Related papers: Queues and risk processes with dependencies
In this paper, we analyze how well a machine can solve a general problem in queueing theory. To answer this question, we use a deep learning model to predict the stationary queue-length distribution of an $M/G/1$ queue (Poisson arrivals,…
Virtually all practical settings where preemptive scheduling is employed are susceptible to preemption overhead, and accounting for these overheads is necessary to make informed scheduling design decisions. However, preemption overhead is…
Efficient use of call center operators through technological innovations more often come at the expense of added operation management issues. In this paper, the stationary characteristics of an $M/G/1$ retrial queue is investigated where…
Information-theoretic arguments focus on modeling the reliability of information transmission, assuming availability of infinite data at sources, thus ignoring randomness in message generation times at the respective sources. However, in…
We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…
Queuing systems with redundant requests have drawn great attention because of their promise to reduce the job completion time and variability. Despite a large body of work on the topic, we are still far from fully understanding the benefits…
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…
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…
Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…
Two independent Poisson streams of jobs flow into a single-server service system having a limited common buffer that can hold at most one job. If a type-i job (i=1,2) finds the server busy, it is blocked and routed to a separate type-i…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
In this work, we analyze the steady-state maximum overlap time distribution in a single-server queue by introducing a dependence structure between service and interarrival times under the Farlie-Gumber-Morgenstern copula. We provide…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
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…
Retrial phenomenon naturally arises in various systems such as call centers, cellular networks and random access protocols in local area networks. This paper gives a comprehensive survey on theory and applications of retrial queues in these…