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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

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

A parallel server system with $n$ identical servers is considered. The service time distribution has a finite mean $1/\mu$, but otherwise is arbitrary. Arriving customers are be routed to one of the servers immediately upon arrival.…

Probability · Mathematics 2017-02-15 Sergey Foss , Alexander Stolyar

We study a system, where a random flow of customers is served by servers (called agents) invited on-demand. Each invited agent arrives into the system after a random time; after each service completion, an agent returns to the system or…

Probability · Mathematics 2017-11-28 Lam M. Nguyen , Alexander Stolyar

A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…

Performance · Computer Science 2021-10-20 Manuel Alberto M. Ferreira

In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

In this thesis, we study the queueing systems with heterogeneous servers and service rate uncertainty under the Halfin-Whitt heavy traffic regime. First, we analyse many server queues with abandonments when service rates are i.i.d. random…

Probability · Mathematics 2018-12-04 Wenyi Qin

We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…

Probability · Mathematics 2017-01-09 Neal Master , Zhengyuan Zhou , Nicholas Bambos

A service system with multiple types of customers, arriving as Poisson processes, is considered. The system has infinite number of servers, ranked by $1,2,3, \ldots$; a server rank is its ``location." Each customer has an independent…

Probability · Mathematics 2025-02-21 Alexander Stolyar

We consider a Markovian single-server retrial queueing system with a constant retrial rate. Conditions of null ergodicity and exponential ergodicity for the correspondent process, as well as bounds on the rate of convergence are obtained.

Probability · Mathematics 2015-11-17 Alexander Zeifman , Yacov Satin , Evsey Morozov , Ruslana Nekrasova , Andrey Gorshenin

A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…

Probability · Mathematics 2018-12-21 Dieter Armbruster , Simone Göttlich , Stephan Knapp

We analyze opportunistic schemes for transmission scheduling from one of $n$ homogeneous queues whose channel states fluctuate independently. Considered schemes consist of the LCQ policy, which transmits from a longest connected queue in…

Performance · Computer Science 2008-10-02 Murat Alanyali , Maxim Dashouk

This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…

Probability · Mathematics 2017-11-15 Dieter Fiems , Michel Mandjes , Brendan Patch

In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…

Machine Learning · Statistics 2025-05-07 Jung-hun Kim , Min-hwan Oh

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing…

Probability · Mathematics 2013-09-12 Qiang Zhen , Johan S. H. van Leeuwaarden , Charles Knessl

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We consider exponential single server queues with state-dependent arrival and service rates which evolve under influences of external environments. The transitions of the queues are influenced by the environment's state and the movements of…

Probability · Mathematics 2023-07-19 Sonja Otten , Ruslan Krenzler , Hans Daduna , Karsten Kruse

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…

Probability · Mathematics 2013-03-28 Richard G. Clegg