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Related papers: Infinite-server queues with Hawkes input

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An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive…

Machine Learning · Statistics 2024-02-08 Sobin Joseph , Shashi Jain

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

The model is motivated by the problem of load distribution in large-scale cloud-based data processing systems. We consider a heterogeneous service system, consisting of multiple large server pools. The pools are different in that their…

Probability · Mathematics 2015-06-11 Alexander Stolyar

This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…

Probability · Mathematics 2014-12-30 Hiroyuki Masuyama , Tetsuya Takine

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

The Hawkes process is a simple point process that has long memory, clustering effect, self-exciting property and is in general non-Markovian. The future evolution of a self-exciting point process is influenced by the timing of the past…

Probability · Mathematics 2013-06-25 Lingjiong Zhu

We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…

Probability · Mathematics 2016-04-12 Assia Boumahdaf

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

We consider a heterogeneous queueing system consisting of one large pool of $O(r)$ identical servers, where $r\to\infty$ is the scaling parameter. The arriving customers belong to one of several classes which determines the service times in…

Probability · Mathematics 2011-05-04 David Gamarnik , Alexander Stolyar

We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…

Optimization and Control · Mathematics 2025-11-12 Runhua Wu , Hayriye Ayhan

We consider $M/G/\infty$ queues with gated service and obtain results on the distribution of the stage length and the number of customers served in a stage when the system is stationary. The stage length density is expressed as an infinite…

Probability · Mathematics 2026-03-23 Dimitra Pinotsi , Michael A. Zazanis

The discrete time queueing system is highly applicable to modern telecommunication systems, where it provides adaptive packet handling, congestion controlled security/inspection, energy efficient operation, and supports bursty traffic…

Information Theory · Computer Science 2026-02-27 Ashish Verma , Sourav Pradhan

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

Optimization and Control · Mathematics 2025-09-09 Dongnuan Tian , Rob Shone

We establish a heavy-traffic limit theorem on convergence in distribution for the number of customers in a many-server queue when the number of servers tends to infinity. No critical loading condition is assumed. Generally, the limit…

Probability · Mathematics 2010-01-14 Anatolii A. Puhalskii , Josh E. Reed

Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, neuroscience and many other…

Probability · Mathematics 2015-03-18 Lingjiong Zhu

In many different settings, requests for service can arrive in near or true simultaneity with one another. This creates batches of arrivals to the underlying queueing system. In this paper, we study the staffing problem for the batch…

Performance · Computer Science 2023-05-31 Andrew Daw , Robert C. Hampshire , Jamol Pender

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

Probability · Mathematics 2016-09-09 Lam Nguyen , Alexander Stolyar

The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…

Probability · Mathematics 2021-09-29 Manuel Alberto M. Ferreira

Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…

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