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We investigate the functional limits of generalized Jackson networks in a multi-scale heavy traffic regime where stations approach full utilization at distinct, separated rates. Our main result shows that the appropriately scaled queue…

Probability · Mathematics 2025-08-26 Zhen-Qing Chen , J. G. Dai , Jin Guang

In this paper we study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the rate of convergence and find the main limiting characteristics…

Probability · Mathematics 2018-06-28 A. Zeifman , Y. Satin , K. Kiseleva , T. Panfilova , V. Korolev

This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have…

Networking and Internet Architecture · Computer Science 2007-08-13 Nelson Antunes , Christine Fricker , Philippe Robert , Danielle Tibi

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

A state-dependent 1-limited polling model with N queues is analyzed. The routing strategy generalizes the classical Markovian polling model, in the sense that two routing matrices are involved, the choice being made according to the state…

Probability · Mathematics 2012-07-16 Guy Fayolle , Jean-Marc Lasgouttes

Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…

Probability · Mathematics 2026-04-13 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

We prove that under a multi-scale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-form limit. Each component in the product form follows an…

Probability · Mathematics 2025-09-03 J. G. Dai , Peter Glynn , Yaosheng Xu

This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that…

Probability · Mathematics 2011-07-18 A. B. Dieker , J. Warren

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…

Probability · Mathematics 2021-05-05 Alexander Zeifman

Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a…

Probability · Mathematics 2018-12-13 Haralambie Leahu , Michel Mandjes

The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert

In this paper, we present a stochastic queuing model for the road traffic, which captures the stationary density-flow relationships in both uncongested and congestion conditions. The proposed model is based on the $M/g/c/c$ state dependent…

Performance · Computer Science 2017-01-02 Nacira Guerrouahane , Djamil Aissani , Louiza Bouallouche-Medjkoune , Nadir Farhi

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…

Networking and Internet Architecture · Computer Science 2019-07-26 Iqra Altaf Gillani , Amitabha Bagchi , Pooja Vyavahare

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

A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…

Probability · Mathematics 2018-10-04 Xuefeng Gao , Lingjiong Zhu

This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix $Q\equiv(q_{ij})_{i,j=1}^d$. Both arrival rates and service rates are depending on…

Probability · Mathematics 2015-06-17 Joke Blom , Koen De Turck , Michel Mandjes

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

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a…

Probability · Mathematics 2007-05-23 David Gamarnik , Assaf Zeevi
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