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We study a heavily overloaded single-server queue with abandonment and derive bounds on stationary tail probabilities of the queue length. As the abandonment rate $\gamma \downarrow 0$, the centered-scaled queue length $\tilde{q}$ is known…

Probability · Mathematics 2026-03-20 Zedong Wang , Siva Theja Maguluri

This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in the system as seen at arrival epochs. Despite the importance…

Probability · Mathematics 2026-01-12 Sergey Foss , Peter Glynn

Motivated by applications in computing and telecommunication systems, we investigate the problem of estimating p-quantile of steady-state sojourn times in a single-server multi-class queueing system with non-preemptive priorities for p…

Probability · Mathematics 2022-07-11 Jin Guang , Guiyu Hong , Xinyun Chen , Xi Peng , Li Chen , Bo Bai , Gong Zhang

This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality…

Probability · Mathematics 2013-12-30 Hiroyuki Masuyama

We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…

Probability · Mathematics 2016-05-23 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…

Probability · Mathematics 2020-02-11 Gianmarco Bet , Jori Selen , Alessandro Zocca

This work introduces the join the shortest queue policy in the retrial setting. We consider a Markovian single server retrial system with two infinite capacity orbits. An arriving job finding the server busy, it is forwarded to the least…

Probability · Mathematics 2020-10-30 Ioannis Dimitriou

The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM have attracted a lot of attention recently. However, many…

Probability · Mathematics 2018-07-24 Hongshuai Dai , Dawson A. Donald , Yiqiang Q. Zhao

We consider a Generalised Jackson Network with finitely many servers, a renewal input and $i.i.d.$ service times at each queue. We assume the network to be stable and, in addition, the distribution of the inter-arrival times to have…

Probability · Mathematics 2025-07-01 Sergey Foss , Masakiyo Miyazawa , Linglong Yuan

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 investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the $M/M/c$ queue, which is a two-dimensional queueing system with a discrete phase and a continuous level. We extend the kernel…

Probability · Mathematics 2018-07-10 Wendi Li , Yuanyuan Liu , Yiqiang Q. Zhao

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

We consider a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) $\{(\boldsymbol{X}_n,J_n)\}$ on $\mathbb{Z}_+^2\times S_0$, where $\boldsymbol{X}_n=(X_{1,n},X_{2,n})$ is the level state, $J_n$ the phase…

Probability · Mathematics 2022-02-23 Toshihisa Ozawa

We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail…

Probability · Mathematics 2016-11-25 Sergey Foss , Masakiyo Miyazawa

Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…

Probability · Mathematics 2013-07-24 Sarat Babu Moka , Sandeep Juneja

We consider a single server retrial queue with the server subject to interruptions and classical retrial policy for the access from the orbit to the server. We analyze the equilibrium distribution of the system and obtain the generating…

Probability · Mathematics 2009-02-13 Tewfik Kernane

In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…

Probability · Mathematics 2018-05-02 David Koops , Mayank Saxena , Onno Boxma , Michel Mandjes

We study the asymptotics of the stationary sojourn time Z of a "typical customer" in a tandem of single-server queues. It is shown that, in a certain "intermediate" region of light-tailed service time distributions, Z may take a large value…

Probability · Mathematics 2011-11-29 S. G. Foss

We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…

Probability · Mathematics 2007-11-06 Iain MacPhee , Mikhail Menshikov , Dimitri Petritis , Serguei Popov

The model is motivated by the problem of load distribution in large-scale cloud-based data processing systems. We consider a heterogeneous service system, consisting of multiple large server pools. The pools are different in that their…

Probability · Mathematics 2015-06-11 Alexander Stolyar