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Related papers: Queues and risk models with simultaneous arrivals

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While mobile edge computing (MEC) alleviates the computation and power limitations of mobile devices, additional latency is incurred when offloading tasks to remote MEC servers. In this work, the power-delay tradeoff in the context of task…

Networking and Internet Architecture · Computer Science 2017-10-03 Chen-Feng Liu , Mehdi Bennis , H. Vincent Poor

The field of risk theory has traditionally focused on ruin-related quantities. In particular, the socalled Expected Discounted Penalty Function has been the object of a thorough study over the years. Although interesting in their own right,…

Risk Management · Quantitative Finance 2014-06-27 Zied Ben-Salah , Hélène Guérin , Manuel Morales , Hassan Omidi Firouzi

In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 H. Lamba

The supermarket model is a system of $n$ queues each with serving rates $1$ and arrival rates $\lambda$ per vertex, where tasks will move on arrival to the shortest adjacent queue. We consider the supermarket model in the small $\lambda$…

Probability · Mathematics 2025-07-08 John Fernley , Balázs Gerencsér

Current mobility models for simultaneous mobility have their convolution in designing simultaneous movement where mobile nodes (MNs) travel randomly from the two adjacent cells at the same time and also have their complexity in the…

Networking and Internet Architecture · Computer Science 2014-01-10 Md. Ibrahim Chowdhury , Mohammad Iqbal , Naznin Sultana , Faisal Rahman

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…

Probability · Mathematics 2015-11-13 Andrei Sleptchenko , Jori Selen , Ivo Adan , Geert-Jan van Houtum

We consider the stability of robust scheduling policies for multiclass queueing networks. These are open networks with arbitrary routing matrix and several disjoint groups of queues in which at most one queue can be served at a time. The…

Probability · Mathematics 2015-05-12 Ramtin Pedarsani , Jean Walrand

Consider a system with $K$ parallel queues in which the server for each queue processes jobs at rate $n$ and the total arrival rate to the system is $nK-\upsilon \sqrt{n}$ where $\upsilon \in (0, \infty)$ and $n$ is large. We study…

Probability · Mathematics 2024-02-16 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

A queueing model has $J\ge2$ heterogeneous service stations, each consisting of many independent servers with identical capabilities. Customers of $I\ge2$ classes can be served at these stations at different rates, that depend on both the…

Probability · Mathematics 2007-05-23 Rami Atar , Avi Mandelbaum , Gennady Shaikhet

We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Shuangning Li , Ramesh Johari , Xu Kuang , Stefan Wager

Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…

We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

Statistical Mechanics · Physics 2011-09-09 Cyril Furtlehner , Jean-Marc Lasgouttes

In this paper, we consider the M/GI/1 queue with single vacations under the gated service discipline. We obtain the probability generating function of the stationary queue length, the Laplace-Stieltjes transform of the system delay…

Probability · Mathematics 2026-04-14 Tetsuya Takine

Car sharing is expected to reduce traffic congestion and pollution in cities while at the same time improving accessibility to public transport. However, the most popular form of car sharing, one-way car sharing, still suffers from the…

Performance · Computer Science 2017-10-04 Chiara Boldrini , Riccardo Incaini , Raffaele Bruno

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…

Probability · Mathematics 2021-09-29 Manuel Alberto M. Ferreira

We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by…

Probability · Mathematics 2013-05-24 Sem Borst , Florian Simatos

We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models. The Markovian models include M/M/$\infty$, M/M/r and M/M/1+M queues with random resetting, in which a continuous-time Markov…

Probability · Mathematics 2025-11-27 Dongzhou Huang , Guodong Pang , Izabella Stuhl , Yuri Suhov

Task replication has recently been advocated as a practical solution to reduce latencies in parallel systems. In addition to several convincing empirical studies, some others provide analytical results, yet under some strong assumptions…

Performance · Computer Science 2016-02-26 Felix Poloczek , Florin Ciucu

We consider a pair of coupled queues driven by independent spectrally-positive Levy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with…

Probability · Mathematics 2013-06-11 Onno Boxma , Jevgenijs Ivanovs