English
Related papers

Related papers: SPDE Limits of Many Server Queues

200 papers

We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…

Probability · Mathematics 2018-01-19 Abhishek , Marko Boon , Onno Boxma , Rudesindo Núñez-Queija

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…

Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times…

Probability · Mathematics 2017-01-13 Angelos Aveklouris , Maria Vlasiou , Jiheng Zhang , Bert Zwart

Multi-server queueing systems describe situations in which users require service from multiple parallel servers. Examples include check-in lines at airports, waiting rooms in hospitals, queues in contact centers, data buffers in wireless…

Probability · Mathematics 2019-07-30 Johan S. H. van Leeuwaarden , Britt W. J. Mathijsen , Bert Zwart

The production of molecules in a chemical reaction network is modelled as a Poisson process with a Markov-modulated arrival rate and an exponential decay rate. We analyze the distributional properties of $M$, the number of molecules, under…

Probability · Mathematics 2013-09-17 D. Anderson , J. Blom , M. Mandjes , H. Thorsdottir , K. de Turck

We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…

Probability · Mathematics 2016-07-18 Xin Liu

We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…

Probability · Mathematics 2014-12-09 Harsha Honnappa , Rahul Jain , Amy R. Ward

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

We consider a time-slotted job-assignment system with a central server, N users and a machine which changes its state according to a Markov chain (hence called a Markov machine). The users submit their jobs to the central server according…

Information Theory · Computer Science 2026-02-17 Stavros Mitrolaris , Subhankar Banerjee , Sennur Ulukus

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

Probability · Mathematics 2012-07-02 Jiheng Zhang , J. G. Dai , Bert Zwart

We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate…

Probability · Mathematics 2023-02-15 H. Christian Gromoll , Katelynn D. Kochalski

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

A many-server queue operating under the earliest deadline first discipline, where the distributions of service time and deadline are generic, is studied at the law of large numbers scale. Fluid model equations, formulated in terms of the…

Probability · Mathematics 2017-08-08 Rami Atar , Anup Biswas , Haya Kaspi

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

This paper is devoted to the study of the number of customers in infinite-server systems driven by Hawkes processes. In these systems, the self-exciting arrival process is assumed to be represented by a Hawkes process and the self-exciting…

Probability · Mathematics 2022-08-08 Dharmaraja Selvamuthu , Paola Tardelli

The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…

Systems and Control · Computer Science 2014-09-02 Varun Gupta , Jiheng Zhang

In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed…

Performance · Computer Science 2018-05-25 Khanik Kerobyan , Ruben Kerobyan , Koffi Enakoutsa

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

Probability · Mathematics 2015-10-02 Jori Selen , Ivo J. B. F. Adan , Johan S. H. van Leeuwaarden

We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process…

Probability · Mathematics 2016-08-03 Praveen Kolli , Mykhaylo Shkolnikov

In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are served one by one according to any conservative discipline. The…

Probability · Mathematics 2020-12-01 A. Zeifman , R. Razumchik , Y. Satin , I. Kovalev