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We address the problem of giving robust performance bounds based on the study of the asymptotic behavior of the insensitive load balancing schemes when the number of servers and the load scales jointly. These schemes have the desirable…

Performance · Computer Science 2016-05-11 Matthieu Jonckheere , Balakrishna Prabhu

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

A large-scale service system with multiple customer classes and multiple server pools is considered, with the mean service time depending both on the customer class and server pool. The allowed activities (routing choices) form a tree (in…

Probability · Mathematics 2014-03-28 Alexander Stolyar

We investigate the scaling limit of the seed bank diffusion when reproduction and migration (to and from the seed bank) happen on different time-scales. More precisely, we consider the case when migration is `slow' and reproduction is…

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

In this paper, we analyze a discrete-time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count…

Probability · Mathematics 2018-02-15 Jiekun Feng , Pengyi Shi

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

Probability · Mathematics 2024-09-24 Rami Atar , Tomoyuki Ichiba

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

Probability · Mathematics 2022-04-13 Rami Atar , Eyal Castiel , Yonatan Shadmi

The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…

Statistical Mechanics · Physics 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli

We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…

Probability · Mathematics 2013-02-14 Brian H. Fralix , Charles Knessl , Johan S. H. van Leeuwaarden

Continuous diffusion models have demonstrated remarkable performance in data generation across various domains, yet their efficiency remains constrained by two critical limitations: (1) the local adjacency structure of the forward Markov…

Machine Learning · Statistics 2025-05-29 Xunpeng Huang , Yingyu Lin , Nikki Lijing Kuang , Hanze Dong , Difan Zou , Yian Ma , Tong Zhang

The scope of this paper is generative modeling through diffusion processes. An approach falling within this paradigm is the work of Song et al. (2021), which relies on a time-reversal argument to construct a diffusion process targeting the…

Machine Learning · Computer Science 2023-12-25 Stefano Peluchetti

We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximations to the (re-scaled) number-in-system process by proving…

Probability · Mathematics 2021-08-31 Harsha Honnappa , Yiran Liu , Samy Tindel , Aaron Yip

We study the conditional sojourn time distributions of processor sharing (PS), foreground background processor sharing (FBPS) and shortest remaining processing time first (SRPT) scheduling disciplines on an event where the job size of a…

Performance · Computer Science 2008-05-15 Predrag R. Jelenkovic , Xiaozhu Kang , Jian Tan

This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…

Optimization and Control · Mathematics 2022-07-19 Rami Atar , Eyal Castiel , Marty Reiman

We consider the classical problem of particle diffusion in $d$-dimensional radially-symmetric systems with absorbing boundaries. A key quantity to characterise such diffusive transport is the evolution of the proportion of particles…

Computational Physics · Physics 2022-09-07 Elliot J. Carr

In cloud storage systems with a large number of servers, files are typically not stored in single servers. Instead, they are split, replicated (to ensure reliability in case of server malfunction) and stored in different servers. We analyze…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-09 Avishek Ghosh , Kannan Ramchandran

We consider the problem of online preemptive scheduling on a single machine to minimize the total flow time. In clairvoyant scheduling, where job processing times are revealed upon arrival, the Shortest Remaining Processing Time (SRPT)…

Data Structures and Algorithms · Computer Science 2026-02-16 Alexander Lindermayr , Guido Schäfer , Jens Schlöter , Leen Stougie

A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…

Statistical Mechanics · Physics 2018-04-05 Niels Buhl
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