English
Related papers

Related papers: Exact tail asymptotics for a discrete-time preempt…

200 papers

Queue length violation probability, i.e., the tail distribution of the queue length, is a widely used statistical quality-of-service (QoS) metric in wireless communications. Characterizing and optimizing the queue length violation…

Information Theory · Computer Science 2021-11-24 Lintao Li , Wei Chen , Khaled B. Letaief

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

Risk Management · Quantitative Finance 2024-11-15 Fan Yang , Yi Zhang

We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…

Probability · Mathematics 2020-02-11 Gianmarco Bet , Jori Selen , Alessandro Zocca

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…

Probability · Mathematics 2014-06-24 Alexandru V. Asimit , Enkelejd Hashorva , Dominik Kortschak

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…

Probability · Mathematics 2013-03-28 Richard G. Clegg

We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…

Probability · Mathematics 2013-09-12 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…

Probability · Mathematics 2021-05-07 R. Nasri , F. Simatos , A. Simonian

Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…

Probability · Mathematics 2025-03-04 Julien Verges

We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…

Probability · Mathematics 2013-05-09 Andrey Sarantsev

This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…

Applications · Statistics 2025-03-19 Jialin Zhang , Zhiyi Zhang

We propose a new queueing model, motivated by the phenomenon of pseudoprogression in cancer, in which the length of a queue appears to increase initially, before reducing to a steady state. We assume that servers arrive to the queue…

Probability · Mathematics 2023-06-28 Janhavi Prabhu , Myron Hlynka

We consider a Markovian many server queueing system in which customers are preemptively scheduled according to exogenously assigned priority levels. The priority levels are randomly assigned from a continuous probability measure rather than…

Performance · Computer Science 2017-01-06 Neal Master , Zhengyuan Zhou , Nicholas Bambos

In this paper, we discuss an interesting but challenging bilateral stochastically matching problem: A more general matched queue with matching batch pair (m, n) and two types (i.e., types A and B) of impatient customers, where the arrivals…

Probability · Mathematics 2021-03-22 Heng-Li Liu , Quan-Lin Li , Chi Zhang

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Arsalan Sharifnassab , John N. Tsitsiklis

This paper considers a retrial queueing model for a base station in cellular networks where fresh calls and handover calls are available. Fresh calls are initiated from the cell of the base station. On the other hand, a handover call has…

Performance · Computer Science 2014-05-09 Kazuki Kajiwara , Tuan Phung-Duc

We provide the first algorithm that under minimal assumptions allows to simulate the stationary waiting-time sequence of a single-server queue backwards in time, jointly with the input processes of the queue (inter-arrival and service…

Probability · Mathematics 2015-01-22 Jose Blanchet , Aya Wallwater

We consider a polling system with two queues, exhaustive service, no switch-over times and exponential service times. The waiting cost depends on the position of the queue relative to the server: It costs a customer c per time unit to wait…

Probability · Mathematics 2016-08-11 I. J. B. F. Adan , V. G. Kulkarni , N. Lee , A. A. J Lefeber

In the realm of edge computing, the increasing demand for high Quality of Service (QoS), particularly in dynamic multimedia streaming applications (e.g., Augmented Reality/Virtual Reality and online gaming), has prompted the need for…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-29 Cheng Zhang , Yinuo Deng , Hailiang Zhao , Tianlv Chen , Shuiguang Deng

We study an optimal server partition and customer assignment problem for an uncapacitated FCFS queueing system with heterogeneous types of customers. Each type of customers is associated with a Poisson arrival, a certain service time…

Optimization and Control · Mathematics 2025-01-08 Shengyu Cao , Simai He , Zizhuo Wang , Yifan Feng
‹ Prev 1 8 9 10 Next ›