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Related papers: Heavy Traffic Limit for a Tandem Queue with Identi…

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We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…

Probability · Mathematics 2014-01-14 J. G. Dai , A. B. Dieker , Xuefeng Gao

This paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any…

Probability · Mathematics 2016-02-22 H. Thorsdottir , I. M. Verloop

Given two independent point processes and a certain rule for matching points between them, what is the fraction of matched points over infinitely long streams? In many application contexts, e.g., secure networking, a meaningful matching…

Information Theory · Computer Science 2016-11-17 Stefano Marano , Vincenzo Matta , Ting He , Lang Tong

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

We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…

Probability · Mathematics 2020-09-01 Lun Yu , Ohad Perry

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

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

In this note, we apply Stein's method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of $N$ servers and the distance of arrival rate to…

Probability · Mathematics 2020-04-28 Xingyu Zhou , Ness Shroff

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Optimization and Control · Mathematics 2009-02-13 Zhao Guo-xi , Hu Qi-Zhou

We study the power spectral density of continuous time Markov chains and explicit its relationship with the eigenstructure of the infinitesimal generator. This result helps us understand the dynamics of the number of customers for a M/M/1…

Probability · Mathematics 2023-10-24 Thomas Vanderbruggen

We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…

Probability · Mathematics 2026-05-19 Sayan Banerjee , Amarjit Budhiraja , Eva Loeser

In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…

In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…

Probability · Mathematics 2016-01-13 Joke Blom , Koen de Turck , Michel Mandjes

We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

Probability · Mathematics 2017-12-06 Reza Aghajani , Kavita Ramanan

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Probability · Mathematics 2017-12-13 H. M. Jansen , M. Mandjes , K. De Turck , S. Wittevrongel

This paper presents a heavy-traffic analysis of the behavior of a single-server queue under an Earliest-Deadline-First (EDF) scheduling policy in which customers have deadlines and are served only until their deadlines elapse. The…

Probability · Mathematics 2011-04-07 Łukasz Kruk , John Lehoczky , Kavita Ramanan , Steven Shreve

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

Probability · Mathematics 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes

Tandem queues with finite buffer capacity commonly exist in practical applications. By viewing a tandem queue as an integrated system, an innovative approach has been developed to analyze its performance through the insight from reduction…

Performance · Computer Science 2016-06-02 Kan Wu , Ning Zhao

We consider the queuing networks, which are made from servers, exchanging their positions. The customers, using the network, try to reach their destinations, which is complicated by the movements of the servers, taking their customers with…

Probability · Mathematics 2013-11-18 François Baccelli , Alexandre Rybko , Senya Shlosman