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Marcel F. Neuts opened a key door in numerical computation of stochastic models by means of phase-type (PH) distributions and Markovian arrival processes (MAPs). To celebrate his 75th birthday, this paper reports a more general framework of…

Networking and Internet Architecture · Computer Science 2011-06-07 Quan-Lin Li

In this paper, we provide a novel matrix-analytic approach for studying doubly exponential solutions of randomized load balancing models (also known as supermarket models) with Markovian arrival processes (MAPs) and phase-type (PH) service…

Discrete Mathematics · Computer Science 2010-12-14 Quan-Lin Li , John C. S. Lui

In this paper, we provide a matrix-analytic solution for randomized load balancing models (also known as \emph{supermarket models}) with phase-type (PH) service times. Generalizing the service times to the phase-type distribution makes the…

Networking and Internet Architecture · Computer Science 2015-03-17 Quan-Lin Li , John C. S. Lui , Yang Wang

It is interesting and challenging to study double-ended queues with First-Come-First-Match discipline under customers' impatient behavior and non-Poisson inputs. The system stability can be guaranteed by the customers' impatient behavior,…

Probability · Mathematics 2022-04-29 Heng-Li Liu , Quan-Lin Li , Yan-Xia Chang , Chi Zhang

In the supermarket model, there are $n$ queues, each with a single server. Customers arrive in a Poisson process with arrival rate $\lambda n$, where $\lambda = \lambda (n) \in (0,1)$. Upon arrival, a customer selects $d=d(n)$ servers…

Probability · Mathematics 2012-01-27 Graham Brightwell , Malwina Luczak

When decomposing the total orbit into $N$ sub-orbits (or simply orbits) related to each of $N$ servers and through comparing the numbers of customers in these orbits, we introduce a retrial supermarket model of $N$ identical servers, where…

Networking and Internet Architecture · Computer Science 2015-03-19 Quan-Lin Li , Meng Wang , John C. S. Lui , Yang Wang

Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…

Performance · Computer Science 2016-04-06 Quan-Lin Li , Feifei Yang , Na Li

Supermarket models are a class of interesting parallel queueing networks with dynamic randomized load balancing and real-time resource management. When the parallel servers are subject to breakdowns and repairs, analysis of such a…

Performance · Computer Science 2017-03-28 Na Li , Quan-Lin Li , Zhe George Zhang

The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…

Performance · Computer Science 2022-02-18 Michael Mitzenmacher , Matteo Dell'Amico

As a favorite urban public transport mode, the bike sharing system is a large-scale and complicated system, and there exists a key requirement that a user and a bike should be matched sufficiently in time. Such matched behavior makes…

Probability · Mathematics 2017-07-25 Quan-Lin Li , Rui-Na Fan , Zhi-Yong Qian

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

Probability · Mathematics 2018-12-07 Abhishek , Marko Boon , Rudesindo Núñez-Queija

In this paper, we provide a novel and simple approach to study the supermarket model with general service times. This approach is based on the supplementary variable method used in analyzing stochastic models extensively. We organize an…

Discrete Mathematics · Computer Science 2010-09-28 Quan-Lin Li

The superposition of arrival processes is a fundamental yet analytically intractable operation in queueing networks when inputs are general non-renewal streams. Classical methods either reduce merged flows to renewal surrogates, rely on…

Machine Learning · Computer Science 2026-03-13 Eliran Sherzer

When an item goes out of stock, sales transaction data no longer reflect the original customer demand, since some customers leave with no purchase while others substitute alternative products for the one that was out of stock. Here we…

Applications · Statistics 2016-01-15 Benjamin Letham , Lydia M. Letham , Cynthia Rudin

We propose a flexible stochastic framework for modeling the market share dynamics over time in a multiple markets setting, where firms interact within and between markets. Firms undergo stochastic idiosyncratic shocks, which contract their…

Statistics Theory · Mathematics 2013-02-06 Igor Prünster , Matteo Ruggiero

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…

Probability · Mathematics 2024-12-10 Kaito Hayashi , Yoshiaki Inoue , Tetsuya Takine

In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…

Cryptography and Security · Computer Science 2019-04-09 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang , Fan-Qi Ma , Hai-Bo Yu
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