English
Related papers

Related papers: On limiting characteristics for a non-stationary t…

200 papers

A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…

Probability · Mathematics 2020-01-10 Yana Belopolskaya , Guodong Pang , Andrey Sarantsev , Yurii Suhov

We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…

Probability · Mathematics 2023-08-29 Ulises Fidalgo

We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…

Probability · Mathematics 2013-09-12 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are served one by one according to any conservative discipline. The…

Probability · Mathematics 2020-12-01 A. Zeifman , R. Razumchik , Y. Satin , I. Kovalev

We consider a token bucket mechanism serving a heterogeneous flow with a focus on backlog, delay and packet loss properties. Previous models have considered the case for fixed size packets, i.e. "one token per packet" with and M/D/1 view on…

Networking and Internet Architecture · Computer Science 2020-09-24 Henrik Schioler , John Leth , Shibarchi Majumder

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

We consider the problem of service rate control of a single server queueing system with a finite-state Markov-modulated Poisson arrival process. We show that the optimal service rate is non-decreasing in the number of customers in the…

Optimization and Control · Mathematics 2013-07-11 Ravi Kumar , Mark E. Lewis , Huseyin Topaloglu

Network capacity region of multi-queue multi-server queueing system with random ON-OFF connectivities and stationary arrival processes is derived in this paper. Specifically, the necessary and sufficient conditions for the stability of the…

Information Theory · Computer Science 2010-01-14 Hassan Halabian , Ioannis Lambadaris , Chung-Horng Lung

This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…

Optimization and Control · Mathematics 2018-02-19 Li Jin , Saurabh Amin

We analyze opportunistic schemes for transmission scheduling from one of $n$ homogeneous queues whose channel states fluctuate independently. Considered schemes consist of the LCQ policy, which transmits from a longest connected queue in…

Performance · Computer Science 2008-10-02 Murat Alanyali , Maxim Dashouk

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…

Probability · Mathematics 2015-07-15 A. Zeifman , V. Korolev

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

Networking and Internet Architecture · Computer Science 2015-06-16 Nico Becker , Markus Fidler

In this paper, we deal with a two-queue polling system attended by a single server. The server visits the queues according to a Markovian routing mechnism. There are two-class customers in the first queue. Customers of each queue are served…

Probability · Mathematics 2014-11-04 Yuqing Chu , Zaiming Liu , Jinbiao Wu

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…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…

The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…

Probability · Mathematics 2021-07-01 Vyacheslav M. Abramov