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We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…

Probability · Mathematics 2015-10-29 Amber L. Puha

In this article, we study a non-uniform distribution on permutations biased by their number of records that we call \emph{record-biased permutations}. We give several generative processes for record-biased permutations, explaining also how…

Probability · Mathematics 2026-04-01 Mathilde Bouvel , Cyril Nicaud , Carine Pivoteau

We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…

Probability · Mathematics 2020-11-10 Jacopo Borga , Erik Slivken

In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…

Probability · Mathematics 2013-04-30 Masakiyo Miyazawa

The problem of increased queueing delays in the Internet motivates the study of currently implemented transport protocols and active queue management (AQM) policies. We study Compound TCP (default protocol in Windows) with Random Early…

Networking and Internet Architecture · Computer Science 2019-07-16 Sreelakshmi Manjunath , Gaurav Raina

Using the recently developed notion of permutation limits this paper derives the limiting distribution of the number of fixed points and cycle structure for any convergent sequence of random permutations, under mild regularity conditions.…

Probability · Mathematics 2016-07-14 Sumit Mukherjee

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

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

Given two independent point processes and a certain rule for matching points between them, what is the fraction of matched points over infinitely long streams? In many application contexts, e.g., secure networking, a meaningful matching…

Information Theory · Computer Science 2016-11-17 Stefano Marano , Vincenzo Matta , Ting He , Lang Tong

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

We use a natural ordered extension of the Chinese Restaurant Process to grow a two-parameter family of binary self-similar continuum fragmentation trees. We provide an explicit embedding of Ford's sequence of alpha model trees in the…

Probability · Mathematics 2009-09-25 Jim Pitman , Matthias Winkel

The growth of Machine-Type Communication (MTC) increases the relevance of queuing scenarios with deterministic service times. In this letter, we present a model for queues without waiting lines and with degenerate service time distributions…

Networking and Internet Architecture · Computer Science 2020-09-10 René Brandborg Sørensen , Jimmy Jessen Nielsen , Petar Popovski

We consider an infinite-server queue into which customers arrive according to a Cox process and have independent service times with a general distribution. We prove a functional large deviations principle for the equilibrium queue length…

Probability · Mathematics 2020-03-30 Justin Dean , Ayalvadi Ganesh , Edward Crane

We consider a queueing system with $n$ parallel queues operating according to the so-called "supermarket model" in which arriving customers join the shortest of $d$ randomly selected queues. Assuming rate $n\lambda_{n}$ Poisson arrivals and…

Probability · Mathematics 2017-01-19 Patrick Eschenfeldt , David Gamarnik

We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…

Probability · Mathematics 2025-11-03 Chang Feng , John J. Hasenbein , Guodong Pang

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 study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…

Information Theory · Computer Science 2007-07-13 George M. Gemelos , Tsachy Weissman

We consider sojourn or response times in processor-shared queues that have a finite population of potential users. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in…

Probability · Mathematics 2013-09-12 Qiang Zhen , Charles Knessl

Change-point detection (CPD) aims to locate abrupt transitions in the generative model of a sequence of observations. When Bayesian methods are considered, the standard practice is to infer the posterior distribution of the change-point…

Machine Learning · Statistics 2019-10-23 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez