Related papers: Occupation times for the finite buffer fluid queue…
In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…
This study of occupation time densities for continuous-time Markov processes was inspired by the work of E.Nir et al (2006) in the field of Single Molecule FRET spectroscopy. There, a single molecule fluctuates between two or more states,…
For the $M^{[X]}/M/1$ processor Sharing queue with batch arrivals, the sojourn time $\Omega$ of a batch is investigated. We first show that the distribution of $\Omega$ can be generally obtained from an infinite linear differential system.…
Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…
Internet performance is tightly related to the properties of TCP and UDP protocols, jointly responsible for the delivery of the great majority of Internet traffic. It is well understood how these protocols behave under FIFO queuing and what…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…
We consider sojourn or response times in processor-shared queues that have a finite population of potential users. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in…
We propose nonparametric estimators of the occupation measure and the occupation density of the diffusion coefficient (stochastic volatility) of a discretely observed It\^{o} semimartingale on a fixed interval when the mesh of the…
Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…
The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…
We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…
Functional limit theorems are presented for the rescaled occupation time fluctuations process of a critical finite variance branching particle system in $R^d$ with symmetric a-stable motion starting off from either a standard Poisson random…
The paper studies a single-server queueing system with autonomous service and $\ell$ priority classes. Arrival and departure processes are governed by marked point processes. There are $\ell$ buffers corresponding to priority classes, and…
This paper extends a stochastic theory for buffer fill distribution for multiple ``on'' and ``off'' sources to a mobile environment. Queue fill distribution is described by a set of differential equations assuming sources alternate…
We develop a fluid-flow model for routing problems, where fluid consists of different size particles and the task is to route the incoming fluid to $n$ parallel servers using the size information in order to minimize the mean latency. The…
We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds…
We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…