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We consider the problem of estimating functionals of discrete distributions, and focus on tight nonasymptotic analysis of the worst case squared error risk of widely used estimators. We apply concentration inequalities to analyze the random…

Information Theory · Computer Science 2017-08-11 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman

Kingman has shown, under very weak conditions on the interarrival- and sevice-time distributions, that First-Come-First-Served minimizes the variance of the waiting time among possible service disciplines. We show, under the same…

Probability · Mathematics 2011-06-02 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

We present deterministic techniques for computing upper and lower bounds on marginal probabilities in sigmoid and noisy-OR networks. These techniques become useful when the size of the network (or clique size) precludes exact computations.…

Artificial Intelligence · Computer Science 2013-02-18 Tommi S. Jaakkola , Michael I. Jordan

Multiserver jobs, which are jobs that occupy multiple servers simultaneously during service, are prevalent in today's computing clusters. But little is known about the delay performance of systems with multiserver jobs. We consider queueing…

Performance · Computer Science 2023-04-17 Yige Hong , Weina Wang

In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…

Performance · Computer Science 2019-04-12 Fabrice Guillemin , Veronica Quintuna Rodriguez

In this paper, we analyze how well a machine can solve a general problem in queueing theory. To answer this question, we use a deep learning model to predict the stationary queue-length distribution of an $M/G/1$ queue (Poisson arrivals,…

Machine Learning · Computer Science 2022-02-04 Eliran Sherzer , Arik Senderovich , Opher Baron , Dmitry Krass

We prove that the scaled maximum steady-state waiting time and the scaled maximum steady-state queue length among $N$ $GI/GI/1$-queues in the $N$-server fork-join queue, converge to a normally distributed random variable as $N\to\infty$.…

Probability · Mathematics 2023-09-18 Dennis Schol , Maria Vlasiou , Bert Zwart

Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…

Probability · Mathematics 2018-06-05 Kamil Demirberk Ünlü , Ali Devin Sezer

The purpose of this paper is to study the convergence of the quasi-maximum likelihood (QML) estimator for long memory linear processes. We first establish a correspondence between the long-memory linear process representation and the…

Statistics Theory · Mathematics 2024-05-24 Jean-Marc Bardet , Yves Gael Tchabo Mbienkeu

In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N\to\infty$. This fluid limit depends on the initial number…

Probability · Mathematics 2021-08-24 Dennis Schol , Maria Vlasiou , Bert Zwart

In this paper, the model $Y_i=g(Z_i),\ i=1,2,...,n$ with $Z_i$ being random variables with known distribution and $g(x)$ being unknown strictly increasing function is proposed and almost sure convergence of estimator for $g(x)$ is proved…

Statistics Theory · Mathematics 2018-08-06 Yunyi Zhang , Dimitris N. Politis , Jiazheng Liu , Zexin Pan

We prove simple theorems concerning the maximal order of a large class of multiplicative functions. As an application, we determine the maximal orders of certain functions of the type $\sigma_A(n)= \sum_{d\in A(n)} d$, where A(n) is a…

Number Theory · Mathematics 2007-05-23 László Tóth , Eduard Wirsing

We study optimal fidelity selection for a human operator servicing a queue of homogeneous tasks. The agent can service a task with a normal or high fidelity level, where fidelity refers to the degree of exactness and precision while…

Human-Computer Interaction · Computer Science 2023-10-10 Piyush Gupta , Vaibhav Srivastava

This paper studies multiclass loss systems with two layers of servers, where each server at the first layer is dedicated to a certain customer class, while the servers at the second layer can handle all customer classes. The routing of…

Probability · Mathematics 2008-02-15 Matthieu Jonckheere , Lasse Leskela

We discuss weak convergence of the number of busy servers in a $G/G/\infty$ queue in the $J_1$-topology on the Skorokhod space. We prove two functional limit theorems, with random and nonrandom centering, respectively, thereby solving two…

Probability · Mathematics 2016-10-28 Alexander Iksanov , Wissem Jedidi , Fethi Bouzeffour

Utilizing customers' service-time information, we study an easy-to-implement scheduling policy with two priority classes. By carefully designing the classes, the two-class priority rule achieves near-optimal performance. In particular, for…

Optimization and Control · Mathematics 2021-05-24 Yan Chen , Jing Dong

This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…

Optimization and Control · Mathematics 2015-10-21 Eugene Feinberg , Xiaoxuan Zhang

Today's queueing network systems are more rapidly evolving and more complex than those of even a few years ago. The goal of this paper is to study customers' behavior in an unobservable Markovian M/M/1 queue where consumers have to choose…

Optimization and Control · Mathematics 2019-01-11 Tesnim Naceur , Yezekael Hayel

Network calculus is a min-plus system theory for performance evaluation of queuing networks. Its elegance stems from intuitive convolution formulas for concatenation of deterministic servers. Recent research dispenses with the worst-case…

Information Theory · Computer Science 2009-09-29 Markus Fidler

In this paper a useful subfamily of the exponential family has been considered. The ML estimation based on upper record values has been calculated for the parameter, Cumulative Density Function, and Probability Density Function of the…

Statistics Theory · Mathematics 2017-11-06 S. D. Gore , S. Hosseini , P. Nasiri