In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N\to\infty$. This fluid limit depends on the initial number…

Probability · Mathematics 2021-08-24 Dennis Schol , Maria Vlasiou , Bert Zwart

For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…

Probability · Mathematics 2025-12-09 Predrag Jelenkovic , Petar Momcilovic

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

The present paper proposes a stochastic model of the traffic flow. This model has a discrete set of states and the continuous time. The model is a generalization of the discrete stochastis model that has been considered in a previous paper…

Other Condensed Matter · Physics 2007-05-23 A. P. Buslaev , A. G. Tatashev , M. V. Yashina

We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…

Probability · Mathematics 2014-06-17 Tuan Phung-Duc