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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

This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the order of arrival and abandon the queue if…

Probability · Mathematics 2010-11-15 Weining Kang , Kavita Ramanan

In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…

Probability · Mathematics 2013-01-24 Ohad Perry , Ward Whitt

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

Diffusion approximations are widely used in the analysis of service systems, providing tractable insights into complex models. While heavy-traffic limit theorems justify these approximations asymptotically, they do not quantify the error…

Probability · Mathematics 2025-03-18 Anton Braverman , Ziv Scully

Drone delivery systems violate a core assumption in classical queueing models: server capacity is not fixed. Drones (servers) periodically must recharge, creating random fluctuations in service availability. We introduce an Erlang--S$^{*}$…

Probability · Mathematics 2026-02-12 Eliezer Fuentes-Quezada , Jamol Pender

We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…

Probability · Mathematics 2019-07-15 Ari Arapostathis , Anirban Das , Guodong Pang , Yi Zheng

We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…

Probability · Mathematics 2014-12-09 Harsha Honnappa , Rahul Jain , Amy R. Ward

We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximations to the (re-scaled) number-in-system process by proving…

Probability · Mathematics 2021-08-31 Harsha Honnappa , Yiran Liu , Samy Tindel , Aaron Yip

This work studies queues in a Euclidean space. Consider $N$ servers that are distributed uniformly in $[0,1]^d$. Customers arrive at the servers according to independent stationary processes. Upon arrival, they probabilistically decide…

Probability · Mathematics 2024-09-05 B. R. Vinay Kumar , Lasse Leskelä

In this paper, we consider modeling time-dependent multi-server queues that include abandonments and retrials. For the performance analysis of those, fluid and diffusion models called "strong approximations" have been widely used in the…

Probability · Mathematics 2009-11-13 Young Myoung Ko , Natarajan Gautam

We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and…

Probability · Mathematics 2015-09-22 Patrick Eschenfeldt , David Gamarnik

Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…

Probability · Mathematics 2026-04-13 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

Consider a system with $K$ parallel queues in which the server for each queue processes jobs at rate $n$ and the total arrival rate to the system is $nK-\upsilon \sqrt{n}$ where $\upsilon \in (0, \infty)$ and $n$ is large. We study…

Probability · Mathematics 2024-02-16 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis , Guodong Pang

In this note, we apply Stein's method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of $N$ servers and the distance of arrival rate to…

Probability · Mathematics 2020-04-28 Xingyu Zhou , Ness Shroff

In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/$\infty$. The system is represented by a point-measure valued process keeping track of the…

Probability · Mathematics 2009-09-29 Laurent Decreusefond , Pascal Moyal

Due to the widespread applicability of discrete-time queues in wireless networks or telecommunication systems, this paper analyzes an infinite-buffer batch-service queue with single and multiple vacation where customers/messages arrive…

Probability · Mathematics 2020-05-25 N Nandy , S Pradhan

Bounding the queue length in a multiserver queue is a central challenge in queueing theory. Even for the classical $G/G/n$ queue with homogeneous servers, it is highly non-trivial to derive a simple and accurate bound for the steady-state…

Probability · Mathematics 2026-04-07 Yige Hong

Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…

Probability · Mathematics 2019-04-03 Filip Lindskog , Abhishek Pal Majumder