English
Related papers

Related papers: Two-parameter Sample Path Large Deviations for Inf…

200 papers

We consider a two-node tandem queueing network in which the upstream queue is GI/GI/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. To…

Probability · Mathematics 2018-10-01 H. Christian Gromoll , Bryce Terwilliger , Bert Zwart

We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…

Optimization and Control · Mathematics 2010-01-07 Michael J. Neely

We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding…

Probability · Mathematics 2009-12-10 Rishi Talreja , Ward Whitt

Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…

Probability · Mathematics 2020-07-20 S Pradhan , N Nandy

In this paper, we investigate overlap times in a two-dimensional infinite server tandem queue. Specifically, we analyze the amount of time that a pair of customers spend overlapping in any station of the two dimensional tandem network. We…

Probability · Mathematics 2024-03-13 Ruici Gao , Jamol Pender

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…

Probability · Mathematics 2025-03-06 Zhenhua Wang , Ruoyu Wu

In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…

Machine Learning · Statistics 2025-05-07 Jung-hun Kim , Min-hwan Oh

This paper is devoted to the problem of sample path large deviations for multidimensional queueing models with feedback. We derive a new version of the contraction principle where the continuous map is not well-defined on the whole space:…

Probability · Mathematics 2007-05-23 Marc Lelarge

We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…

Probability · Mathematics 2016-07-18 Xin Liu

A many-server heavy-traffic FCLT is proved for the $G_t/M/s_t+\mathit {GI}$ queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment…

Probability · Mathematics 2014-01-17 Yunan Liu , Ward Whitt

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

A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…

Probability · Mathematics 2016-05-20 Alexander Stolyar

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

We consider the Adversarial Queuing Theory (AQT) model, where packet arrivals are subject to a maximum average rate $0\le\rho\le1$ and burstiness $\sigma\ge0$. In this model, we analyze the size of buffers required to avoid overflows in the…

Data Structures and Algorithms · Computer Science 2019-02-22 Avery Miller , Boaz Patt-Shamir , Will Rosenbaum

A broad class of parallel server systems is considered, for which we prove the steady-state asymptotic independence of server workloads, as the number of servers goes to infinity, while the system load remains sub-critical. Arriving jobs…

Probability · Mathematics 2020-12-21 Seva Shneer , Alexander Stolyar

The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter $\lambda$, is considered. These equations describe the…

Probability · Mathematics 2021-07-13 Rami Atar , Weining Kang , Haya Kaspi , Kavita Ramanan

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Probability · Mathematics 2016-08-16 Joke Blom , Koen De Turck , Michel Mandjes

Quasi-birth-and-death (QBD) processes with infinite ``phase spaces'' can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the ``phase'' giving the state of…

Probability · Mathematics 2007-05-23 D. P. Kroese , W. R. W. Scheinhardt , P. G. Taylor

A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…

Probability · Mathematics 2021-02-16 V. F. Araman , H. Chen , P. W. Glynn , L. Xia