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We study the sojourn time in a queueing system with a single exponential server, serving a Poisson stream of customers in order of arrival. Service is provided at low or high rate, which can be adapted at exponential inspection times. When…

Probability · Mathematics 2015-11-05 Ivo Adan , Bernardo D'Auria

Fork-join network is a class of queueing networks with applications in manufactory, healthcare and computation systems. In this paper, we develop a simulation algorithm that (1) generates i.i.d. samples of the job sojourn time, jointly with…

Probability · Mathematics 2016-07-05 Xinyun Chen , Xianjun Shi

We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding…

Probability · Mathematics 2009-12-10 Rishi Talreja , Ward Whitt

In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 H. Lamba

This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…

Probability · Mathematics 2020-01-01 Michel Mandjes , Nicos Starreveld , René Bekker

This work introduces a model-based framework that reveals the idle opportunity of modern servers running latency-critical applications. Specifically, three queuing models, M/M/1, cxM/M/1, and M/M/c, are used to estimate the theoretical idle…

Hardware Architecture · Computer Science 2025-10-10 Georgia Antoniou , Haris Volos , Jawad Haj Yahya , Yiannakis Sazeides

We study the impact of service-time distributions on the distribution of the maximum queue length during a busy period for the M^X/G/1 queue. The maximum queue length is an important random variable to understand when designing the buffer…

Probability · Mathematics 2007-05-23 Ger Koole , Misja Nuyens , Rhonda Righter

In this paper, we present a stability criterion for Processor Sharing queues, in which the throughput may depend on the number of customers in the system (in such cases such as interferences between the users). Such a system is represented…

Probability · Mathematics 2008-03-18 Pascal Moyal

Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…

Probability · Mathematics 2012-07-24 J. Blanchet , X. Chen , H. Lam

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

We consider sojourn (or response) times in processor-shared queues that have a finite customer capacity. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we…

Probability · Mathematics 2013-09-12 Qiang Zhen , Charles Knessl

A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…

Probability · Mathematics 2012-04-30 Weining Kang , Kavita Ramanan

In the present paper, we study the evolution of an overloaded cyclic polling model that starts empty. Exploiting a connection with multitype branching processes, we derive fluid asymptotics for the joint queue length process. Under passage…

Probability · Mathematics 2014-10-24 Maria Frolkova , Sergey Foss , Bert Zwart

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

Networking and Internet Architecture · Computer Science 2015-06-16 Nico Becker , Markus Fidler

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Probability · Mathematics 2007-05-23 Rami Atar

We investigate in this paper the performance of a simple file sharing principle. For this purpose, we consider a system composed of N peers becoming active at exponential random times; the system is initiated with only one server offering…

Networking and Internet Architecture · Computer Science 2008-12-18 Florian Simatos , Philippe Robert , Fabrice Guillemin

Consider a first-come, first-served single server queue with an initial workload $x>0$ and customers who arrive according to an inhomogeneous Poisson process with rate function $\lambda:[0,\infty)\rightarrow[0,\lambda_h ]$ for some…

Probability · Mathematics 2025-03-18 Shreehari Anand Bodas , Royi Jacobovic

We study a general $k$ dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index $\alpha\in (0,1)$. When the arrival rate is sped up by a factor $n^\gamma$, the…

Probability · Mathematics 2021-06-21 Landy Rabehasaina

We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…

Optimization and Control · Mathematics 2025-09-09 Dongnuan Tian , Rob Shone