Related papers: Exact tail asymptotics for a discrete-time preempt…
We consider the following distributed service model: jobs with unit mean, exponentially distributed, and independent processing times arrive as a Poisson process of rate $\lambda n$, with $0<\lambda<1$, and are immediately dispatched by a…
We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its…
We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of…
We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…
A discrete-time decentralized routing problem in a service system consisting of two service stations and two controllers is investigated. Each controller is affiliated with one station. Each station has an infinite size buffer. Exogenous…
Accurately quantifying tail risks-rare but high-impact events such as financial crashes or extreme weather-is a central challenge in risk management, with serially dependent data. We develop a Bayesian framework based on the Generalized…
In this article we classify discrete-time queues based on scheduling rules and observation epochs combinations. This classification leads to {\em coherent}, {\em sub-coherent}, and {\em super-coherent} systems when {\em observed} waiting…
We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…
For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…
We study the problem of strategic choice of arrival time to a single-server queue with opening and closing times when there is uncertainty regarding service speed. A Poisson population of customers choose their arrival time with the goal of…
We consider an extension of the classical machine-repair model, where we assume that the machines, apart from receiving service from the repairman, also serve queues of products. The extended model can be viewed as a layered queueing…
The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…
We consider a new approach in the definition of two-dimensional heavy-tailed distributions. Namely, we introduce the classes of two-dimensional long-tailed, of twodimensional dominatedly varying and of two-dimensional consistently varying…
We suggest a new hardcore Poisson-type distribution for Young diagrams with the row lengths from some finite list. A discrete variant of the time-ordered Mat\'{e}rn II process in 1D is employed. This approach is related to that based on the…
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
A discrete-time batch service queue with batch renewal input and random serving capacity rule under the late arrival delayed access system (LAS-DA), has recently appeared in the literature [2]. In this paper, we consider the same model…
The exclusive queueing process (EQP) is a generalization of the classical M/M/1 queue. It is equivalent to a totally asymmetric exclusion process (TASEP) of varying length. Here we consider two discrete-time versions of the EQP with…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…