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Related papers: Tail Asymptotics for the $M_1,M_2/G_1,G_2/1$ Retri…

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The design of transport protocols, embedded in end-systems, and the choice of buffer sizing strategies, within network routers, play an important role in performance analysis of the Internet. In this paper, we take a dynamical systems…

Networking and Internet Architecture · Computer Science 2023-03-21 Nizar Malangadan , Gaurav Raina , Debayani Ghosh

Tail asymptotics of the solution $R$ to a fixpoint problem of type $R =_{st} Q + \sum_1^N R_m$ is derived under heavy-tailed conditions allowing both dependence between $Q$ and $N$ and the tails to be of the same order of magnitude. Similar…

Probability · Mathematics 2018-02-15 Søren Asmussen , Sergey Foss

Many complex networks in natural and social phenomena have often been characterized by heavy-tailed degree distributions. However, due to rapidly growing size of network data and concerns on privacy issues about using these data, it becomes…

Physics and Society · Physics 2015-05-19 Young-Ho Eom , Hang-Hyun Jo

We consider a GI/G/c/K-type retrial queueing system with constant retrial rate. The system consists of a primary queue and an orbit queue. The primary queue has $c$ identical servers and can accommodate the maximal number of $K$ jobs. If a…

Networking and Internet Architecture · Computer Science 2010-07-26 Konstantin Avrachenkov , Evsey Morozov

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

Risk Management · Quantitative Finance 2024-11-15 Fan Yang , Yi Zhang

We introduce the prioritising exclusion process, a stochastic scheduling mechanism for a priority queueing system in which high priority customers gain advantage by overtaking low priority customers. The model is analogous to a totally…

Statistical Mechanics · Physics 2014-07-23 Jan de Gier , Caley Finn

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…

We study bivariate stochastic recurrence equations with triangular matrix coefficients and we characterize the tail behavior of their stationary solutions ${\bf W} =(W_1,W_2)$. Recently it has been observed that $W_1,W_2$ may exhibit…

Probability · Mathematics 2022-05-04 Ewa Damek , Muneya Matsui

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

Gaitonde and Tardos recently studied a model of queueing networks where queues compete for servers and re-send returned packets in future rounds. They quantify the amount of additional processing power that guarantees a decentralized…

Computer Science and Game Theory · Computer Science 2022-10-18 Hu Fu , Qun Hu , Jia'nan Lin

We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the…

Probability · Mathematics 2025-07-16 Peter Taylor , Jiesen Wang

We describe the strong asymptotic behavior of type I and type II multiple orthogonal polynomials which were used to give an integral expression for a transition probability function corresponding to a queueing models that has a bulk service…

Complex Variables · Mathematics 2023-08-29 Ulises Fidalgo

We consider a Markov chain on $R^+$ with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invariant tail distribution is proven; such a heavy-tailed invariant…

Probability · Mathematics 2012-08-16 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

We present upper and lower bounds for the tail distribution of the stationary waiting time $D$ in the stable $GI/GI/s$ FCFS queue. These bounds depend on the value of the traffic load $\rho$ which is the ratio of mean service and mean…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

In this paper, we consider an $N$-queue overloaded polling network attended by a single cyclically roving server. Upon the completion of his service, a customer is either routed to another queue or leaves the system. All the switches are…

Probability · Mathematics 2017-01-17 Zaiming Liu , Yuejiao Wang , Yuqing Chu , Yingqiu Li

We consider gated polling systems with two special features: (i) retrials, and (ii) glue or reservation periods. When a type-$i$ customer arrives, or retries, during a glue period of station $i$, it will be served in the next visit period…

Probability · Mathematics 2016-10-20 Murtuza Ali Abidini , Onno Boxma , Bara Kim , Jeongsim Kim , Jacques Resing

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

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…

Probability · Mathematics 2010-03-31 Qiang Zhen , Charles Knessl

This paper serves as a companion to "Asymptotic Product-form Steady-state for Multiclass Queueing Networks with SBP Service Policies in Multi-scale Heavy Traffic." In this short paper, we illustrate the main results of the main paper…

Probability · Mathematics 2024-11-05 Jim Dai , Dongyan Huo
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