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In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…
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…
We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…
This paper considers the Cram\'er-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a Poisson process, where the times they spend in the system form a sequence of…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
We consider a system of $N$ parallel single-server queues with unit exponential service rates and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to a server…
We study the load balancing system operating under Join the Shortest Queue (JSQ) in the many-server heavy-traffic regime. If $N$ is the number of servers, we let the difference between the total service rate and the total arrival rate be…
This study intends to present a representation of a pensions fund through a stochastic network with two infinite servers nodes. With this representation it is allowed to deduce an equilibrium condition of the system with basis on the…
The paper studies a closed queueing network containing two types of node. The first type (server station) is an infinite server queueing system, and the second type (client station) is a single server queueing system with autonomous…
The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e.…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
Understanding how delayed information impacts queueing systems is an important area of research. However, much of the current literature neglects one important feature of many queueing systems, namely non-stationary arrivals. Non-stationary…
A multi-channel queueing system is considered. The arriving requests differ in their type. Requests of each type arrive according to a Poisson process. The number of channels required for service with the rate equal to 1 depends of the…
This paper contains an asymptotic analysis of a fluid model for a heavily loaded processor sharing queue. Specifically, we consider the behavior of solutions of critical fluid models as time approaches \infty. The main theorems of the paper…
Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…
A single server retrial queueing system with two-classes of orbiting customers, and general class dependent service times is considered. If an arriving customer finds the server unavailable, it enters a virtual queue, called the orbit,…
Ensuring the conformance of a service system's end-to-end delay to service level agreement (SLA) constraints is a challenging task that requires statistical measures beyond the average delay. In this paper, we study the real-time prediction…
Motivated by the ongoing COVID-19 pandemic, this paper investigates customers' infection risk by evaluating the overlapping time of a virtual customer with others in queueing systems. Most of the current methodologies focus on…
Network capacity region of multi-queue multi-server queueing system with random ON-OFF connectivities and stationary arrival processes is derived in this paper. Specifically, the necessary and sufficient conditions for the stability of the…
We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…