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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

In 1987, J.W. Cohen analyzed the so-called Serve the Longest Queue (SLQ) queueing system, where a single server attends two non-symmetric $M/G/1$-type queues, exercising a non-preemptive priority switching policy. Cohen further analyzed in…

Probability · Mathematics 2022-04-19 Efrat Perel , Nir Perel , Uri Yechiali

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

In this article we describe a method for carrying out Bayesian estimation for the double Pareto lognormal (dPlN) distribution which has been proposed as a model for heavy-tailed phenomena. We apply our approach to estimate the…

Applications · Statistics 2010-11-16 Pepa Ramirez-Cobo , Rosa E. Lillo , Simon Wilson , Michael P. Wiper

We consider an input queued switch operating under the MaxWeight scheduling algorithm. This system is interesting to study because it is a model for Internet routers and data center networks. Recently, it was shown that the MaxWeight…

Probability · Mathematics 2016-11-03 Siva Theja Maguluri , Sai Kiran Burle , R. Srikant

We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…

Optimization and Control · Mathematics 2007-05-23 Heng-Qing Ye , David D. Yao

We analyse Join-the-Shortest-Queue in a contemporary scaling regime known as the Non-Degenerate Slowdown regime. Join-the-Shortest-Queue (JSQ) is a classical load balancing policy for queueing systems with multiple parallel servers.…

Probability · Mathematics 2018-02-13 Varun Gupta , Neil Walton

We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…

Probability · Mathematics 2012-10-04 H. Christian Gromoll , Łukasz Kruk , Amber L. Puha

Consider a system with $K$ parallel queues in which the server for each queue processes jobs at rate $n$ and the total arrival rate to the system is $nK-\upsilon \sqrt{n}$ where $\upsilon \in (0, \infty)$ and $n$ is large. We study…

Probability · Mathematics 2024-02-16 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of L\'evy input, covering compound Poisson, $\alpha$-stable L\'evy motion (with $1<\alpha<2$), and Brownian…

Probability · Mathematics 2017-03-14 David T. Koops , Onno J. Boxma , Michel R. H. Mandjes

Cloud computing is emerging as an important platform for business, personal and mobile computing applications. In this paper, we study a stochastic model of cloud computing, where jobs arrive according to a stochastic process and request…

Performance · Computer Science 2012-06-07 Siva Theja Maguluri , R Srikant , Lei Ying

The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…

Probability · Mathematics 2015-02-13 Rahul Singh , Alexander Stolyar

This work considers a server that processes $J$ classes using the generalized processor sharing discipline with base weight vector $\alpha=(\alpha _1,...,\alpha_J)$ and redistribution weight vector $\beta=(\beta_1,...,\beta_J)$. The…

Probability · Mathematics 2008-01-28 Kavita Ramanan , Martin I. Reiman

Motivated by emerging applications in online matching platforms and marketplaces, we study a matching queue. Customers and servers that arrive in a matching queue depart as soon as they are matched. While state-dependent control is an…

Probability · Mathematics 2024-12-03 Sushil Mahavir Varma , Siva Theja Maguluri

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

In this thesis, we study the queueing systems with heterogeneous servers and service rate uncertainty under the Halfin-Whitt heavy traffic regime. First, we analyse many server queues with abandonments when service rates are i.i.d. random…

Probability · Mathematics 2018-12-04 Wenyi Qin

We address a single server queue control problem (QCP) in heavy traffic originating from Lee and Weerasinghe (2011). The state process represents the offered waiting time, the customer arrival has a state-dependent intensity, and the…

Optimization and Control · Mathematics 2025-07-18 Bowen Xie , Haoyu Yin

We consider a two-queue polling model with switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$) in each queue. The major benefit of the $k$-limited service discipline is that it -…

Probability · Mathematics 2016-03-07 Marko Boon , Erik Winands

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…

Networking and Internet Architecture · Computer Science 2010-07-27 Krishna Jagannathan , Mihalis Markakis , Eytan Modiano , John N. Tsitsiklis

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a…

Probability · Mathematics 2007-05-23 David Gamarnik , Assaf Zeevi