Related papers: Perfect Sampling of GI/GI/c Queues
Estimation of the service time distribution in the discrete-time $GI/G/\infty$-queue based solely on information on the arrival and departure processes is considered. The focus is put on the estimation approach via the so called "sequence…
We consider a discrete population of users with homogeneous service demand who need to decide when to arrive to a system in which the service rate deteriorates linearly with the number of users in the system. The users have heterogeneous…
We study a continuous-time, infinite-horizon dynamic bipartite matching problem. Suppliers arrive according to a Poisson process; while waiting, they may abandon the queue at a uniform rate. Customers on the other hand must be matched upon…
We consider a distributed cloud service deployed at a set of distinct server pools. Arriving jobs are classified into heterogeneous types, in accordance with their setup times which are differentiated at each of the pools. A dispatcher for…
This paper considers the dispatching of large-scale real-time ride-sharing systems to address congestion issues faced by many cities. The goal is to serve all customers (service guarantees) with a small number of vehicles while minimizing…
We consider a general class of low complexity distributed scheduling algorithms in wireless networks, maximal scheduling with priorities, where a maximal set of transmitting links in each time slot are selected according to certain…
A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework, which was first introduced to derive the stability region for stochastic…
We examine a generalised queuing model which we call the G/G/n/G/+ model, which encompasses the G/G/n and G/G/n/s models as special cases. Our model accommodates useful generalisations in user behaviour and limitations on the facilities for…
We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and…
In this paper, we analyse a single server polling model with two queues. Customers arrive at the two queues according to two independent Poisson processes. There is a single server that serves both queues with generally distributed service…
Most optimal routing problems focus on minimizing travel time or distance traveled. Oftentimes, a more useful objective is to maximize the probability of on-time arrival, which requires statistical distributions of travel times, rather than…
This paper considers a cost minimization problem for data centers with N servers and randomly arriving service requests. A central router decides which server to use for each new request. Each server has three types of states (active, idle,…
We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets. We show that structural properties commonly exhibited by financial time…
We develop diffusion approximations for parallel-queueing systems with the randomized longest-queue-first scheduling algorithm by establishing new mean-field limit theorems as the number of buffers $n\to\infty$. We achieve this by allowing…
The shortest-remaining-processing-time (SRPT) scheduling policy has been extensively studied, for more than 50 years, in single-server queues with infinitely patient jobs. Yet, much less is known about its performance in multiserver queues.…
Vacation queueing systems are widely used as an extension of the classical queueing theory. We consider both working vacations and regular vacations in this paper, and compare systems with vacations to the regular $M/M/1$ system via mean…
A many-server heavy-traffic FCLT is proved for the $G_t/M/s_t+\mathit {GI}$ queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment…
Bounding the queue length in a multiserver queue is a central challenge in queueing theory. Even for the classical $G/G/n$ queue with homogeneous servers, it is highly non-trivial to derive a simple and accurate bound for the steady-state…
In this paper, we consider a continuous-time quantum walk based search algorithm. We introduce equitable partition of the graph and perfect state transfer on it. By these two methods, we can calculate the success probability and the finding…
We study link scheduling in wireless networks under stochastic arrival processes of packets, and give an algorithm that achieves stability in the physical (SINR) interference model. The efficiency of such an algorithm is the fraction of the…