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In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…

Probability · Mathematics 2021-04-22 Davide Giraudo

We consider a service system with two Poisson arrival queues. A server chooses which queue to serve at each moment. Once a queue is served, all the customers will be served within a fixed amount of time. This model is useful in studying…

Optimization and Control · Mathematics 2013-07-02 Yuhang Liu , Zizhuo Wang

We establish large deviation estimates related to the Darling--Kac theorem and generalized arcsine laws for occupation and waiting times of ergodic transformations preserving an infinite measure, such as non-uniformly expanding interval…

Dynamical Systems · Mathematics 2026-02-11 Toru Sera

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and…

Probability · Mathematics 2007-05-23 Vyacheslav M. Abramov

We propose in this article a M/G/c/c state dependent queuing model for road traffic flow. The model is based on finite capacity queuing theory which captures the stationary density-flow relationships. It is also inspired from the…

Optimization and Control · Mathematics 2017-06-06 Nacira Guerouahane , Djamil Aissani , Nadir Farhi , Louiza Bouallouche-Medjkoune

We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Guodong Pang , Nikola Sandrić

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

Physics and Society · Physics 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

We consider an M/M/N/K/FCFS system (N>0, K>=N), where the servers operate at (possibly) heterogeneous service rates. In this situation, the steady state behavior depends on the routing policy that is used to select which idle server serves…

Performance · Computer Science 2016-03-23 Sherwin Doroudi , Ragavendran Gopalakrishnan

Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical…

Machine Learning · Statistics 2011-04-18 Charles Sutton , Michael I. Jordan

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

Probability · Mathematics 2016-09-09 Lam Nguyen , Alexander Stolyar

When the arrival processes are Poisson, queueing networks are well-understood in terms of the product-form structure of the number of jobs $N_i$ at the individual queues; much less is known about the waiting time $W$ across the whole…

Probability · Mathematics 2023-04-21 Florin Ciucu , Sima Mehri

Let $\{X_n\}_{n=0}^{\infty}$ be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of $X_{n+1}$ based on the observations $X_i$, $0\le i\le n$ in a strongly consistent way.…

Probability · Mathematics 2008-06-19 G. Morvai , B. Weiss

This paper examines a single-server queueing system that serves both scheduled and strategic walk-in customers. The service discipline follows a first-come, first-served policy, with scheduled customers granted non-preemptive priority. Each…

Probability · Mathematics 2025-02-28 Wathsala Karunarathne , Camiel Koopmans , Jiesen Wang

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

Probability · Mathematics 2008-06-19 G. Morvai , B. Weiss

Arrivals in queueing systems are typically assumed to be independent and exponentially distributed. Our analysis of an online bookshop, however, shows that there is an autocorrelation structure present. First, we adjust the inter-arrival…

Applications · Statistics 2021-06-29 Petra Tomanová , Vladimír Holý

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

Information Theory · Computer Science 2018-11-07 Ori Shmuel , Asaf Cohen , Omer Gurewitz

This paper studies a closed queueing network containing a hub (a state dependent queueing system with service depending on the number of units residing here) and $k$ satellite stations, which are $GI/M/1$ queueing systems. The number of…

Probability · Mathematics 2010-02-19 Vyacheslav M. Abramov

Since Age of Information (AoI) has been proposed as a metric that quantifies the freshness of information updates in a communication system, there has been a constant effort in understanding and optimizing different statistics of the AoI…

Information Theory · Computer Science 2019-05-13 Jaya Prakash Champati , Hussein Al-Zubaidy , James Gross

We consider a discrete time parallel queue, which is two-queue network, where at each time-slot there is a the same batch arrival to both queues and at each queue there is a random service available. The service law at each time-slot for…

Probability · Mathematics 2022-02-18 Zbigniew Palmowski
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