Related papers: Large deviations analysis for the $M/H_2/n + M$ qu…
We are interested in analyzing the effect of bandwidth sharing for telecommunication networks. More precisely, we want to calculate which routes are bottlenecks by means of large deviations techniques. The method is illustrated in this…
In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…
We consider a connection-level model proposed by Massouli\'{e} and Roberts for bandwidth sharing among file transfer flows in a communication network. We study weighted proportionally fair sharing policies and establish explicit-form bounds…
In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…
A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…
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…
The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
We consider a join-the-shortest-queue model which is as follows. There are $K$ single FIFO servers and $M$ arrival processes. The customers from a given arrival process can be served only by servers from a certain subset of all servers. The…
We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments…
We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…
We study the distribution of the area and perimeter of the convex hull of the "true" self-avoiding random walk in a plane. Using a Markov chain Monte Carlo sampling method, we obtain the distributions also in their far tails, down to…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
In the present work we study Bayesian nonparametric inference for the continuous-time M/G/1 queueing system. In the focus of the study is the unobservable service time distribution. We assume that the only available data of the system are…
We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…
We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…