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This work considers a many-server queueing system in which customers with i.i.d., generally distributed service times enter service in the order of arrival. The dynamics of the system is represented in terms of a process that describes the…
We consider a large distributed service system consisting of $n$ homogeneous servers with infinite capacity FIFO queues. Jobs arrive as a Poisson process of rate $\lambda n/k_n$ (for some positive constant $\lambda$ and integer $k_n$). Each…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
Estimation of the service time distribution in the discrete-time $GI/G/\infty$-queue based solely on information on the arrival and departure processes is considered. The focus is put on the estimation approach via the so called "sequence…
We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or empty…
We consider polling models in the sense of Takagi (MIT Press, 1986). In our case, the feature of the server is that it may be forced to wait idly for new messages at an empty queue instead of switching to the next station. We propose four…
We analyze the service times of customers in a stable M/M/1 queue in equilibrium depending on their position in a busy period. We give the law of the service of a customer at the beginning, at the end, or in the middle of the busy period.…
In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a known value to an unknown and unobservable value at an unknown and unobservable disorder time. Our objective is to design an alarm…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
We study the steady-state delay performance of load balancing in large-scale systems with heterogeneous servers in the heavy-traffic regimes. The system consists of $N$ servers, each with a local buffer of size $b-1$, serving jobs in the…
In this article, we study the classical shortest queue problem under the influence of malicious attacks, which is relevant to a variety of engineering system including transportation, manufacturing, and communications. We consider a…
We consider a multi-server queueing system under the power-of-two policy with Poisson job arrivals, heterogeneous servers and a general job requirement distribution; each server operates under the first-come first-serve policy and there are…
We consider an infinite server queue where the arrival and the service rates are both modulated by a stochastic environment governed by an $S$-valued stochastic process $X$ that is ergodic with a limiting measure $\pi\in \mathcal{P}(S)$.…
A service system with multiple types of customers, arriving according to Poisson processes, is considered. The system is heterogeneous in that the servers also can be of multiple types. Each customer has an independent exponentially…
We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…
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…
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…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…