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We investigate the steady-state diffusion-approximation error for continuous-time queueing systems with generally distributed primitives. Across four canonical systems -- the $G/G/1$ and $G/M/\infty$ queues, the join-the-shortest-queue…

Probability · Mathematics 2025-09-03 Anton Braverman , Ziv Scully

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

Probability · Mathematics 2023-06-21 Prakirt Raj Jhunjhunwala , Daniela Hurtado-Lange , Siva Theja Maguluri

Service systems like data centers and ride-hailing are popularly modeled as queueing systems in the literature. Such systems are primarily studied in the steady state due to their analytical tractability. However, almost all applications in…

Probability · Mathematics 2025-08-28 Hoang Huy Nguyen , Sushil Mahavir Varma , Siva Theja Maguluri

We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…

Probability · Mathematics 2026-02-27 Xin Liu , Lei Ying

We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…

Probability · Mathematics 2018-12-05 F. Baccelli , A. Rybko , S. Shlosman , A. Vladimirov

We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…

Systems and Control · Computer Science 2012-07-25 Mihalis G. Markakis , Eytan Modiano , John N. Tsitsiklis

In this thesis, we study the queueing systems with heterogeneous servers and service rate uncertainty under the Halfin-Whitt heavy traffic regime. First, we analyse many server queues with abandonments when service rates are i.i.d. random…

Probability · Mathematics 2018-12-04 Wenyi Qin

This contribution investigates asymptotic properties of transient queue length process $$ Q(t)=\max\left(x+X(t)-ct, \sup_{0\leq s\leq t}\left(X(t)-X(s)-c(t-s)\right)\right),\ \ \ t\geq 0 $$ in Gaussian fluid queueing model, where input…

Probability · Mathematics 2018-06-18 Krzysztof Debicki , Peng Liu

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

The Join-the-Shortest Queue (JSQ) policy is a classical benchmark for the performance of many-server queueing systems due to its strong optimality properties. While the exact analysis of the JSQ policy is an open question to date, even…

Probability · Mathematics 2025-05-27 Zhisheng Zhao , Sayan Banerjee , Debankur Mukherjee

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

Probability · Mathematics 2020-09-01 Martin Zubeldia , Michel Mandjes

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 the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

Probability · Mathematics 2017-12-06 Reza Aghajani , Kavita Ramanan

We study the heavy-traffic limit of the generalized switch operating under MaxWeight, without assuming that the CRP condition is satisfied and allowing for correlated arrivals. The main contribution of this paper is the steady-state mean of…

Probability · Mathematics 2021-03-03 D. Hurtado-Lange , S. T. Maguluri

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

Diffusion approximations have been a popular tool for performance analysis in queueing theory, with the main reason being tractability and computational efficiency. This dissertation is concerned with establishing theoretical guarantees on…

Probability · Mathematics 2017-04-28 Anton Braverman

We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…

Probability · Mathematics 2024-05-21 Bowen Xie

Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic…

Probability · Mathematics 2011-04-08 Mariana Olvera-Cravioto , Jose Blanchet , Peter Glynn

We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…

Probability · Mathematics 2015-10-30 Ari Arapostathis , Anup Biswas , Guodong Pang

Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusion process to approximate the virtual waiting time process…

Probability · Mathematics 2015-09-17 Shuangchi He