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We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…

Probability · Mathematics 2015-08-11 Jose Blanchet , Jing Dong , Yanan Pei

A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…

Probability · Mathematics 2020-01-10 Yana Belopolskaya , Guodong Pang , Andrey Sarantsev , Yurii Suhov

We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains…

Mathematical Physics · Physics 2017-09-28 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon , Allen Tannenbaum

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…

Probability · Mathematics 2009-12-15 N. S. Walton

This paper considers a Markovian model for the optimal dynamic routing of homogeneous traffic to parallel heterogeneous queues, each having its own finite input buffer and server pool, where buffer and server-pool sizes, as well as service…

Optimization and Control · Mathematics 2022-07-26 José Niño-Mora

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 consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive…

Probability · Mathematics 2020-09-01 Martin Zubeldia , Michel Mandjes

This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and…

Probability · Mathematics 2009-06-15 Rami Atar , Gennady Shaikhet

In this paper, we present a condition to obtain instability for a class of queueing networks where the arrival rates in each server are constant and the departure rate in each server is a decreasing function of the queue lengths of other…

Probability · Mathematics 2023-08-01 Pierre Popineau , Seva Shneer

We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…

Probability · Mathematics 2014-09-11 Marko Boon , Rob van der Mei , Erik Winands

Fundamental to many transportation network studies, traffic flow models can be used to describe traffic dynamics determined by drivers' car-following, lane-changing, merging, and diverging behaviors. In this study, we develop a…

Dynamical Systems · Mathematics 2013-07-31 Wen-Long Jin

Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times…

Probability · Mathematics 2017-01-13 Angelos Aveklouris , Maria Vlasiou , Jiheng Zhang , Bert Zwart

This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…

Probability · Mathematics 2023-01-04 Baichuan Mo , Li Jin , Haris N. Koutsopoulos , Zuo-Jun Max Shen , Jinhua Zhao

Control of multihop Wireless networks in a distributed manner while providing end-to-end delay requirements for different flows, is a challenging problem. Using the notions of Draining Time and Discrete Review from the theory of fluid…

Networking and Internet Architecture · Computer Science 2017-04-20 Ashok Krishnan K. S. , Vinod Sharma

Macroscopic link-based flow models are efficient for simulating flow propagation in urban road networks. Existing link-based flow models described traffic states of a link with two state variables of link inflow and outflow and assumed…

Systems and Control · Electrical Eng. & Systems 2024-11-14 Lei Wei , S. Travis Waller , Yu Mei , Peng Chen , Yunpeng Wang , Meng Wang

Randomized load-balancing algorithms play an important role in improving performance in large-scale networks at relatively low computational cost. A common model of such a system is a network of $N$ parallel queues in which incoming jobs…

Probability · Mathematics 2020-08-20 Pooja Agarwal , Kavita Ramanan

Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , S. Pradhan , F. P. Barbhuiya

A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Baris Ata , Ebru Kasikaralar

We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

Statistical Mechanics · Physics 2011-09-09 Cyril Furtlehner , Jean-Marc Lasgouttes