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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

In this paper, we investigate the scaling limit of heavy-tailed nearly unstable cumulative INAR($\infty$) processes. These processes exhibit a power-law tail of the form $n^{-(1+\alpha)}$ for $\alpha \in (\frac{1}{2}, 1)$, and the $\ell^1$…

Probability · Mathematics 2026-02-17 Yingli Wang , Chunhao Cai , Ping He , QingHua Wang

Compared to basic fork-join queues, a job in (n, k) fork-join queues only needs its k out of all n sub-tasks to be finished. Since (n, k) fork-join queues are prevalent in popular distributed systems, erasure coding based cloud storages,…

Performance · Computer Science 2018-08-10 Huajin Wang , Jianhui Li , Zhihong Shen , Yuanchun Zhou

This paper studies the limiting behavior of a closed queueing network with multiple single-server and infinite-server stations. Under a heavy traffic asymptotic regime$\unicode{x2014}$where the number of jobs and single-server service rates…

Probability · Mathematics 2026-03-13 Amir A. Alwan , Barış Ata

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,…

Computer Science and Game Theory · Computer Science 2025-04-01 Yanwei Sun , Zhe Liu , Chiwei Yan

FIFO is perhaps the simplest scheduling discipline. For single-class FIFO, its delay guarantee performance has been extensively studied: The well-known results include a stochastic delay bound for $GI/GI/1$ by Kingman and a deterministic…

Performance · Computer Science 2017-08-29 Yuming Jiang , Vishal Misra

This work studies queues in a Euclidean space. Consider $N$ servers that are distributed uniformly in $[0,1]^d$. Customers arrive at the servers according to independent stationary processes. Upon arrival, they probabilistically decide…

Probability · Mathematics 2024-09-05 B. R. Vinay Kumar , Lasse Leskelä

We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…

Probability · Mathematics 2014-12-09 Harsha Honnappa , Rahul Jain , Amy R. Ward

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Arsalan Sharifnassab , John N. Tsitsiklis

In this paper we show that in a multiclass Markovian network with unit rate servers, the condition that the average load $\rho$ at every server is less than unity is indeed sufficient for the stability or positive recurrence for \emph{any}…

Networking and Internet Architecture · Computer Science 2010-06-24 Sayee C. Kompalli , Ravi R. Mazumdar

We consider an infinite-buffer single-server queue where inter-arrival times are phase-type ($PH$), the service is provided according to Markovian service process $(MSP)$, and the server may take single, exponentially distributed vacations…

Probability · Mathematics 2017-02-14 Abhijit Datta Banik , Mohan L. Chaudhry , Florin Avram

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…

Probability · Mathematics 2013-11-18 Otis B. Jennings , Amber L. Puha

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 paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any…

Probability · Mathematics 2016-02-22 H. Thorsdottir , I. M. Verloop

We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after…

Probability · Mathematics 2023-04-05 Prakirt Raj Jhunjhunwala , Martin Zubeldia , Siva Theja Maguluri

We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…

Data Structures and Algorithms · Computer Science 2025-12-09 Jacob Bergquist , Adam N. Elmachtoub

Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…

We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

Probability · Mathematics 2020-09-01 Martin Zubeldia , Michel Mandjes

A fundamental challenge in large-scale cloud networks and data centers is to achieve highly efficient server utilization and limit energy consumption, while providing excellent user-perceived performance in the presence of uncertain and…

Probability · Mathematics 2017-06-23 Debankur Mukherjee , Souvik Dhara , Sem Borst , Johan S. H. van Leeuwaarden

We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service…

Classical Analysis and ODEs · Mathematics 2013-09-13 Qiang Zhen , Charles Knessl