Related papers: Serve the shortest queue and Walsh Brownian motion
We extend to Markov-modulated Brownian motion (MMBM) the renewal approach which has been successfully applied to the analysis of Markov-modulated fluid models. It has recently been shown that MMBM may be expressed as the limit of a…
Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…
We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_\alpha=\sum_{x=-\infty} ^\infty (n_x)^\alpha$ with $n_x$ being the number of…
We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…
The asymptotic behaviour of a closed BCMP network, with $n$ queues and $m_n$ clients, is analyzed when $n$ and $m_n$ become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We…
We study the convergence of the $M/G/1$ processor-sharing, queue length process in the heavy traffic regime, in the finite variance case. To do so, we combine results pertaining to L\'{e}vy processes, branching processes and queuing theory.…
We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a $GI/GI/n+M$ queue. This one-dimensional diffusion model is able to produce accurate performance estimates in two overloaded regimes: In the first…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…
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…
This paper considers a Markovian model of a limit order book where time-dependent rates are allowed. With the objective of understanding the mechanisms through which a microscopic model of an orderbook can converge to more general diffusion…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…
As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming…
Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
A new model that generalizes the study of quantum Brownian motion (BM) is constructed. We consider disordered environment that may be either static (quenched), noisy or dynamical. The Zwanzig-Caldeira-Leggett BM-model constitutes formally a…
Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…