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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…

Probability · Mathematics 2016-07-18 Xin Liu

We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…

Probability · Mathematics 2007-05-23 Rami Atar , Paul Dupuis , Adam Shwartz

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

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…

Probability · Mathematics 2016-04-05 Jose Blanchet , Karthyek Murthy

In this paper, we present a queueing model for quantum communication networks, a rapidly growing field of research inspired by its technological promise and recent experimental successes. The model consists of a primary queue and a service…

Probability · Mathematics 2024-12-23 Karim S. Elsayed , Olga Izyumtseva , Wasiur R. KhudaBukhsh , Amr Rizk

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…

Probability · Mathematics 2017-05-02 Marko Boon , Onno Boxma , Offer Kella , Masakiyo Miyazawa

A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…

Performance · Computer Science 2021-10-20 Manuel Alberto M. Ferreira

In this paper, we present a functional fluid limit theorem and a functional central limit theorem for a queue with an infinity of servers M/GI/$\infty$. The system is represented by a point-measure valued process keeping track of the…

Probability · Mathematics 2009-09-29 Laurent Decreusefond , Pascal Moyal

Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…

Probability · Mathematics 2020-07-20 S Pradhan , N Nandy

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically,…

Computer Science and Game Theory · Computer Science 2011-12-15 Harsha Honnappa , Rahul Jain

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

Suppose $ E$ is a space with a null-recurrent Markov kernel $ P$. Furthermore, suppose there are infinite particles with variable weights on $ E$ performing a random walk following $ P$. Let $ X_{t}$ be a weighted functional of the position…

Probability · Mathematics 2010-12-01 Souvik Ghosh

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Probability · Mathematics 2017-12-13 H. M. Jansen , M. Mandjes , K. De Turck , S. Wittevrongel

A parallel server system with $n$ identical servers is considered. The service time distribution has a finite mean $1/\mu$, but otherwise is arbitrary. Arriving customers are be routed to one of the servers immediately upon arrival.…

Probability · Mathematics 2017-02-15 Sergey Foss , Alexander Stolyar

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

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

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La

We propose a new queueing model, motivated by the phenomenon of pseudoprogression in cancer, in which the length of a queue appears to increase initially, before reducing to a steady state. We assume that servers arrive to the queue…

Probability · Mathematics 2023-06-28 Janhavi Prabhu , Myron Hlynka

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

Probability · Mathematics 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes