Related papers: A Bitcoin-inspired infinite-server model with a ra…
TCP BBR's behavior has been explained by various theoretical models, and in particular those that describe how it co-exists with other types of flows. However, as new versions of the BBR protocol have emerged, it remains unclear to what…
This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…
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…
Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
Cryptocurrency networks such as Bitcoin have emerged as a distributed alternative to traditional centralized financial transaction networks. However, there are major challenges in scaling up the throughput of such networks. Lightning…
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
We consider a large-scale flexible service system with two large server pools and two types of customers. Servers in pool 1 can only serve type 1 customers, while server in pool 2 are flexible -- they can serve both types 1 and 2. (This is…
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…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
We study a microscopic limit order book model, in which the order dynamics depend on the current best bid and ask price and the current volume density functions, simultaneously, and derive its macroscopic high-frequency dynamics. As opposed…
We consider a multihop wireless system. There are multiple source-destination pairs. The data from a source may have to pass through multiple nodes. We obtain a channel scheduling policy which can guarantee end-to-end mean delay for the…
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…
Finite time blow up vs global regularity question for 3D Euler equation of fluid mechanics is a major open problem. Several years ago, Luo and Hou \cite{HouLuo14} proposed a new finite time blow up scenario based on extensive numerical…
We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…
We consider an overloaded multiclass nonidling first-in-first-out single-server queue with abandonment. The interarrival times, service times, and deadline times are sequences of independent and identically, but generally distributed random…
A many-server queue operating under the earliest deadline first discipline, where the distributions of service time and deadline are generic, is studied at the law of large numbers scale. Fluid model equations, formulated in terms of the…
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…
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…