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In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

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

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…

Probability · Mathematics 2020-04-21 Onno Boxma , Mariska Heemskerk , Michel Mandjes

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

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

This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…

Probability · Mathematics 2017-12-13 H. M. Jansen , M. Mandjes , K. De Turck , S. Wittevrongel

In this paper, we will develop a tool to analyze polling systems with the autonomous-server, the time-limited, and the k-limited service discipline. It is known that these disciplines do not satisfy the well-known branching property in…

Probability · Mathematics 2009-10-06 Ahmad Al Hanbali , Roland de Haan , Richard J. Boucherie , Jan-Kees van Ommeren

This paper studies the heavy-traffic joint distribution of queue lengths in two stochastic processing networks (SPN), viz., an input-queued switch operating under the MaxWeight scheduling policy and a two-server parallel server system…

Probability · Mathematics 2023-09-19 Prakirt Raj Jhunjhunwala , Siva Theja Maguluri

We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…

Probability · Mathematics 2020-09-01 Yue Hu , Jing Dong , Ohad Perry

In this paper we consider a ring of $N\ge 1$ queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from queue to queue), there is a switch-over period and then the…

Probability · Mathematics 2015-05-22 Onno Boxma , Jevgenijs Ivanovs , Kamil Marcin Kosiński , Michel Mandjes

We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…

Probability · Mathematics 2013-04-09 Anup Biswas

We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate…

Probability · Mathematics 2023-02-15 H. Christian Gromoll , Katelynn D. Kochalski

As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming…

Performance · Computer Science 2013-05-16 Fabrice Guillemin , Alain Simonian

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…

In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…

Probability · Mathematics 2025-06-23 Ioannis Dimitriou

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

Probability · Mathematics 2020-10-28 Yanting Chen , Xinwei Bai , Richard J. Boucherie , Jasper Goseling

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter $\lambda$, is considered. These equations describe the…

Probability · Mathematics 2021-07-13 Rami Atar , Weining Kang , Haya Kaspi , Kavita Ramanan