Related papers: Steady-state $\mathit{GI}/\mathit{GI}/\mathit{n}$ …
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
In the supermarket model there are n queues, each with a unit rate server. Customers arrive in a Poisson process at rate \lambda n, where 0<\lambda <1. Each customer chooses d > 2 queues uniformly at random, and joins a shortest one. It is…
In this paper, we analyze a discrete-time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count…
This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…
We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…
We introduce the appropriate framework for pathwise comparison of multiple server queues under general stationary ergodic assumptions. We show in what sense it is better to have more servers for a system under FCFS ('First Come, First…
A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…
We consider processing networks where multiple dispatchers are connected to single-server queues by a bipartite compatibility graph, modeling constraints that are common in data centers and cloud networks due to geographic reasons or data…
We investigate, under general stationary ergodic assumptions, the stability of systems of $S$ parallel queues in which any incoming customer joins the queue of the server having the $p+1$-th shortest workload ($p < S$), or a free server if…
Various empirical and theoretical studies indicate that cumulative network traffic is a Gaussian process. However, depending on whether the intensity at which sessions are initiated is large or small relative to the session duration tail,…
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…
We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
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…
Motivated by the work of Whitt, who studied stabilization of the mean virtual waiting time (excluding service time) in a $GI_t/GI_t/1/FCFS$ queue, this paper investigates the stabilization of the mean virtual response time in a…
We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
This paper serves as a companion to "Asymptotic Product-form Steady-state for Multiclass Queueing Networks with SBP Service Policies in Multi-scale Heavy Traffic." In this short paper, we illustrate the main results of the main paper…
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…
We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…