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The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

We propose Occupancy Flow Fields, a new representation for motion forecasting of multiple agents, an important task in autonomous driving. Our representation is a spatio-temporal grid with each grid cell containing both the probability of…

Robotics · Computer Science 2022-03-09 Reza Mahjourian , Jinkyu Kim , Yuning Chai , Mingxing Tan , Ben Sapp , Dragomir Anguelov

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart

We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…

Statistical Mechanics · Physics 2022-07-13 Théo Dessertaine , Claude Godrèche , Jean-Philippe Bouchaud

In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a…

Probability · Mathematics 2009-12-16 Josh Reed

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the time-dependent behaviour of this system and derive explicit…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Bert Zwart

We give some representation about recent achievements in analysis of the M/G/1 queue with egalitarian processor sharing discipline (EPS). The new formmulas are derived for the j-th moments (j=1,2,...) of the (conditional) stationary sojourn…

Probability · Mathematics 2007-05-23 S. F. Yashkov

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

Probability · Mathematics 2021-02-02 Randolf Altmeyer

This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distributed (iid), we assume that they follow a regime switching…

Probability · Mathematics 2020-05-19 Michael Grabchak , Mark Kelbert , Quentin Paris

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

Probability · Mathematics 2012-07-02 Jiheng Zhang , J. G. Dai , Bert Zwart

In this paper, we analyze a discrete-time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count…

Probability · Mathematics 2018-02-15 Jiekun Feng , Pengyi Shi

Understanding the detailed queueing behavior of a networking session is critical in enabling low-latency services over the Internet. Especially when the packet arrival and service rates at the queue of a link vary over time and moreover…

Networking and Internet Architecture · Computer Science 2017-04-25 Wonjun Hwang , Yoora Kim , Kyunghan Lee

This paper purpose is to investigate exponential behavior conditions for the infinite servers queue with Poisson arrivals busy period length distribution. It is presented a general theoretical result that is the basis of this work. The…

Probability · Mathematics 2021-09-30 Manuel Alberto M. Ferreira , José António Filipe

In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic…

Probability · Mathematics 2007-05-23 M. Kozlova , P. Salminen

We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural…

Probability · Mathematics 2019-08-21 Seva Shneer , Alexander Stolyar

We study the asymptotics of sojourn time of the stationary queueing process $Q(t),t\ge0$ fed by a fractional Brownian motion with Hurst parameter $H\in(0,1)$ above a high threshold $u$. For the Brownian motion case $H=1/2$, we derive the…

Probability · Mathematics 2023-08-31 Krzysztof Dȩbicki , Enkelejd Hashorva , Peng Liu

In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…

Probability · Mathematics 2022-04-05 Manuel Alberto M. Ferreira

This paper addresses the quantitative verification of finite-time constrained occupation time for stochastic continuous-time systems governed by stochastic differential equations (SDEs). Unlike classical reachability analysis, which focuses…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Bai Xue , C. -H. Luke Ong
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