English
Related papers

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

200 papers

Utilizing customers' service-time information, we study an easy-to-implement scheduling policy with two priority classes. By carefully designing the classes, the two-class priority rule achieves near-optimal performance. In particular, for…

Optimization and Control · Mathematics 2021-05-24 Yan Chen , Jing Dong

Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they…

Dynamical Systems · Mathematics 2021-08-11 Philip Doldo , Jamol Pender , Richard Rand

This paper presents a heavy traffic analysis of the behavior of multi-class acyclic queueing networks in which the customers have deadlines. We assume the queueing system consists of J stations, and there are K different customer classes.…

Probability · Mathematics 2016-09-07 Lukasz Kruk , John Lehoczky , Steven Shreve , Shu-Ngai Yeung

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian…

Probability · Mathematics 2007-05-23 Michel Mandjes , Miranda van Uitert

We consider the FCFS $GI/GI/n$ queue, and prove the first simple and explicit bounds that scale as $\frac{1}{1-\rho}$ under only the assumption that inter-arrival times have finite second moment, and service times have finite $2+\epsilon$…

Probability · Mathematics 2023-06-06 David A. Goldberg , Yuan Li

We analyze the so-called Shortest Queue First (SQF) queueing discipline whereby a unique server addresses queues in parallel by serving at any time that queue with the smallest workload. Considering a stationary system composed of two…

Performance · Computer Science 2013-05-16 Fabrice Guillemin , Alain Simonian

Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This…

Probability · Mathematics 2015-07-28 Vijay Kamble , Jean Walrand

The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic…

Probability · Mathematics 2023-04-20 Sem Borst

Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…

Probability · Mathematics 2020-07-20 S Pradhan , N Nandy

Let $\{X(t) : t \in [0, \infty) \}$ be a centered stationary Gaussian process. We study the exact asymptotics of $\pr (\sup_{s \in [0,T]} X(t) > u)$, as $u \to \infty$, where $T$ is an independent of \{X(t)\} nonnegative random variable. It…

Probability · Mathematics 2010-11-30 Marek Arendarczyk , Krzysztof Debicki

We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…

Probability · Mathematics 2010-03-31 Qiang Zhen , Charles Knessl

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

Optimization and Control · Mathematics 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ system. We prove a limit theorem that supports this diffusion…

Probability · Mathematics 2015-08-24 J. G. Dai , Pengyi Shi

Tail asymptotics of the solution $R$ to a fixpoint problem of type $R =_{st} Q + \sum_1^N R_m$ is derived under heavy-tailed conditions allowing both dependence between $Q$ and $N$ and the tails to be of the same order of magnitude. Similar…

Probability · Mathematics 2018-02-15 Søren Asmussen , Sergey Foss

The model is motivated by the problem of load distribution in large-scale cloud-based data processing systems. We consider a heterogeneous service system, consisting of multiple large server pools. The pools are different in that their…

Probability · Mathematics 2015-06-11 Alexander Stolyar

In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…

Probability · Mathematics 2015-04-07 Liu Zaiming , Chen Gang , Wu Jinbiao

Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…

Probability · Mathematics 2019-02-05 Andrew Daw , Jamol Pender

Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…

Statistics Theory · Mathematics 2023-05-29 Samuel Valiquette , Gwladys Toulemonde , Jean Peyhardi , Éric Marchand , Frédéric Mortier

We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…

Probability · Mathematics 2023-06-19 Zhisheng Zhao , Debankur Mukherjee

We analyze the time-dependent behavior of an $M/M/c$ priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace…

Probability · Mathematics 2017-03-17 Jori Selen , Brian Fralix