Related papers: Tail Asymptotics for Delay in a Half-loaded GI/GI/…

In this paper, we provide a review on the kernel method, which is one of the options for characterizing so-called exact tail asymptotic properties in stationary probabilities of two-dimensional random walks, discrete or continuous (or…

We introduce a multiclass single-server queueing system in which the arrival rates depend on the current job in service. The system is characterized by a matrix of arrival rates in lieu of a vector of arrival rates. Our proposed model…

We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…

We analyze the latency or sojourn time L(m,n) for the last customer in a batch of n customers to exit from the m-th queue in a tandem of m queues in the setting where the queues are in equilibrium before the batch of customers arrives at…

Randomized load-balancing algorithms play an important role in improving performance in large-scale networks at relatively low computational cost. A common model of such a system is a network of $N$ parallel queues in which incoming jobs…

We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

We consider a fixed-point equation for a non-negative integer-valued random variable, that appears in branching processes with state-independent immigration. A similar equation appears in the analysis of a single-server queue with 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…

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…

Zero queueing delay is highly desirable in large-scale computing systems. Existing work has shown that it can be asymptotically achieved by using the celebrated Power-of-$d$-choices (pod) policy with a probe overhead $d =…

In this paper, we investigate overlap times in a two-dimensional infinite server tandem queue. Specifically, we analyze the amount of time that a pair of customers spend overlapping in any station of the two dimensional tandem network. We…

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

Tandem queues with finite buffer capacity commonly exist in practical applications. By viewing a tandem queue as an integrated system, an innovative approach has been developed to analyze its performance through the insight from reduction…

We give a simple derivation of the distribution of the maximum L of the length of the queue during a busy period for the M/M/1 queue with lambda<1 the ratio between arrival rate and service rate. We observe that the asymptotic behavior of…

This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…

We derive subexponential tail asymptotics for the distribution of the maximum of a compound renewal process with linear component and of a L\'evy process, both with negative drift, over random time horizon $\tau$ that does not depend on the…

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 $2+\epsilon$…