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We consider a service system with two Poisson arrival queues. A server chooses which queue to serve at each moment. Once a queue is served, all the customers will be served within a fixed amount of time. This model is useful in studying…

Optimization and Control · Mathematics 2013-07-02 Yuhang Liu , Zizhuo Wang

Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

Methodology · Statistics 2015-01-30 Silvia Montagna , Surya T. Tokdar

Arrival processes to service systems often display (i) larger than anticipated fluctuations, (ii) a time-varying rate, and (iii) temporal correlation. Motivated by this, we introduce a specific non-homogeneous Poisson process that…

Performance · Computer Science 2020-06-02 M. Heemskerk , M. Mandjes , B. Mathijsen

In this paper we propose a highly accurate approximate performance analysis of a heterogeneous server system with a processor sharing service discipline and a general job-size distribution under a generalized join the shortest queue (GJSQ)…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo J. B. F. Adan , Stella Kapodistria

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

Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…

Probability · Mathematics 2019-06-06 Shiba Biswal , Nicolas Lanchier

We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

We study the optimal sequencing of a batch of tasks on a machine subject to random disruptions driven by a non-homogeneous Poisson process (NHPP), such that every disruption requires the interrupted task to be re-processed from scratch, and…

Probability · Mathematics 2025-06-10 Lingjiong Zhu , Anand Paul , Haldun Aytug

We consider the following distributed service model: jobs with unit mean, exponentially distributed, and independent processing times arrive as a Poisson process of rate $\lambda n$, with $0<\lambda<1$, and are immediately dispatched by a…

Probability · Mathematics 2017-09-14 David Gamarnik , John N. Tsitsiklis , Martin Zubeldia

In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…

Probability · Mathematics 2015-04-07 Jinbiao Wu , Yi Peng , Zaiming Liu

Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…

Probability · Mathematics 2025-03-18 Shreehari Anand Bodas , Royi Jacobovic

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…

Probability · Mathematics 2021-03-26 Ioannis Dimitriou

Multiserver-job systems, where jobs require concurrent service at many servers, occur widely in practice. Much is known in the dropping setting, where jobs are immediately discarded if they require more servers than are currently available.…

Performance · Computer Science 2020-10-05 Isaac Grosof , Mor Harchol-Balter , Alan Scheller-Wolf

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

Processing computation-intensive jobs at multiple processing cores in parallel is essential in many real-world applications. In this paper, we consider an idealised model for job parallelism in which a job can be served simultaneously by…

Probability · Mathematics 2022-07-22 Ayalvadi Ganesh , Arpan Mukhopadhyay

The paper studies approximations and control of a processor sharing (PS) server where the service rate depends on the number of jobs occupying the server. The control of such a system is implemented by imposing a limit on the number of jobs…

Systems and Control · Computer Science 2014-09-02 Varun Gupta , Jiheng Zhang

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

Machine Learning · Computer Science 2024-05-24 Jiahao Wang , Sikun Yang , Heinz Koeppl , Xiuzhen Cheng , Pengfei Hu , Guoming Zhang

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

Probability · Mathematics 2020-09-01 Martin Zubeldia , Michel Mandjes