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We consider a fluid queue fed by multiple On-Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The…

Probability · Mathematics 2016-09-07 Bert Zwart , Sem Borst , Michel Mandjes

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

We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…

Probability · Mathematics 2013-08-27 Jiheng Zhang

In this paper the infinite server queue model in semi-Markov random environment with k Markov arrival streams, random resources of customers, and catastrophes is considered. After catastrophes occur, all customers in the model are flashed…

Performance · Computer Science 2018-05-25 Khanik Kerobyan , Ruben Kerobyan , Koffi Enakoutsa

We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…

Probability · Mathematics 2018-11-26 Gianmarco Bet

This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…

Optimization and Control · Mathematics 2018-02-19 Li Jin , Saurabh Amin

Consider the single server queue with an infinite buffer and a FIFO discipline, either of type M/M/1 or Geom/Geom/1. Denote by A the arrival process and by s the services. Assume the stability condition to be satisfied. Denote by D the…

Discrete Mathematics · Computer Science 2007-07-31 Moez Draief , Jean Mairesse , Neil O'Connell

We introduce a novel framework for optimization based on energy-conserving Hamiltonian dynamics in a strongly mixing (chaotic) regime and establish its key properties analytically and numerically. The prototype is a discretization of…

Machine Learning · Computer Science 2023-05-16 G. Bruno De Luca , Eva Silverstein

Mobile edge computing (MEC)-enabled air-ground networks are a key component of 6G, employing aerial base stations (ABSs) such as unmanned aerial vehicles (UAVs) and high-altitude platform stations (HAPS) to provide dynamic services to…

Machine Learning · Computer Science 2025-03-06 Muhammet Hevesli , Abegaz Mohammed Seid , Aiman Erbad , Mohamed Abdallah

We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…

Probability · Mathematics 2013-02-14 Brian H. Fralix , Charles Knessl , Johan S. H. van Leeuwaarden

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Probability · Mathematics 2020-05-29 Wei Xu

We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…

Probability · Mathematics 2014-01-14 J. G. Dai , A. B. Dieker , Xuefeng Gao

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

Probability · Mathematics 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

We introduce a Markovian single point process model, with random intensity regulated through a buffer mechanism and a self-exciting effect controlling the arrival stream to the buffer. The model applies the principle of the Hawkes process…

Probability · Mathematics 2017-10-12 Ingemar Kaj , Mine Caglar

Recent model-based congestion control algorithms such as BBR use repeated measurements at the endpoint to build a model of the network connection and use it to achieve optimal throughput with low queuing delay. Conversely, applying this…

Networking and Internet Architecture · Computer Science 2020-02-12 Maximilian Bachl , Joachim Fabini , Tanja Zseby

In order to utilize network resources and provide a more reliable delivery of information, multipath routing algorithms are used with a higher priority than single path routing. But providing the quality of service (QoS) requirements while…

Networking and Internet Architecture · Computer Science 2014-12-09 Zahra Vali , Massoud Reza Hashemi , Neda Moghim

One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue…

Probability · Mathematics 2009-11-19 David Gamarnik , Dmitriy Katz

The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in…

Probability · Mathematics 2024-01-15 Anton Braverman , J. G. Dai , Masakiyo Miyazawa

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

Probability · Mathematics 2014-12-25 Nicolas Champagnat , Denis Villemonais

We consider a single server queueing system with admission control and the possibility to switch dynamically between a low and a high service rate, and examine the benefit of this service rate flexibility. We formulate a discounted Markov…

Optimization and Control · Mathematics 2015-12-08 Yiannis Dimitrakopoulos , Apostolos Burnetas