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Related papers: Heavy-traffic asymptotic formulas for the multicla…

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In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…

Probability · Mathematics 2011-11-09 Onno Boxma , Offer Kella , Kamil Marcin Kosinski

Explicit results are derived using simple and exact methods for the joint and marginal queue-length distributions for the M/M/c queue with two non-preemptive priority levels. Equal service rates are assumed. Two approaches are considered.…

Probability · Mathematics 2023-09-19 Josef Zuk , David Kirszenblat

We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground-background scheduling policy in heavy traffic. The growth rate of its mean, as well as the limiting distribution, are…

Probability · Mathematics 2017-12-12 Bart Kamphorst , Bert Zwart

In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V, E)-queue. Exact asymptotic rates of the loss probability…

Probability · Mathematics 2012-05-01 Yuanyuan Liu , Yiqiang Zhao

When an explicit expression for a probability distribution function $F(x)$ can not be found, asymptotic properties of the tail probability function $\bar{F}(x)=1-F(x)$ are very valuable, since they provide approximations or bounds for…

Probability · Mathematics 2019-04-16 Bin Liu , Yiqiang Q. Zhao

We study the $G/\mathit{GI}/\infty$ queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem…

Probability · Mathematics 2015-04-22 Josh Reed , Rishi Talreja

We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…

Probability · Mathematics 2024-05-21 Bowen Xie

In vehicle traffic networks, congestion on one outgoing link of a diverging junction often impedes flow to other outgoing links, a phenomenon known as the first-in-first-out (FIFO) property. Simplified traffic models that do not account for…

Systems and Control · Computer Science 2016-10-03 Samuel Coogan , Murat Arcak , Alexander A. Kurzhanskiy

We consider a fluid queue fed by multiple On-Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The…

Probability · Mathematics 2016-09-07 Bert Zwart , Sem Borst , Michel Mandjes

This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…

Probability · Mathematics 2009-09-29 H. Christian Gromoll , Łukasz Kruk

In this paper we derive exact large-buffer asymptotics for a two-class Generalized Processor Sharing (GPS) model, under the assumption that the input traffic streams generated by both classes correspond to heavy-tailed L\'evy processes.…

Probability · Mathematics 2016-05-31 Krzysztof Dȩbicki , Peng Liu , Michel Mandjes , Iwona Sierpińska-Tułacz

An exact formula for the equilibrium M/U/1 waiting time density is now effectively known. What began as a numeric exploration became a symbolic banquet. Inverse Laplace transforms provided breadcrumbs in the trail; delay differential…

Probability · Mathematics 2022-10-19 Steven Finch

We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…

Probability · Mathematics 2007-05-23 Rami Atar , Avi Mandelbaum , Martin I. Reiman

We consider transport networks with nodes scattered at random in a large domain. At certain local rates, the nodes generate traffic flowing according to some navigation scheme in a given direction. In the thermodynamic limit of a growing…

Probability · Mathematics 2016-02-03 Christian Hirsch , Benedikt Jahnel , Paul Keeler , Robert I. A. Patterson

Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let $W$ denote the steady-state waiting time in the ${\rm GI}/{\rm G}/1$ queue. Kingman (1961) showed that $W$, when…

Probability · Mathematics 2022-06-22 M. A. A. Boon , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

We study the asymptotic behavior of the rank statistic for unimodal sequences. We use analytic techniques involving asymptotic expansions in order to prove asymptotic formulas for the moments of the rank. Furthermore, when appropriately…

Number Theory · Mathematics 2019-10-25 Kathrin Bringmann , Chris Jennings-Shaffer , Karl Mahlburg

This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.

Probability · Mathematics 2022-02-08 Bert Zwart

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…

Probability · Mathematics 2014-12-30 Hiroyuki Masuyama , Tetsuya Takine