Related papers: Queues Driven by Hawkes Processes
This paper concerns the recurrence structure of the infinite server queue, as viewed through the prism of the maximum dater sequence, namely the time to drain the current work in the system as seen at arrival epochs. Despite the importance…
The Hawkes process and its extensions effectively model self-excitatory phenomena including earthquakes, viral pandemics, financial transactions, neural spike trains and the spread of memes through social networks. The usefulness of these…
To leverage prediction models to make optimal scheduling decisions in service systems, we must understand how predictive errors impact congestion due to externalities on the delay of other jobs. Motivated by applications where prediction…
This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the…
In this paper we consider a single-server, cyclic polling system with switch-over times and Poisson arrivals. The service disciplines that are discussed, are exhaustive and gated service. The novel contribution of the present paper is that…
We consider a stochastic, dynamic runway scheduling problem involving aircraft landings on a single runway. Sequencing decisions are made with knowledge of the estimated arrival times (ETAs) of all aircraft due to arrive at the airport, and…
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…
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…
Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where…
A discrete-time batch service queue with batch renewal input and random serving capacity rule under the late arrival delayed access system (LAS-DA), has recently appeared in the literature [2]. In this paper, we consider the same model…
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
We study a two-type server queueing system where flexible Type-I servers, upon their initial interaction with jobs, decide in real time whether to process them independently or in collaboration with dedicated Type-II servers. Independent…
We study a two-stage tandem service queue attended by two servers. Each job-server pair must complete both service phases together, with the server unable to begin a new job until the current one is fully processed after two stages.…
Operating cloud service infrastructures requires high energy efficiency while ensuring a satisfactory service level. Motivated by data centers, we consider a workload routing and server speed control policy applicable to the system…
Hawkes processes are a class of self-exciting point processes that are used to model complex phenomena. While most applications of Hawkes processes assume that event data occurs in continuous-time, the less-studied discrete-time version of…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
This paper considers population processes in which general, not necessarily Markovian, multivariate Hawkes processes dictate the stochastic arrivals. We establish results to determine the corresponding time-dependent joint probability…
Max-algebra models of tandem single-server queueing systems with both finite and infinite buffers are developed. The dynamics of each system is described by a linear vector state equation similar to those in the conventional linear systems…
We study an ordinary differential equation (ODE) arising as the many-server heavy-traffic fluid limit of a sequence of overloaded Markovian queueing models with two customer classes and two service pools. The system, known as the X model in…