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This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…

Probability · Mathematics 2025-06-10 Hritika Gupta , Michel Mandjes , Liron Ravner , Jiesen Wang

We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into…

Methodology · Statistics 2021-01-01 Azam Asanjarani , Yoni Nazarathy , Peter Taylor

To consider a high-dimensional random process, we propose a notion about stochastic tensor-valued random process (TRP). In this work, we first attempt to apply a generic chaining method to derive tail bounds for all p-th moments of the…

Probability · Mathematics 2023-02-02 Shih-Yu Chang

Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the…

Statistics Theory · Mathematics 2017-10-03 Victor Chernozhukov

We calculate asymptotics of the distribution of the number of customers in orbit in a two-class priority retrial $M/G/1$-type queueing model. In this model, priority customers wait in line while non-priority customers join an orbit and…

Probability · Mathematics 2018-01-23 Joris Walraevens , Dieter Claeys , Tuan Phung-Duc

In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…

Probability · Mathematics 2015-04-07 Jinbiao Wu , Yi Peng , Zaiming Liu

Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…

Probability · Mathematics 2013-07-24 Sarat Babu Moka , Sandeep Juneja

Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ taking the steps $(1,0)$, $(-1,1)$ and $(0,-1)$ with probabilities $\lambda < (\mu_1\neq \mu_2)$; in particular, $X$ is assumed stable. Let $\tau_n$ be the first time $X$ hits…

Probability · Mathematics 2018-01-16 Ali Devin Sezer

Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…

Probability · Mathematics 2026-03-03 Wei You

Extreme quantile treatment effects (eQTEs) measure the causal impact of a treatment on the tails of an outcome distribution and are central for studying rare, high-impact events. Standard QTE methods often fail in extreme regimes due to…

Methodology · Statistics 2026-03-25 Mengran Li , Daniela Castro-Camilo

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

Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…

Probability · Mathematics 2024-11-13 Eliran Sherzer

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 say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Arsalan Sharifnassab , John N. Tsitsiklis

In this paper, we consider how to provide fast estimates of flow-level tail latency performance for very large scale data center networks. Network tail latency is often a crucial metric for cloud application performance that can be affected…

Networking and Internet Architecture · Computer Science 2022-10-03 Kevin Zhao , Prateesh Goyal , Mohammad Alizadeh , Thomas E. Anderson

This paper provides a mathematical framework for estimation of the service time distribution and the expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process, in the case of partial…

Statistics Theory · Mathematics 2018-05-29 A. Goldenshluger , D. T. Koops

Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…

Numerical Analysis · Mathematics 2012-11-30 Sergei M. Ermakov , Nikolai K. Krivulin

In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-23 Kuang Xu

Minimizing waiting time for tasks waiting in the queue for execution is one of the important scheduling cri-teria which took a wide area in scheduling preemptive tasks. In this paper we present Changeable Time Quan-tum (CTQ) approach…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-03-30 Samih Mohemmed Mostafa

We develop accurate approximations of the delay distribution of the MArP/G/1 queue that cap- ture the exact tail behavior and provide bounded relative errors. Motivated by statistical analysis, we consider the service times as a mixture of…

Probability · Mathematics 2014-05-21 Eleni Vatamidou , Ivo J. B. F. Adan , Maria Vlasiou , Bert Zwart