Related papers: On Gaussian Limits and Large Deviations for Queues…
We consider a system of ordered cars moving in $\R$ from right to left. Each car is represented by a point in $\R$; two or more cars can occupy the same point but cannot overpass. Cars have two possible velocities: either 0 or 1. An…
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…
Atar and Miyazawa recently introduced a single server queue with queue length dependent arrival and service processes, and name it a multi-level queue. They prove that the heavy traffic limit of its queue length process weakly converges to…
We study the heavy-traffic limit of the generalized switch operating under MaxWeight, without assuming that the CRP condition is satisfied and allowing for correlated arrivals. The main contribution of this paper is the steady-state mean of…
We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…
We study infinite server queues driven by Cox processes in a fast oscillatory random environment. While exact performance analysis is difficult, we establish diffusion approximations to the (re-scaled) number-in-system process by proving…
We discuss weak convergence of the number of busy servers in a $G/G/\infty$ queue in the $J_1$-topology on the Skorokhod space. We prove two functional limit theorems, with random and nonrandom centering, respectively, thereby solving two…
The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary…
We consider a large-scale flexible service system with two large server pools and two types of customers. Servers in pool 1 can only serve type 1 customers, while server in pool 2 are flexible -- they can serve both types 1 and 2. (This is…
In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…
We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by…
Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…
We consider an infinite-server queue into which customers arrive according to a Cox process and have independent service times with a general distribution. We prove a functional large deviations principle for the equilibrium queue length…
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…
This paper introduces a general model of a single-lane roundabout, represented as a circular lattice that consists of $L$ cells, with Markovian traffic dynamics. Vehicles enter the roundabout via on-ramp queues that have stochastic arrival…
Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process $\{Q(t); t \geq 0\}$, departure process $\{D(t); t \geq…
We develop a general approach to Stein's method for approximating a random process in the path space $D([0,T]\to R^d)$ by a real continuous Gaussian process. We then use the approach in the context of processes that have a representation as…
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…
A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…
Queue length monitoring is a commonly arising problem in numerous applications such as queue management systems, scheduling, and traffic monitoring. Motivated by such applications, we formulate a queue monitoring problem, where there is a…