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We develop a cross-border market model for two countries based on a continuous trading mechanism, in which the transmission capacities that enable transactions between market participants from different countries are limited. Our market…

Probability · Mathematics 2024-11-26 Cassandra Milbradt , Dörte Kreher

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…

Probability · Mathematics 2015-11-13 Andrei Sleptchenko , Jori Selen , Ivo Adan , Geert-Jan van Houtum

While many classical traffic models treat the spatial extension of streets continuously or by discretization into cells of a certain length, we will subdivide roads into comparatively long homogeneous road sections of constant capacity with…

Statistical Mechanics · Physics 2009-11-10 Dirk Helbing

We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…

Probability · Mathematics 2026-02-27 Xin Liu , Lei Ying

We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…

Probability · Mathematics 2023-11-14 Xinyun Chen , Guiyu Hong

A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…

Probability · Mathematics 2021-02-16 V. F. Araman , H. Chen , P. W. Glynn , L. Xia

In this paper, we present a condition to obtain instability for a class of queueing networks where the arrival rates in each server are constant and the departure rate in each server is a decreasing function of the queue lengths of other…

Probability · Mathematics 2023-08-01 Pierre Popineau , Seva Shneer

The residual queue during a given study period (e.g., peak hour) is an important feature that should be considered when solving a traffic assignment problem under equilibrium for strategic traffic planning. Although studies have focused…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Hao Fu , William H. K. Lam , Wei Ma , Yuxin Shi , Rui Jiang , Huijun Sun , Ziyou Gao

We consider a switched network, a fairly general constrained queueing network model that has been used successfully to model the detailed packet-level dynamics in communication networks, such as input-queued switches and wireless networks.…

Networking and Internet Architecture · Computer Science 2010-04-01 Devavrat Shah , John N. Tsitsiklis , Yuan Zhong

Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…

Probability · Mathematics 2020-02-27 Sayan Banerjee , Debankur Mukherjee

Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…

Performance · Computer Science 2016-04-06 Quan-Lin Li , Feifei Yang , Na Li

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

Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…

Probability · Mathematics 2012-07-24 J. Blanchet , X. Chen , H. Lam

Zero queueing delay is highly desirable in large-scale computing systems. Existing work has shown that it can be asymptotically achieved by using the celebrated Power-of-$d$-choices (pod) policy with a probe overhead $d =…

Performance · Computer Science 2020-11-03 Wentao Weng , Weina Wang

Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let $W$ denote the steady-state waiting time in the ${\rm GI}/{\rm G}/1$ queue. Kingman (1961) showed that $W$, when…

Probability · Mathematics 2022-06-22 M. A. A. Boon , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…

Probability · Mathematics 2021-07-01 Vyacheslav M. Abramov

We consider the problem of minimizing the delay of jobs moving through a directed graph of service nodes. In this problem, each node may have several links and is constrained to serve one link at a time. As jobs move through the network,…

Networking and Internet Architecture · Computer Science 2019-03-08 Hsu-Chieh Hu , Stephen F. Smith

We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the…

Probability · Mathematics 2014-08-04 Marko Boon , Rob van der Mei , Erik Winands

We set out a general procedure which allows the approximation of certain Markov chains by the solutions of differential equations. The chains considered have some components which oscillate rapidly and randomly, while others are close to…

Probability · Mathematics 2013-03-14 M. J. Luczak , J. R. Norris

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Probability · Mathematics 2017-10-05 Benjamin Legros , Ali Devin Sezer
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