Related papers: On Large Delays in Multi-Server Queues with Heavy …
In this paper, we consider a discrete-time preemptive priority queue with different service rates for two classes of customers, one with high-priority and the other with low-priority. This model corresponds to the classical preemptive…
A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…
It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…
Motivated by applications in computing and telecommunication systems, we investigate the problem of estimating p-quantile of steady-state sojourn times in a single-server multi-class queueing system with non-preemptive priorities for p…
We revisit effective scenarios for the origin of heavy tails in stationary velocity distributions. A first analysis combines localization with diffusive acceleration. That gets realized in space plasmas to find the so-called…
For a fixed positive integer $\;k,\;$ limit laws of linearly normalized $\;k$-th upper order statistics are well known. In this article, a comprehensive study of tail behaviours of limit laws of normalized $k$-th upper order statistics…
The asymptotic decay rate of the sojourn time of a customer in the stationary M/G/1 queue under the Foreground Background (FB) service discipline is studied. The FB discipline gives service to those customers that have received the least…
We investigate the tail behaviour of the steady state distribution of a stochastic recursion that generalises Lindley's recursion. This recursion arises in queuing systems with dependent interarrival and service times, and includes…
Simple lower and upper bounds on mean cycle time in stochastic acyclic fork-join networks are derived using the $(\max,+)$-algebra approach. The behaviour of the bounds under various assumptions concerning the service times in the networks…
Dispatching systems, where arriving jobs are immediately assigned to one of multiple queues, are ubiquitous in computer systems and service systems. A natural and practically relevant model is one in which each queue serves jobs in FCFS…
We examine a distributional fixed-point equation related to a multi-type branching process that is key in the cluster sizes analysis of multivariate heavy-tailed Hawkes processes. Specifically, we explore the tail behavior of its solution…
In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the $M/M/c$ queue, which is a two-dimensional queueing system with a discrete phase and a continuous level. We extend the kernel…
The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…
We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…
The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…
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 the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by $N$ identical parallel servers in a…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
In discrete time, customers arrive at random. Each waits until one of three servers is available; each thereafter departs at random. We seek the distribution of maximum line length of idle customers. Algebraic expressions obtained for the…