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This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in…

Probability · Mathematics 2012-01-10 Krzysztof Debicki , Kamil Marcin Kosinski , Michel Mandjes

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

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

Some important results on the variance of the $M|G|\infty$ queue busy period are presented. Often, this parameter depends on the whole structure of the service time distribution. So, the importance of the bounds presented, depending only on…

Probability · Mathematics 2022-10-12 Manuel Alberto M. Ferreira

Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D}\subset \mathbb{R}^d$. In this article, we characterize the measurable second order random fields $U = (U(x))_{x\in\mathcal{D}}$ whose sample…

Analysis of PDEs · Mathematics 2023-01-18 Iain Henderson , Pascal Noble , Olivier Roustant

We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…

Information Theory · Computer Science 2016-03-08 Avhishek Chatterjee , Daewon Seo , Lav R. Varshney

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

Probability · Mathematics 2018-01-29 Łukasz Treszczotko

Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…

Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…

Applications · Statistics 2023-02-23 Nikki Sonenberg , Victoria Volodina , Peter G. Challenor , Jim Q. Smith

We analyze the Two Level Processor Sharing (TLPS) scheduling discipline with the hyper-exponential job size distribution and with the Poisson arrival process. TLPS is a convenient model to study the benefit of the file size based…

Networking and Internet Architecture · Computer Science 2007-06-13 Konstantin Avrachenkov , Patrick Brown , Natalia Osipova

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…

Probability · Mathematics 2017-05-02 Marko Boon , Onno Boxma , Offer Kella , Masakiyo Miyazawa

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo J. B. F. Adan , Stella Kapodistria , Johan S. H. van Leeuwaarden

The bike sharing systems are fast increasing as a public transport mode in urban short trips, and have been developed in many major cities around the world. A major challenge in the study of bike sharing systems is that large-scale and…

Probability · Mathematics 2016-12-05 Quan-Lin Li , Chang Chen , Rui-Na Fan , Liang Xu , Jing-Yu Ma

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

Probability · Mathematics 2014-08-04 Marko Boon , Rob van der Mei , Erik Winands

We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its…

Probability · Mathematics 2007-05-23 Misja Nuyens , Bert Zwart

In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…

Probability · Mathematics 2015-12-02 Stephen B. Connor , Wilfrid S. Kendall

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

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing

Value distribution and uniqueness problems of difference operator of an entire function have been investigated in this article. This research shows that a finite ordered entire function $ f $ when sharing a set $ \mathcal{S}=\{\alpha(z),…

Complex Variables · Mathematics 2020-07-30 Molla Basir Ahamed
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