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This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…

Probability · Mathematics 2020-04-21 Onno Boxma , Mariska Heemskerk , Michel Mandjes

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Probability · Mathematics 2017-12-13 H. M. Jansen , M. Mandjes , K. De Turck , S. Wittevrongel

We study the $G/\mathit{GI}/\infty$ queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem…

Probability · Mathematics 2015-04-22 Josh Reed , Rishi Talreja

We consider a multi-class queueing model of a telephone call center, in which a system manager dynamically allocates available servers to customer calls. Calls can terminate through either service completion or customer abandonment, and the…

Systems and Control · Electrical Eng. & Systems 2025-03-07 Baris Ata , Ebru Kasikaralar

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

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

Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…

Probability · Mathematics 2026-01-07 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

We establish a diffusion approximation for a class of multi-agent controlled queueing systems, demonstrating their convergence to a system of interacting reflected Ornstein--Uhlenbeck (OU) processes. The limiting process captures essential…

Probability · Mathematics 2026-01-12 Thoa Thieu , Roderick Melnik

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 a large-scale flexible service system with two large server pools and two types of customers. Servers in pool 1 can only serve type 1 customers, while server in pool 2 are flexible -- they can serve both types 1 and 2. (This is…

Probability · Mathematics 2014-12-24 Alexander L. Stolyar

In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two queues as two independent flows with deterministic rate.…

Probability · Mathematics 2021-12-10 Stella Kapodistria , Mayank Saxena , Onno Boxma , Offer Kella

Given a random variable $N$ with values in ${\mathbb{N}}$, and $N$ i.i.d. positive random variables $\{\mu_k\}$, we consider a queue with renewal arrivals and $N$ exponential servers, where server $k$ serves at rate $\mu_k$, under two work…

Probability · Mathematics 2008-08-22 Rami Atar

We consider Markovian multiclass multi-pool networks with heterogeneous server pools, each consisting of many statistically identical parallel servers, where the bipartite graph of customer classes and server pools forms a tree. Customers…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Guodong Pang

We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…

Probability · Mathematics 2015-10-29 Amber L. Puha

This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…

Probability · Mathematics 2007-12-27 Ward Whitt

In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-23 Kuang Xu

We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…

Probability · Mathematics 2026-05-19 Sayan Banerjee , Amarjit Budhiraja , Eva Loeser

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

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain