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We study the sojourn time in a queueing system with a single exponential server, serving a Poisson stream of customers in order of arrival. Service is provided at low or high rate, which can be adapted at exponential inspection times. When…

Probability · Mathematics 2015-11-05 Ivo Adan , Bernardo D'Auria

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…

Mathematical Finance · Quantitative Finance 2025-10-15 Shuoqing Deng , Xiang Yu , Jiacheng Zhang

We study the necessity of predictive information in a class of queueing admission control problems, where a system manager is allowed to divert incoming jobs up to a fixed rate, in order to minimize the queueing delay experienced by the…

Probability · Mathematics 2015-06-16 Kuang Xu

Appointment scheduling problems under uncertainty encounter a fundamental trade-off between cost minimization and customer waiting times. Most existing studies address this trade-off using a weighted sum approach, which puts little emphasis…

General Economics · Economics 2026-01-06 Carolin Bauerhenne , Rainer Kolisch , Andreas S. Schulz

The Erlang loss formula, also known as the Erlang B formula, has been known for over a century and has been used in a wide range of applications, from telephony to hospital intensive care unit management. It provides the blocking…

Probability · Mathematics 2023-11-14 Hang Yang , Jing Fu , Jingjin Wu , Moshe Zukerman

We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…

Probability · Mathematics 2009-02-11 G. Guadagni , S. Ndreca , B. Scoppola

A novel model of transport is proposed to explain power law current transients and memory phenomena observed in partially ordered arrays of semiconducting nanocrystals. The model describes electron transport by a stationary Levy process of…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 D. S. Novikov , M. Drndic , L. S. Levitov , M. A. Kastner , M. V. Jarosz , M. G. Bawendi

We study the problem of scheduling delay-sensitive jobs over spot and on-demand cloud instances to minimize average cost while meeting an average delay constraint. Jobs arrive as a general stochastic process, and incur different costs based…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-21 Neelkamal Bhuyan , Randeep Bhatia , Murali Kodialam , TV Lakshman

This paper approaches the application of the waiting model with Poisson inputs and priorities in the port activity. The arrival of ships in the maritime terminal is numerically modelled, and specific parameters for the distribution…

Performance · Computer Science 2019-03-28 Gh. Miscoi , A. Costea , R. I. Ţicu , C. Pomazan

Kingman has shown, under very weak conditions on the interarrival- and sevice-time distributions, that First-Come-First-Served minimizes the variance of the waiting time among possible service disciplines. We show, under the same…

Probability · Mathematics 2011-06-02 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…

Probability · Mathematics 2011-03-22 Mariana Olvera-Cravioto , Peter W. Glynn

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

A two-sided matching system is considered, where servers are assumed to arrive at a fixed rate, while the arrival rate of customers is modulated via a price-control mechanism. We analyse a loss model, wherein customers who are not served…

Optimization and Control · Mathematics 2022-07-26 Rahul Vaze , Jayakrishnan Nair

We study the exact asymptotics for the distribution of the first time $\tau_x$ a L\'evy process $X_t$ crosses a negative level $-x$. We prove that $\mathbf P(\tau_x>t)\sim V(x)\mathbf P(X_t\ge 0)/t$ as $t\to\infty$ for a certain function…

Probability · Mathematics 2007-12-06 Denis Denisov , Vsevolod Shneer

We consider the problem of dynamically scheduling J jobs on N processors for non-preemptive execution where the value of each job (or the reward garnered upon completion) decays over time. All jobs are initially available in a buffer and…

Optimization and Control · Mathematics 2009-07-22 Carri W. Chan , Nick Bambos

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…

Probability · Mathematics 2013-03-28 Richard G. Clegg

We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index $\alpha \in (0,1]$ and the service completions are triggered by an independent fractional Poisson…

Probability · Mathematics 2026-03-20 Nicos Georgiou , Enrico Scalas , Vladislav Vysotsky

We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…

Probability · Mathematics 2015-08-11 Jose Blanchet , Jing Dong , Yanan Pei

This article analyzes two classes of job selection policies that control how a network of autonomous aerial vehicles delivers goods from depots to customers. Customer requests (jobs) occur according to a spatio-temporal stochastic process…

Multiagent Systems · Computer Science 2018-09-05 Pasquale Grippa , Doris A. Behrens , Christian Bettstetter , Friederike Wall