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Diffusion approximations are widely used in the analysis of service systems, providing tractable insights into complex models. While heavy-traffic limit theorems justify these approximations asymptotically, they do not quantify the error…

Probability · Mathematics 2025-03-18 Anton Braverman , Ziv Scully

We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximations to the (re-scaled) number-in-system process by proving…

Probability · Mathematics 2021-08-31 Harsha Honnappa , Yiran Liu , Samy Tindel , Aaron Yip

Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…

Statistics Theory · Mathematics 2026-05-27 Zhengyan Wan , Yidong Ouyang , Qiang Yao , Liyan Xie , Fang Fang , Hongyuan Zha , Guang Cheng

We consider a stochastic model of Internet congestion control, introduced by Massouli\'{e} and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows in a network where bandwidth is…

Probability · Mathematics 2009-03-03 H. Christian Gromoll , Ruth J. Williams

Due to the widespread applicability of discrete-time queues in wireless networks or telecommunication systems, this paper analyzes an infinite-buffer batch-service queue with single and multiple vacation where customers/messages arrive…

Probability · Mathematics 2020-05-25 N Nandy , S Pradhan

A many-server queueing system is considered in which customers with independent and identically distributed service times enter service in the order of arrival. The state of the system is represented by a process that describes the total…

Probability · Mathematics 2010-10-05 Haya Kaspi , Kavita Ramanan

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

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

Probability · Mathematics 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes

We consider the FCFS $\mathit{GI}/\mathit{GI}/n$ queue in the so-called Halfin-Whitt heavy traffic regime. We prove that under minor technical conditions the associated sequence of steady-state queue length distributions, normalized by…

Probability · Mathematics 2013-12-04 David Gamarnik , David A. Goldberg

We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…

Probability · Mathematics 2016-05-23 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the study of the Poisson Hypothesis. Its implications include the…

Probability · Mathematics 2007-05-23 Alexandre Rybko , Senya Shlosman , Alexandre Vladimirov

A result of Ward and Glynn (2005) asserts that the sequence of scaled offered waiting time processes of the $GI/GI/1+GI$ queue converges weakly to a reflected Ornstein-Uhlenbeck process (ROU) in the positive real line, as the traffic…

Probability · Mathematics 2019-08-23 Chihoon Lee , Amy R. Ward , Heng-Qing Ye

We consider an overloaded multiclass nonidling first-in-first-out single-server queue with abandonment. The interarrival times, service times, and deadline times are sequences of independent and identically, but generally distributed random…

Probability · Mathematics 2013-11-18 Otis B. Jennings , Amber L. Puha

This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…

Probability · Mathematics 2014-12-30 Hiroyuki Masuyama , Tetsuya Takine

In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…

Optimization and Control · Mathematics 2019-08-20 Ari Arapostathis , Guodong Pang , Yi Zheng

Since Age of Information (AoI) has been proposed as a metric that quantifies the freshness of information updates in a communication system, there has been a constant effort in understanding and optimizing different statistics of the AoI…

Information Theory · Computer Science 2019-05-13 Jaya Prakash Champati , Hussein Al-Zubaidy , James Gross

We study a single server queue operating under the shortest remaining processing time (SRPT) scheduling policy; that is, the server preemptively serves the job with the shortest remaining processing time first. In this work we are…

Probability · Mathematics 2023-11-07 Sayan Banerjee , Amarjit Budhiraja , Amber L. Puha

In this work, we derive first order continuum traffic flow models from a microscopic delayed follow-the-leader model. Those are applicable in the context of vehicular traffic flow as well as pedestrian traffic flow. The microscopic model is…

Numerical Analysis · Mathematics 2016-12-14 Antoine Tordeux , Guillaume Costeseque , Michael Herty , Armin Seyfried

We prove that the scaled maximum steady-state waiting time and the scaled maximum steady-state queue length among $N$ $GI/GI/1$-queues in the $N$-server fork-join queue, converge to a normally distributed random variable as $N\to\infty$.…

Probability · Mathematics 2023-09-18 Dennis Schol , Maria Vlasiou , Bert Zwart

A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routing choices) form a tree (in…

Probability · Mathematics 2014-03-28 Alexander Stolyar