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We discuss the response of a quantum system to a time-dependent perturbation with spectrum \Phi(\omega). This is characterised by a rate constant D describing the diffusion of occupation probability between levels. We calculate the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Michael Wilkinson , Bernhard Mehlig , Doron Cohen

Efficient use of call center operators through technological innovations more often come at the expense of added operation management issues. In this paper, the stationary characteristics of an $M/G/1$ retrial queue is investigated where…

Networking and Internet Architecture · Computer Science 2021-08-05 Muthukrishnan Senthil Kumar , Aresh Dadlani , Kiseon Kim

The subject of this paper is the problem of estimating service time distribution of the $M/G/\infty$ queue from incomplete data on the queue. The goal is to estimate $G$ from observations of the queue--length process at the points of the…

Statistics Theory · Mathematics 2015-08-04 A. Goldenshluger

In this paper, we consider a $G_t/G_t/\infty$ infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluctuating stochastic process, which arguably takes into account…

Probability · Mathematics 2020-04-13 Harsha Honnappa , Yiran Liu , Samy Tindel , Aaron Yip

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e.…

Probability · Mathematics 2008-01-24 Vyacheslav M. Abramov

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

For the M/M/1+M model at the law-of-large-numbers scale, the long run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large…

Probability · Mathematics 2020-04-14 Rami Atar , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…

Probability · Mathematics 2016-02-02 Mariska Heemskerk , Johan van Leeuwaarden , Michel Mandjes

We analyze an M/M/1 queue with a service discipline in which customers, upon arriving when the server is busy, search a sequence of stations for a vacant station at which to wait, and in which the server, upon becoming free when one or more…

Probability · Mathematics 2011-08-29 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…

Probability · Mathematics 2009-12-16 Josh Reed

In this paper we investigate an M/M/$\infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to…

Probability · Mathematics 2011-04-27 B. D'Auria

We study the problem of assigning $K$ identical servers to a set of $N$ parallel queues in a time-slotted queueing system. The connectivity of each queue to each server is randomly changing with time; each server can serve at most one queue…

Optimization and Control · Mathematics 2015-03-19 Hassan Halabian , Ioannis Lambadaris , Yannis Viniotis , Chung-Horng Lung

We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…

Probability · Mathematics 2012-10-04 H. Christian Gromoll , Łukasz Kruk , Amber L. Puha

We analyze the latency or sojourn time L(m,n) for the last customer in a batch of n customers to exit from the m-th queue in a tandem of m queues in the setting where the queues are in equilibrium before the batch of customers arrives at…

Probability · Mathematics 2014-04-21 Jinho Baik , Raj Rao Nadakuditi

We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…

Information Theory · Computer Science 2016-03-08 Avhishek Chatterjee , Daewon Seo , Lav R. Varshney

In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…

Probability · Mathematics 2016-01-13 Joke Blom , Koen de Turck , Michel Mandjes

We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…

Probability · Mathematics 2013-08-27 Jiheng Zhang

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

Statistics Theory · Mathematics 2008-08-22 Alessandro De Gregorio , Stefano Iacus

The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…

Probability · Mathematics 2021-09-29 Manuel Alberto M. Ferreira