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A mean-field extension of the queueing system \(GI/GI/1\) is considered. The process is constructed as a Markov solution of a martingale problem. Uniqueness in distribution is established under a bit different sets of assumptions on…

Probability · Mathematics 2018-12-04 Alexander Veretennikov

We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

Probability · Mathematics 2017-12-06 Reza Aghajani , Kavita Ramanan

We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…

Probability · Mathematics 2024-07-12 Serguei Popov

This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…

Probability · Mathematics 2020-01-01 Michel Mandjes , Nicos Starreveld , René Bekker

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…

Probability · Mathematics 2019-07-15 Ari Arapostathis , Anirban Das , Guodong Pang , Yi Zheng

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…

Probability · Mathematics 2010-03-17 James B. Martin , Balaji Prabhakar

The mathematics of the finite single server queue with Poisson input and semi-Markov service times($M/SM/1/b$) is similar to that used for $BMAP/G/1/b$ systems. This observation results in new analytical formulas for a queue size in the…

Probability · Mathematics 2018-06-15 Krzysztof Rusek , Zdzisław Papir

In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…

Performance · Computer Science 2019-04-12 Fabrice Guillemin , Veronica Quintuna Rodriguez

In this paper we consider a single-server cyclic polling system consisting of two queues. Between visits to successive queues, the server is delayed by a random switch-over time. Two types of customers arrive at the first queue: high and…

Probability · Mathematics 2014-08-04 Marko Boon , Ivo Adan , Onno Boxma

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and…

Probability · Mathematics 2007-05-23 Vyacheslav M. Abramov

We consider an M/G/1 queue in which the customers, while waiting in line, may renege from it. We study the Nash equilibrium profile among customers, and show that it is defined by two sequences of thresholds. For each customer, the decision…

Probability · Mathematics 2017-08-22 Eliran Sherzer , Yoav Kerner

We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian…

Probability · Mathematics 2015-09-21 Dexter O. Cahoy , Federico Polito , Vir V. Phoha

The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e.…

Probability · Mathematics 2008-01-24 Vyacheslav M. Abramov

We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…

Probability · Mathematics 2021-05-13 Alexander Zeifman , Yacov Satin , Alexander Sipin

Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , S. Pradhan , F. P. Barbhuiya

We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth and death like transitions, for which it is shown that for any state $i$, the rate of two…

Probability · Mathematics 2015-10-12 Binyamin Oz , Ivo Adan , Moshe Haviv

In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…

Probability · Mathematics 2015-04-07 Jinbiao Wu , Yi Peng , Zaiming Liu

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 model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have…

Probability · Mathematics 2009-08-10 James B. Martin