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Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…

We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given…

Probability · Mathematics 2014-08-06 Daniel Ahlberg

We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the time-dependent behaviour of this system and derive explicit…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Bert Zwart

We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in…

Probability · Mathematics 2018-10-26 Rami Atar , Asaf Cohen

A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…

Probability · Mathematics 2021-02-16 V. F. Araman , H. Chen , P. W. Glynn , L. Xia

In this paper we establish a connection between epidemic models on random networks with general infection times considered in Barbour and Reinert 2013 and first passage percolation. Using techniques developed in Bhamidi, van der Hofstad,…

Probability · Mathematics 2016-09-26 Shankar Bhamidi , Remco van der Hofstad , Julia Komjathy

We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the…

Probability · Mathematics 2014-08-04 Marko Boon , Rob van der Mei , Erik Winands

This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space:…

Probability · Mathematics 2007-05-23 Marc Lelarge

The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…

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

A mean-field extension of the queueing system \(GI/GI/1\) is considered. The process is constructed as a Markov solution of a martingale problem. Uniqueness in distribution is established under a bit different sets of assumptions on…

Probability · Mathematics 2018-12-04 Alexander Veretennikov

A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of its higher dimensional counterpart under some mild…

Probability · Mathematics 2018-01-08 Wojciech Cygan , Judith Kloas

In this paper we establish a relation between the spread of infectious diseases and the dynamics of so called M/G/1 queues with processor sharing. The in epidemiology well known relation between the spread of epidemics and branching…

Probability · Mathematics 2009-09-28 Pieter Trapman , Martin Bootsma

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

We study the convergence of the $M/G/1$ processor-sharing, queue length process in the heavy traffic regime, in the finite variance case. To do so, we combine results pertaining to L\'{e}vy processes, branching processes and queuing theory.…

Probability · Mathematics 2013-12-04 Amaury Lambert , Florian Simatos , Bert Zwart

The areas under workload process and under queuing process in a single server queue over the busy period have many applications not only in queuing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of…

Probability · Mathematics 2011-02-08 Rafal Kulik , Zbigniew Palmowski

We consider an extension of the classical machine-repair model, where we assume that the machines, apart from receiving service from the repairman, also serve queues of products. The extended model can be viewed as a layered queueing…

Probability · Mathematics 2014-12-24 J. L. Dorsman , O. J. Boxma , M. Vlasiou

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…

Networking and Internet Architecture · Computer Science 2019-07-26 Iqra Altaf Gillani , Amitabha Bagchi , Pooja Vyavahare

We present new concentration of measure inequalities for Markov chains, generalising results for chains that are contracting in Wasserstein distance. These are particularly suited to establishing the cut-off phenomenon for suitable chains.…

Probability · Mathematics 2022-05-24 Andrew Barbour , Graham Brightwell , Malwina Luczak

We analyze the service times of customers in a stable M/M/1 queue in equilibrium depending on their position in a busy period. We give the law of the service of a customer at the beginning, at the end, or in the middle of the busy period.…

Discrete Mathematics · Computer Science 2007-07-30 Moez Draief , Jean Mairesse
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