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A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

In this paper, we present a stability criterion for Processor Sharing queues, in which the throughput may depend on the number of customers in the system (in such cases such as interferences between the users). Such a system is represented…

Probability · Mathematics 2008-03-18 Pascal Moyal

In this paper, we characterize the stability region of multi-queue multi-server (MQMS) queueing systems with stationary channel and packet arrival processes. Toward this, the necessary and sufficient conditions for the stability of the…

Information Theory · Computer Science 2015-03-19 Hassan Halabian , Ioannis Lambadaris , Chung-Horng Lung

In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…

Cryptography and Security · Computer Science 2019-04-09 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang , Fan-Qi Ma , Hai-Bo Yu

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

Probability · Mathematics 2025-09-15 Anatolii Puhalskii , Vadim Shcherbakov

In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…

Probability · Mathematics 2021-11-25 Galina Zverkina , Mais Farkhadov

A two-sided matching system is considered, where servers are assumed to arrive at a fixed rate, while the arrival rate of customers is modulated via a price-control mechanism. We analyse a loss model, wherein customers who are not served…

Optimization and Control · Mathematics 2022-07-26 Rahul Vaze , Jayakrishnan Nair

The tandem fluid queueing model is a useful tool for performance analysis and control design for a variety of transportation systems. In this article, we study the joint impact of stochastic capacity and spillback on the long-time…

Optimization and Control · Mathematics 2019-05-07 Li Jin , Saurabh Amin

Recent research has highlighted limitations of studying complex systems with time-varying topologies from the perspective of static, time-aggregated networks. Non-Markovian characteristics resulting from the ordering of interactions in…

Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…

Probability · Mathematics 2022-09-27 Alexander Gnedin , Dudley Stark

A state-dependent 1-limited polling model with N queues is analyzed. The routing strategy generalizes the classical Markovian polling model, in the sense that two routing matrices are involved, the choice being made according to the state…

Probability · Mathematics 2012-07-16 Guy Fayolle , Jean-Marc Lasgouttes

This paper considers a BMAP/M/$\infty$ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/$\infty$ queue is stable if and only if the expectation of the logarithm…

Probability · Mathematics 2016-12-21 Moeko Yajima , Tuan Phung-Duc , Hiroyuki Masuyama

We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by $N$ identical parallel servers in a…

Probability · Mathematics 2017-12-06 Reza Aghajani , Kavita Ramanan

This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…

Probability · Mathematics 2009-09-29 Nelson Antunes , Christine Fricker , Philippe Robert , Danielle Tibi

A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…

Probability · Mathematics 2010-01-14 Florian Simatos , Danielle Tibi

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

Physics and Society · Physics 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

Arrival processes to service systems often display (i) larger than anticipated fluctuations, (ii) a time-varying rate, and (iii) temporal correlation. Motivated by this, we introduce a specific non-homogeneous Poisson process that…

Performance · Computer Science 2020-06-02 M. Heemskerk , M. Mandjes , B. Mathijsen

We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique…

Probability · Mathematics 2018-09-17 Maria Clara Fittipaldi , Matthieu Jonckheere , Sergio I. Lopez

Tandem queues with finite buffer capacity commonly exist in practical applications. By viewing a tandem queue as an integrated system, an innovative approach has been developed to analyze its performance through the insight from reduction…

Performance · Computer Science 2016-06-02 Kan Wu , Ning Zhao

In this article statistical bounds for certain output characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems are derived on the basis of large samples of an input characteristic of these systems, such as service time in the…

Statistics Theory · Mathematics 2021-06-30 Vyacheslav M. Abramov