Related papers: Gaussian queues in light and heavy traffic
We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a…
We study the effect of reaction times on the kinetics of relaxation to stationary states and on congestion transitions in heterogeneous traffic. Heterogeneity is modeled as quenched disorders in the parameters of the car following model and…
Consider a Gaussian stationary sequence with unit variance $X=\{X_k;k\in {\mathbb{N}}\cup\{0\}\}$. Assume that the central limit theorem holds for a weighted sum of the form $V_n=n^{-1/2}\sum^{n-1}_{k=0}f(X_k)$, where $f$ designates a…
Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival sequence is one in which customers are scheduled to arrive at…
We consider finite dimensional rough differential equations driven by centered Gaussian processes. Combining Malliavin calculus, rough paths techniques and interpolation inequalities, we establish upper bounds on the density of the…
The congestion formation on a urban road network is one of the key issue for the development of a sustainable mobility in the future smart cities. In this work we propose a reductionist approach studying the stationary states of a simple…
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…
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…
We consider a multi-class single server queueing network as a model of a packet switching network. The rates packets are sent into this network are controlled by queues which act as congestion windows. By considering a sequence of…
In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We prove a heavy traffic scaling limit for a shortest remaining processing time queue. We are interested in the case where the processing time distribution has a tail that decays rapidly, i.e., has light tails. In particular, we revisit the…
We study the phenomenon of real space condensation in the steady state of a class of one dimensional mass transport models. We derive the criterion for the occurrence of a condensation transition and analyse the precise nature of the shape…
In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…
We consider a class of stochastic processes $X$ defined by $X\left( t\right) =\int_{0}^{T}G\left( t,s\right) dM\left( s\right) $ for $t\in\lbrack0,T]$, where $M$ is a square-integrable continuous martingale and $G$ is a deterministic…
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…
In this paper we address the statistical problem of testing if a stationary process is Gaussian. The observation consists in a finite sample path of the process. Using a random projection technique introduced and studied in Cuesta-Albertos…
We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
We consider a system of ordered cars moving in $\R$ from right to left. Each car is represented by a point in $\R$; two or more cars can occupy the same point but cannot overpass. Cars have two possible velocities: either 0 or 1. An…
In discrete time, $\ell$-blocks of red lights are separated by $\ell$-blocks of green lights. Cars arrive at random. We seek the distribution of maximum line length of idle cars, and justify conjectured probabilistic asymptotics for $2 \leq…