Related papers: Heavy-traffic single-server queues and the transfo…
We generalize the phase transition model studied in [R. Colombo. Hyperbolic phase transition in traffic flow.\ SIAM J.\ Appl.\ Math., 63(2):708-721, 2002], that describes the evolution of vehicular traffic along a one-lane road. Two…
In this paper, by the singular-perturbation technique, we investigate the heavy-traffic behavior of a priority polling system consisting of three M/M/1 queues with threshold policy. It turns out that the scaled queue-length of the…
Hypotheses and some results of the three-phase traffic theory by the author are compared with results of the fundamental diagram approach to traffic flow theory. A critical discussion of model results about congested pattern features which…
For families of random walks $\{S_k^{(a)}\}$ with $\mathbf E S_k^{(a)} = -ka < 0$ we consider their maxima $M^{(a)} = \sup_{k \ge 0} S_k^{(a)}$. We investigate the asymptotic behaviour of $M^{(a)}$ as $a \to 0$ for asymptotically stable…
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…
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…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…
Recent work in decentralized, schedule-driven traffic control has demonstrated the ability to significantly improve traffic flow efficiency in complex urban road networks. However, in situations where vehicle volumes increase to the point…
The Laplace transform is a widely used tool in the study of probability distributions, often allowing for a probability density functions and distribution functions simpler determination and being a moments generating function. In this…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…
This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
Various empirical and theoretical studies indicate that cumulative network traffic is a Gaussian process. However, depending on whether the intensity at which sessions are initiated is large or small relative to the session duration tail,…
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…
This paper presents a heavy-traffic analysis of the behavior of a single-server queue under an Earliest-Deadline-First (EDF) scheduling policy in which customers have deadlines and are served only until their deadlines elapse. The…
In this paper, we consider a load balancing system under a general pull-based policy. In particular, each arrival is randomly dispatched to one of the servers whose queue lengths are below a threshold, if there are any; otherwise, this…
In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…
We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function is non-convex, first-order methods have been empirically…
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…