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In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

Probability · Mathematics 2024-09-24 Rami Atar , Tomoyuki Ichiba

We consider an overloaded multiclass nonidling first-in-first-out single-server queue with abandonment. The interarrival times, service times, and deadline times are sequences of independent and identically, but generally distributed random…

Probability · Mathematics 2013-11-18 Otis B. Jennings , Amber L. Puha

We study the performance of random linear network coding for time division duplexing channels with Poisson arrivals. We model the system as a bulk-service queue with variable bulk size. A full characterization for random linear network…

Information Theory · Computer Science 2009-03-26 Daniel E. Lucani , Muriel Médard , Milica Stojanovic

We consider a processor sharing queue where the number of jobs served at any time is limited to $K$, with the excess jobs waiting in a buffer. We use random counting measures on the positive axis to model this system. The limit of this…

Probability · Mathematics 2012-07-02 Jiheng Zhang , J. G. Dai , Bert Zwart

In this note we prove that the speed of convergence of the workload of a L\'evy-driven queue to the quasi-stationary distribution is of order $1/t$. We identify also the Laplace transform of the measure giving this speed and provide some…

Probability · Mathematics 2017-11-15 Z. Palmowski , M. Vlasiou

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

Probability · Mathematics 2015-10-02 Jori Selen , Ivo J. B. F. Adan , Johan S. H. van Leeuwaarden

We study a two-stage tandem service queue attended by two servers. Each job-server pair must complete both service phases together, with the server unable to begin a new job until the current one is fully processed after two stages.…

Optimization and Control · Mathematics 2026-01-21 Shuwen Lu , Jamol Pender , Mark E. Lewis

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

Probability · Mathematics 2026-05-28 Eva H Loeser

We analyze the time-dependent behavior of an $M/M/c$ priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace…

Probability · Mathematics 2017-03-17 Jori Selen , Brian Fralix

To improve the routing decisions of individual drivers and the management policies designed by traffic operators, one needs reliable estimates of travel time distributions. Since congestion caused by both recurrent patterns (e.g., rush…

Physics and Society · Physics 2022-10-13 Nikki Levering , Marko Boon , Michel Mandjes

Atar and Miyazawa recently introduced a single server queue with queue length dependent arrival and service processes, and name it a multi-level queue. They prove that the heavy traffic limit of its queue length process weakly converges to…

Probability · Mathematics 2025-05-07 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

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 studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a function of the (diffusively scaled) queue length. It is proved…

Probability · Mathematics 2025-12-18 Rami Atar , Masakiyo Miyazawa

This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…

Probability · Mathematics 2019-01-31 Liron Ravner , Onno Boxma , Michel Mandjes

We compute the stationary performance metrics of a single server $M^X/G/1$ queue under a class of generalized processor-sharing scheduling policies that are proposed by Grishechkin. This class of processor-sharing policies allow service…

Probability · Mathematics 2021-03-18 Yingdong Lu

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

Information Theory · Computer Science 2018-11-07 Ori Shmuel , Asaf Cohen , Omer Gurewitz

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let $W$ denote the steady-state waiting time in the ${\rm GI}/{\rm G}/1$ queue. Kingman (1961) showed that $W$, when…

Probability · Mathematics 2022-06-22 M. A. A. Boon , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

Consider a single server queue with renewal arrivals and i.i.d. service times in which the server operates under a processor sharing service discipline. To describe the evolution of this system, we use a measure valued process that keeps…

Probability · Mathematics 2007-05-23 H. Christian Gromoll