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In this paper, we introduce a nonlinear stochastic model to describe the propagation of information inside a computer processor. In this model, a computational task is divided into stages, and information can flow from one stage to another.…

Probability · Mathematics 2024-11-26 Mohammad Daneshvar , Richard C. Barnard , Cory Hauck , Ilya Timofeyev

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…

Probability · Mathematics 2015-11-13 Andrei Sleptchenko , Jori Selen , Ivo Adan , Geert-Jan van Houtum

We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…

Probability · Mathematics 2023-08-29 Ulises Fidalgo

This paper presents a second-order heavy traffic analysis of a single server queue that processes customers having deadlines using the earliest-deadline-first scheduling policy. For such systems, referred to as real-time queueing systems,…

Probability · Mathematics 2007-05-23 Łukasz Kruk , John Lehoczky , Steven Shreve

We consider the problem of service rate control of a single server queueing system with a finite-state Markov-modulated Poisson arrival process. We show that the optimal service rate is non-decreasing in the number of customers in the…

Optimization and Control · Mathematics 2013-07-11 Ravi Kumar , Mark E. Lewis , Huseyin Topaloglu

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…

Probability · Mathematics 2015-04-07 Liu Zaiming , Chen Gang , Wu Jinbiao

Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…

Optimization and Control · Mathematics 2018-04-25 Tonghoon Suk , Xinchang Wang

A heterogeneous closed network with one-server queues with finite capacity and one infinite-server queue is studied. A target application is bike-sharing systems. Heterogeneity is taken into account through clusters whose queues have the…

Adaptation and Self-Organizing Systems · Physics 2014-05-26 Christine Fricker , Nicolas Servel

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…

Trading and Market Microstructure · Quantitative Finance 2014-09-05 Weibing Huang , Charles-Albert Lehalle , Mathieu Rosenbaum

We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate lambda at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of…

Probability · Mathematics 2010-02-23 Alexander Stolyar

We study the multiserver-job setting in the load-focused multilevel scaling limit, where system load approaches capacity much faster than the growth of the number of servers $n$. We consider the ``1 and $n$'' system, where each job requires…

Performance · Computer Science 2026-04-01 Isaac Grosof , Hayriye Ayhan

We study single-machine scheduling of jobs, each belonging to a job type that determines its duration distribution. We start by analyzing the scenario where the type characteristics are known and then move to two learning scenarios where…

Machine Learning · Computer Science 2023-06-02 Nadav Merlis , Hugo Richard , Flore Sentenac , Corentin Odic , Mathieu Molina , Vianney Perchet

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

Probability · Mathematics 2019-10-24 Song-Kyoo Kim , Chan Yeob Yeun

In the literature of Round-Robin scheduling scheme, each job is processed, one after the another after giving a fix quantum. In case of First-come first-served, each process is executed, if the previously arrived processed is completed.…

Networking and Internet Architecture · Computer Science 2010-06-15 D. Shukla , Saurabh Jain , Rahul Singhai , R. K. Agarwal

This paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any…

Probability · Mathematics 2016-02-22 H. Thorsdottir , I. M. Verloop

We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Ramya Burra , Chandramani Singh , Joy Kuri

In this paper, we introduce two deterministic models aimed at capturing the dynamics of congested Internet connections. The first model is a continuous-time model that combines a system of differential equations with a sudden change in one…

Networking and Internet Architecture · Computer Science 2007-05-23 Ian Frommer , Eric Harder , Brian Hunt , Ryan Lance , Edward Ott , James Yorke

We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…

Probability · Mathematics 2017-02-08 H. Christian Gromoll , Bryce Terwilliger , Bert Zwart