Related papers: Tail Asymptotics for the $M_1,M_2/G_1,G_2/1$ Retri…
A class of stochastic processes strongly related to random sums plays an important role in network and in finance. In this paper we study this kind of stochastic process discuss an overtime unchanged parameter and reveal its asymptotic…
Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamics is modeled as an i.i.d. sequence {A, A_i},i>0 that is independent of L. During each period of time…
Two networks of queues models, presented initially by Jackson, in the open case, and Gordon and Newell, in the closed case, stochastic processes are presented and studied in some of their details and problems. The service times are…
In this study, we extend upon the model by Haring et al. (2001) by introducing retrial phenomenon in multi-server queueing system. When at most g number of guard channels are available, it allows new calls to join the retrial group. This…
In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…
This paper investigates the second order asymptotic expansion for tail probabilities of discounted aggregate claims in continuous-time renewal risk models with constant interest force. Concretely, two types of continuous-time renewal risk…
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…
We study a control problem for queueing systems where customers may return for additional episodes of service after their initial service completion. At each service completion epoch, the decision maker can choose to reduce the probability…
In this paper we consider a single-server polling system with switch-over times. We introduce a new service discipline, mixed gated/exhaustive service, that can be used for queues with two types of customers: high and low priority…
The busy period for a queue is cast as the area swept under the random walk until it first returns to zero, $B$. Encompassing non-i.i.d. increments, the large-deviations asymptotics of $B$ is addressed, under the assumption that the…
In machine-type communication (MTC), a group of devices or sensors may need to send their data packets with certain access delay limits for delay-sensitive applications or real-time Internet-of-Things (IoT) applications. In this case,…
Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of second-order regular variation on the survival functions of…
We consider the processor sharing $M/M/1$-PS queue which also models balking. A customer that arrives and sees $n$ others in the system "balks" (i.e., decides not to enter) with probability $1-b_n$. If $b_n$ is inversely proportional to…
We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…
In this paper, we address the problem of determining whether a bottleneck router on a given network path is using an AQM or a drop-tail scheme. We assume that we are given a source-to-sink path of interest -along which a bottleneck router…
We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of…
We study a vacation-type queueing model, and a single-server multi-queue polling model, with the special feature of retrials. Just before the server arrives at a station there is some deterministic glue period. Customers (both new arrivals…
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…
Sequential user behavior modeling plays a crucial role in online user-oriented services, such as product purchasing, news feed consumption, and online advertising. The performance of sequential modeling heavily depends on the scale and…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…