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We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…

Statistical Mechanics · Physics 2009-11-13 O. Benichou , J. Desbois

We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…

Probability · Mathematics 2021-02-10 Chihoon Lee , Amy R. Ward , Heng-Qing Ye

In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…

Optimization and Control · Mathematics 2022-09-13 Tikhon Bogachev

We investigate the effects of application of random time-shifts to the readouts of a reservoir computer in terms of both accuracy (training error) and performance (testing error.) For different choices of the reservoir parameters and…

Systems and Control · Electrical Eng. & Systems 2024-06-19 Enrico Del Frate , Afroza Shirin , Francesco Sorrentino

We consider the variational foam model, where the goal is to minimize the total surface area of a collection of bubbles subject to the constraint that the volume of each bubble is prescribed. We apply sharp interface methods to develop an…

Optimization and Control · Mathematics 2019-06-19 Dong Wang , Andrej Cherkaev , Braxton Osting

We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…

Probability · Mathematics 2022-04-12 Yoni Nazarathy , Zbigniew Palmowski

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

We consider the heavy-traffic approximation to the $GI/M/s$ queueing system in the Halfin-Whitt regime, where both the number of servers $s$ and the arrival rate $\lambda$ grow large (taking the service rate as unity), with…

Probability · Mathematics 2013-02-14 Brian H. Fralix , Charles Knessl , Johan S. H. van Leeuwaarden

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

We introduce and study a queue with the Erlang service system and whose arrivals are governed by a counting process in which there is a possibility of finitely many arrivals in an infinitesimal time interval. We call it the Erlang queue…

Probability · Mathematics 2025-01-16 R. B. Pote , K. K. Kataria

We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground-background scheduling policy in heavy traffic. The growth rate of its mean, as well as the limiting distribution, are…

Probability · Mathematics 2017-12-12 Bart Kamphorst , Bert Zwart

When a random field $(X_t, \ t\in {\mathbb R}^2)$ is thresholded on a given level $u$, the excursion set is given by its indicator $~1_{[u, \infty)}(X_t)$. The purpose of this work is to study functionals (as established in stochastic…

Probability · Mathematics 2014-10-30 Marie Kratz , Werner Nagel

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…

Information Theory · Computer Science 2021-03-26 Parimal Parag , Jean-Francois Chamberland , Henry D. Pfister , Krishna R. Narayanan

We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when…

Probability · Mathematics 2007-09-11 Takis Konstantopoulos , Andreas Kyprianou , Marina Sirvio , Paavo Salminen

Jackson queuing networks have a lot of practical applications, mainly in services and technologic devices. For the first case, an example are the healthcare networks and, for the second, the computation and telecommunications networks.…

Probability · Mathematics 2021-09-28 Manuel Alberto M. Ferreira

In this paper, we investigate overlap times in a two-dimensional infinite server tandem queue. Specifically, we analyze the amount of time that a pair of customers spend overlapping in any station of the two dimensional tandem network. We…

Probability · Mathematics 2024-03-13 Ruici Gao , Jamol Pender

This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…

Probability · Mathematics 2025-06-10 Hritika Gupta , Michel Mandjes , Liron Ravner , Jiesen Wang

We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…

Information Theory · Computer Science 2016-03-08 Avhishek Chatterjee , Daewon Seo , Lav R. Varshney

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
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