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This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves…

Probability · Mathematics 2016-11-09 Marko Boon , Rob van der Mei , Erik Winands

Understanding the detailed queueing behavior of a networking session is critical in enabling low-latency services over the Internet. Especially when the packet arrival and service rates at the queue of a link vary over time and moreover…

Networking and Internet Architecture · Computer Science 2017-04-25 Wonjun Hwang , Yoora Kim , Kyunghan Lee

The non-stationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large scale multi-server service systems that may experience customer abandonments, such as call centers, hospitals, and…

Probability · Mathematics 2026-01-14 Andrew Daw , Jamol Pender

Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…

The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…

Probability · Mathematics 2015-02-13 Rahul Singh , Alexander Stolyar

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Probability · Mathematics 2017-12-13 H. M. Jansen , M. Mandjes , K. De Turck , S. Wittevrongel

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

Probability · Mathematics 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes

Two networks of queues models, presented initially by Jackson, in the open case, and Gordon and Newell, in the closed case, stochastic processes are presented and studied in some of their details and problems. The service times are…

Probability · Mathematics 2021-10-19 Manuel Alberto M. Ferreira

Following recent developments in the application of Stein's method in queueing theory, this paper is intended to be a short treatment showing how Stein's method can be developed and applied to the single server queue in heavy traffic. Here…

Probability · Mathematics 2019-08-28 Robert E. Gaunt , Neil Walton

A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…

Probability · Mathematics 2021-02-16 V. F. Araman , H. Chen , P. W. Glynn , L. Xia

We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

Probability · Mathematics 2017-12-06 Reza Aghajani , Kavita Ramanan

In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Richard Schoeffauer , Gerhard Wunder

Fundamental to many transportation network studies, traffic flow models can be used to describe traffic dynamics determined by drivers' car-following, lane-changing, merging, and diverging behaviors. In this study, we develop a…

Dynamical Systems · Mathematics 2013-07-31 Wen-Long Jin

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

Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…

Statistics Theory · Mathematics 2025-10-24 Attila Lovas

We introduce a general framework for the mean-field analysis of large-scale load-balancing networks with general service distributions. Specifically, we consider a parallel server network that consists of N queues and operates under the…

Probability · Mathematics 2015-12-23 Reza Aghajani , Xingjie Li , Kavita Ramanan

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…

Probability · Mathematics 2021-06-21 Landy Rabehasaina

We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique…

Probability · Mathematics 2018-09-17 Maria Clara Fittipaldi , Matthieu Jonckheere , Sergio I. Lopez

A two-sided matching system is considered, where servers are assumed to arrive at a fixed rate, while the arrival rate of customers is modulated via a price-control mechanism. We analyse a loss model, wherein customers who are not served…

Optimization and Control · Mathematics 2022-07-26 Rahul Vaze , Jayakrishnan Nair
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