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A result of Ward and Glynn (2005) asserts that the sequence of scaled offered waiting time processes of the $GI/GI/1+GI$ queue converges weakly to a reflected Ornstein-Uhlenbeck process (ROU) in the positive real line, as the traffic…

Probability · Mathematics 2019-08-23 Chihoon Lee , Amy R. Ward , Heng-Qing Ye

We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…

Systems and Control · Computer Science 2012-07-25 Mihalis G. Markakis , Eytan Modiano , John N. Tsitsiklis

We study a G/GI/1 single-server queuing model with i.i.d.\ service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

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

The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter $\lambda$, is considered. These equations describe the…

Probability · Mathematics 2021-07-13 Rami Atar , Weining Kang , Haya Kaspi , Kavita Ramanan

A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…

Probability · Mathematics 2012-04-30 Weining Kang , Kavita Ramanan

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 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

In this article statistical bounds for certain output characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems are derived on the basis of large samples of an input characteristic of these systems, such as service time in the…

Statistics Theory · Mathematics 2021-06-30 Vyacheslav M. Abramov

This paper considers the steady-state performance of load balancing algorithms in a many-server system with distributed queues. The system has $N$ servers, and each server maintains a local queue with buffer size $b-1,$ i.e. a server can…

Probability · Mathematics 2019-12-30 Xin Liu , Lei Ying

A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework, which was first introduced to derive the stability region for stochastic…

Probability · Mathematics 2017-11-29 Francois Baccelli , Sergey Foss

We study the stationary sojourn time distribution in an M/G/1 queue operating under heavy traffic. It is known that the sojourn time converges to an exponential distribution in the limit. Our focus is on obtaining pre-asymptotic,…

Probability · Mathematics 2026-01-21 Bihan Chatterjee , Siva Theja Maguluri , Debankur Mukherjee

This paper examines a continuous-time routing system with general interarrival and service time distributions, operating under the join-the-shortest-queue and power-of-two-choices policies. Under a weaker set of assumptions than those…

Probability · Mathematics 2025-03-28 Jin Guang , Yaosheng Xu , J. G. Dai

This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…

Probability · Mathematics 2020-04-21 Onno Boxma , Mariska Heemskerk , Michel Mandjes

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

Finite-capacity single-server queues with general service-time distributions form the backbone of numerous real-world systems, yet classical simulation of performance metrics such as blocking probabilities and delay becomes computationally…

Quantum Physics · Physics 2025-12-12 Or Peretz , Michal Koren , Nir Perel

We study a single server queue operating under the shortest remaining processing time (SRPT) scheduling policy; that is, the server preemptively serves the job with the shortest remaining processing time first. In this work we are…

Probability · Mathematics 2023-11-07 Sayan Banerjee , Amarjit Budhiraja , Amber L. Puha

We study the multiserver-job setting in the load-focused multilevel scaling limit, where system load approaches capacity much faster than the growth of the number of servers $n$. We consider the ``1 and $n$'' system, where each job requires…

Performance · Computer Science 2026-04-01 Isaac Grosof , Hayriye Ayhan

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 obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

Probability · Mathematics 2016-04-05 Jose Blanchet , Karthyek Murthy