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Related papers: Finite-pool queues with heavy-tailed services

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We consider a queue to which only a finite pool of $n$ customers can arrive, at times depending on their service requirement. A customer with stochastic service requirement $S$ arrives to the queue after an exponentially distributed time…

Probability · Mathematics 2017-04-12 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…

Probability · Mathematics 2018-11-26 Gianmarco Bet

In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and the workload, as well as the associated waiting times.

Probability · Mathematics 2025-02-25 Onno Boxma , Offer Kella , Michel Mandjes

We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

Probability · Mathematics 2016-04-05 Jose Blanchet , Karthyek Murthy

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

In this paper we study the maximum queue length $M$ (in terms of the number of customers present) in a busy cycle in the M/G/1 queue. Assume that the service times have a logconvex density. For such (heavy-tailed) service-time distributions…

Probability · Mathematics 2007-05-23 Misja Nuyens

We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a…

Probability · Mathematics 2017-03-10 Masakiyo Miyazawa

Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: the retrial queueing systems with priority. This type of queueing system is…

Probability · Mathematics 2019-01-17 Bin Liu , Yiqiang Q. Zhao

We consider a single-server GI/GI/1 queueing system with feedback. We assume the service times distribution to be (intermediate) regularly varying. We find the tail asymptotics for a customer's sojourn time in two regimes: the customer…

Probability · Mathematics 2018-08-01 Sergey Foss , Masakiyo Miyazawa

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic…

Probability · Mathematics 2011-04-08 Mariana Olvera-Cravioto , Jose Blanchet , Peter Glynn

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

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…

Probability · Mathematics 2007-05-23 Rami Atar , Avi Mandelbaum , Martin I. Reiman

We study the asymptotic response time tail in the M/G/n multi-server queue with heavy-tailed (regularly varying) job sizes, a setting representative of modern computing workloads. For single-server systems, tail optimization is well…

Performance · Computer Science 2026-05-14 Zhouzi Li , Mor Harchol-Balter , Alan Scheller-Wolf

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 contains several classical queueing network models, including generalized…

Probability · Mathematics 2007-05-23 Marc Lelarge

In this paper, we study the asymptotic behavior of the tail probability of the number of customers in the steady-state $M/G/1$ retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly…

Probability · Mathematics 2019-04-16 Bin Liu , Yiqiang Q. Zhao

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…

Networking and Internet Architecture · Computer Science 2010-07-27 Krishna Jagannathan , Mihalis Markakis , Eytan Modiano , John N. Tsitsiklis

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Probability · Mathematics 2020-05-29 Wei Xu

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Arsalan Sharifnassab , John N. Tsitsiklis
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