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In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

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

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

Probability · Mathematics 2012-07-02 Jiheng Zhang , J. G. Dai , Bert Zwart

We give some representation about recent achievements in analysis of the M/G/1 queue with egalitarian processor sharing discipline (EPS). The new formmulas are derived for the j-th moments (j=1,2,...) of the (conditional) stationary sojourn…

Probability · Mathematics 2007-05-23 S. F. Yashkov

A population protocol describes a set of state change rules for a population of $n$ indistinguishable finite-state agents (automata), undergoing random pairwise interactions. Within this very basic framework, it is possible to resolve a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-19 Adrian Kosowski , Przemysław Uznański

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

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can…

Probability · Mathematics 2017-03-08 Dmitrii Silvestrov , Sergei Silvestrov

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-23 Kuang Xu

We study the conditional sojourn time distributions of processor sharing (PS), foreground background processor sharing (FBPS) and shortest remaining processing time first (SRPT) scheduling disciplines on an event where the job size of a…

Performance · Computer Science 2008-05-15 Predrag R. Jelenkovic , Xiaozhu Kang , Jian Tan

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

We study the accurate and efficient computation of the expected number of times each state is visited in discrete- and continuous-time Markov chains. To obtain sound accuracy guarantees efficiently, we lift interval iteration and…

Logic in Computer Science · Computer Science 2024-02-21 Hannah Mertens , Joost-Pieter Katoen , Tim Quatmann , Tobias Winkler

In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Methodology · Statistics 2026-05-07 Christopher Jackson

We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…

Performance · Computer Science 2017-01-06 Neal Master , Zhengyuan Zhou , Nicholas Bambos

We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…

Probability · Mathematics 2024-07-12 Serguei Popov

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…

Probability · Mathematics 2010-07-13 Guodong Pang , Ward Whitt

We analyze a data-processing system with $n$ clients producing jobs which are processed in \textit{batches} by $m$ parallel servers; the system throughput critically depends on the batch size and a corresponding sub-additive speedup…

Performance · Computer Science 2020-09-22 Sounak Kar , Robin Rehrmann , Arpan Mukhopadhyay , Bastian Alt , Florin Ciucu , Heinz Koeppl , Carsten Binnig , Amr Rizk

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…