Related papers: Infinite server queues in a random fast oscillator…
We consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state Markov…
We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…
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…
We consider a model inspired by compatibility constraints that arise between tasks and servers in data centers, cloud computing systems and content delivery networks. The constraints are represented by a bipartite graph or network that…
We consider large fluctuations, namely overload of servers, in a network with dynamic routing of messages. The servers form a circle. The number of input flows is equal to the number of servers, the messages of any flow are distributed…
We investigate an optimal scheduling problem in a discrete-time system of L parallel queues that are served by K identical, randomly connected servers. Each queue may be connected to a subset of the K servers during any given time slot.…
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically loaded $G/Ph/n+GI$ queues, where the…
We consider a system of N queues with decentralized load balancing such as power-of-D strategies(where D may depend on N) and generic scheduling disciplines. To measure the dependence of the queues, we use the clan of ancestors, a technique…
Multiserver queueing systems are found at the core of a wide variety of practical systems. Many important multiserver models have a previously-unexplained similarity: identical mean response time behavior is empirically observed in the…
This work introduces the join the shortest queue policy in the retrial setting. We consider a Markovian single server retrial system with two infinite capacity orbits. An arriving job finding the server busy, it is forwarded to the least…
We consider a service system model primarily motivated by the problem of efficient assignment of virtual machines to physical host machines in a network cloud, so that the number of occupied hosts is minimized. There are multiple types of…
Each site of $\mathbb{Z}$ hosts a queue with arrival rate $\lambda$. A single server, starting at the origin, serves its current queue at rate $\mu$ until that queue is empty, and then moves to the longest neighbouring queue. In the…
We consider the job assignment problem in a multi-server system consisting of $N$ parallel processor sharing servers, categorized into $M$ ($\ll N$) different types according to their processing capacity or speed. Jobs of random sizes…
In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…
We establish the potential of continuous-variable Gaussian states of linear dynamical systems for machine learning tasks. Specifically, we consider reservoir computing, an efficient framework for online time series processing. As a…
We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…
Heterogeneity is becoming increasingly ubiquitous in modern large-scale computer systems. Developing good load balancing policies for systems whose resources have varying speeds is crucial in achieving low response times. Indeed, how best…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…