Related papers: The Second Order Terms of the Variance Curves for …
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…
In this paper, we deal with a two-queue polling system attended by a single server. The server visits the queues according to a Markovian routing mechnism. There are two-class customers in the first queue. Customers of each queue are served…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
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…
We study a general $k$ dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index $\alpha\in (0,1)$. When the arrival rate is sped up by a factor $n^\gamma$, the…
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…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…
Event-driven imagers and sensor arrays commonly employ asynchronous arbiter trees with a synchronous acknowledge to serialize requests. We present an analytical framework that models the root as an \(M/D/1\) queue with deterministic quantum…
Queueing theory is used for modeling biological processes, traffic flows and many more real-life situations. Beyond that, queues describe systems out of equilibrium and can thus be considered as minimal models of non-equilibrium statistical…
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical…
In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…
We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state…
A $M/M/1$ queue with catastrophes is a modified $M/M/1$ queue model for which, according to the times of a Poisson process, catastrophes occur leaving the system empty. In this work, we study a fractional $M/M/1$ queue with catastrophes,…
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…
We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the…
Motivated by the problem of the coexistence on transmission links of telecommunication networks of elastic and unresponsive traffic, we study in this paper the impact on the busy period of an M/M/1 queue of a small perturbation in the…
In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…