Related papers: Tail Asymptotics for Delay in a Half-loaded GI/GI/…
We study a single server queue operating under the shortest remaining processing time (SRPT) scheduling policy; that is, the server preemptively serves the job with the shortest remaining processing time first. In this work we are…
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…
An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…
We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct highly accurate approximations of the workload distribution of…
Recently it was shown that, contrary to expectations, the First-Come-First-Served (FCFS) scheduling algorithm can be stochastically improved upon by a scheduling algorithm called {\it Nudge} for light-tailed job size distributions. Nudge…
We analyse circumstances in which bifurcation-driven jumps in AI systems are associated with emergent heavy-tailed outcome distributions. By analysing how a control parameter's random fluctuations near a catastrophic threshold generate…
In this paper, we consider a load balancing system under a general pull-based policy. In particular, each arrival is randomly dispatched to one of the servers whose queue lengths are below a threshold, if there are any; otherwise, this…
We consider an infinite-server queue into which customers arrive according to a Cox process and have independent service times with a general distribution. We prove a functional large deviations principle for the equilibrium queue length…
We introduce the \textit{generalized join the shortest queue model with retrials} and two infinite capacity orbit queues. Three independent Poisson streams of jobs, namely a \textit{smart}, and two \textit{dedicated} streams, flow into a…
We investigate waiting-time distributions (WTDs) of quantum jumps in continuously monitored quantum many-body systems, whose unconditional dynamics lead to the trivial infinite-temperature state. We demonstrate that the WTD of a half-chain…
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…
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…
We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
We study the impact of competing time delays in coupled stochastic synchronization and coordination problems. We consider two types of delays: transmission delays between interacting elements and processing, cognitive, or execution delays…
We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…
Delay or queue length information has the potential to influence the decision of a customer to use a service system. Thus, it is imperative for service system managers to understand how the information that they provide will affect the…
Motivated by applications in online marketplaces such as ride-hailing platforms and payment channel networks, we study a single-server queue with state-dependent arrival control. The service operator dynamically chooses the arrival rate as…