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In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly…

Probability · Mathematics 2007-07-31 Pablo A. Ferrari , James B. Martin

This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in…

Probability · Mathematics 2012-01-10 Krzysztof Debicki , Kamil Marcin Kosinski , Michel Mandjes

We study the MAP/M/s+G queuing model with MAP (Markovian Arrival Process) arrivals, exponentially distributed service times, infinite waiting room, and generally distributed patience times. Using sample-path arguments, we propose to obtain…

Performance · Computer Science 2021-10-22 Omer Gursoy , Kamal Adli Mehr , Nail Akar

In many cognitive radio applications, there are multiple types of message queues. Existing queueing analysis works in underlay CR networks failed to discuss packets heterogeneity. Therefore high priority packets with impatient waiting time…

Networking and Internet Architecture · Computer Science 2017-06-27 Long Chen , Liusheng Huang , Hongli Xu , Jie Hu

We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…

Probability · Mathematics 2018-01-19 Abhishek , Marko Boon , Onno Boxma , Rudesindo Núñez-Queija

Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…

Computation · Statistics 2017-11-02 Iker Perez , David Hodge , Theodore Kypraios

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…

Probability · Mathematics 2015-11-13 Andrei Sleptchenko , Jori Selen , Ivo Adan , Geert-Jan van Houtum

We consider a model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have…

Probability · Mathematics 2009-08-10 James B. Martin

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,…

Machine Learning · Computer Science 2022-02-04 Eliran Sherzer , Arik Senderovich , Opher Baron , Dmitry Krass

It is interesting and challenging to study double-ended queues with First-Come-First-Match discipline under customers' impatient behavior and non-Poisson inputs. The system stability can be guaranteed by the customers' impatient behavior,…

Probability · Mathematics 2022-04-29 Heng-Li Liu , Quan-Lin Li , Yan-Xia Chang , Chi Zhang

Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…

Probability · Mathematics 2024-11-13 Eliran Sherzer

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

The slow-to-start mechanism is known to play an important role in the particular shape of the Fundamental diagram of traffic and to be associated to hysteresis effects of traffic flow.We study this question in the context of exclusion and…

Statistical Mechanics · Physics 2015-05-30 Cyril Furtlehner , Jean-Marc Lasgouttes , Maxim Samsonov

We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a…

Probability · Mathematics 2017-03-10 Masakiyo Miyazawa

The paper studies asymptotic behavior of the loss probability for the $GI/M/m/n$ queueing system as $n$ increases to infinity. The approach of the paper is based on applications of classic results of Tak\'acs (1967) and the Tauberian…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…

Probability · Mathematics 2016-10-17 Andreas Basse-O'Connor , Claudio Heinrich , Mark Podolskij

A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival and service time distributions. We address this extremal queue problem by…

Probability · Mathematics 2020-12-16 Wouter van Eekelen , Dick den Hertog , Johan S. H. van Leeuwaarden

We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…

Probability · Mathematics 2016-04-12 Assia Boumahdaf

We investigate the steady-state diffusion-approximation error for continuous-time queueing systems with generally distributed primitives. Across four canonical systems -- the $G/G/1$ and $G/M/\infty$ queues, the join-the-shortest-queue…

Probability · Mathematics 2025-09-03 Anton Braverman , Ziv Scully

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

Networking and Internet Architecture · Computer Science 2015-06-16 Nico Becker , Markus Fidler