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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

In this work, a growing network model that can generate a random network with finite degree in infinite time is studied. The dynamics are governed by a rule where the degree increases under a scheme similar to the Malthus-Verhulst model in…

Physics and Society · Physics 2016-05-09 M. O. Hase , H. L. Casa Grande

Time-sensitive networks require timely and accurate monitoring of the status of the network. To achieve this, many devices send packets periodically, which are then aggregated and forwarded to the controller. Bounding the aggregate…

Networking and Internet Architecture · Computer Science 2023-07-24 Seyed Mohammadhossein Tabatabaee , Anne Bouillard , Jean-Yves Le Boudec

When analyzing Bitcoin users' balance distribution, we observed that it follows a log-normal pattern. Drawing parallels from the successful application of Gibrat's law of proportional growth in explaining city size and word frequency…

General Economics · Economics 2024-09-17 Yu Zhang , Claudio Tessone

Consider a network of $n$ single-server queues where tasks arrive independently at each server at rate $\lambda_n$. The servers are connected by a graph that is resampled at rate $\mu_n$ in a way that is symmetric with respect to the…

Probability · Mathematics 2025-10-14 Diego Goldsztajn , Sem C. Borst , Johan S. H. van Leeuwaarden

We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…

Probability · Mathematics 2016-07-18 Xin Liu

In previous papers we developed a deterministic fluid approximation for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…

Probability · Mathematics 2013-01-24 Ohad Perry , Ward Whitt

This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently,…

Probability · Mathematics 2019-06-12 Anton Braverman

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

In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…

Probability · Mathematics 2024-11-06 J. G. Dai , Dongyan Huo

We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…

Probability · Mathematics 2024-04-16 Rami Atar , Gershon Wolansky

We consider N single server infinite buffer queues with service rate beta. Customers arrive at rate N times alpha,choose L queues uniformly, and join the shortest one. The stability condition is alpha strictly less than beta. We study in…

Probability · Mathematics 2007-05-23 Carl Graham

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…

Optimization and Control · Mathematics 2011-09-13 Behrouz Touri , Angelia Nedi'c

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 consider the serve-the-longest-queue discipline for a multiclass queue with buffers of equal size, operating under (i) the conventional and (ii) the Halfin-Whitt heavy traffic regimes, and show that while the queue length process'…

Probability · Mathematics 2016-01-07 Rami Atar , Subhamay Saha

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…

Disordered Systems and Neural Networks · Physics 2014-02-19 Massimo Ostilli

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling…

Statistical Finance · Quantitative Finance 2015-06-19 Damian Eduardo Taranto , Giacomo Bormetti , Fabrizio Lillo