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In this paper, we consider a discrete-time preemptive priority queue with different service rates for two classes of customers, one with high-priority and the other with low-priority. This model corresponds to the classical preemptive…

Probability · Mathematics 2014-10-30 Yang Song , Zaiming Liu , Hongshuai Dai

We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…

Machine Learning · Computer Science 2025-08-15 Jung-hun Kim , Milan Vojnovic

We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…

Probability · Mathematics 2011-11-09 Onno Boxma , Offer Kella , Kamil Marcin Kosinski

This paper examines the performance of multi-class multi-server bipartite queueing systems under a FCFS-ALIS service discipline, where each arriving customer is only compatible with a subset of servers. We analyze the system under…

Probability · Mathematics 2023-03-31 Lisa Aoki Hillas , Rene Caldentey , Varun Gupta

This paper introduces and analyzes the notion of throughput suboptimality for many-server queueing systems in heavy traffic. The queueing model under consideration has multiple customer classes, indexed by a finite set $\mathcal{I}$, and…

Probability · Mathematics 2009-06-15 Rami Atar , Gennady Shaikhet

This paper addresses heavy-tailed large deviation estimates for the distribution tail of functionals of a class of spectrally one-sided L\'evy process. Our contribution is to show that these estimates remain valid in a near-critical regime.…

Probability · Mathematics 2017-02-03 Bart Kamphorst , Bert Zwart

Bucket Sort is known to run in expected linear time when the input keys are distributed independently and uniformly at random in the interval $[0,1)$. The analysis holds even when a quadratic time algorithm is used to sort the keys in each…

Data Structures and Algorithms · Computer Science 2020-02-26 Ioana O. Bercea , Guy Even

Let $X = (X_1, X_2)$ be a 2-dimensional random variable and $X(n), n \in \mathbb{N}$ a sequence of i.i.d. copies of $X$. The associated random walk is $S(n)= X(1) + \cdots +X(n)$. The corresponding absorbed-reflected walk $W(n), n \in…

Probability · Mathematics 2022-06-10 Marc Peigné , Wolfgang Woess

We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and…

Probability · Mathematics 2015-09-22 Patrick Eschenfeldt , David Gamarnik

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 investigate waiting-time distributions (WTDs) of quantum jumps in continuously monitored quantum many-body systems, whose unconditional dynamics lead to the trivial infinite-temperature state. We demonstrate that the WTD of a half-chain…

Statistical Mechanics · Physics 2026-04-02 Kazuki Yamamoto , Ryusuke Hamazaki

In this paper, we explore the potential of server waiting before packet transmission in improving the Age of Information (AoI) in status update systems. We consider a non-preemptive queue with Poisson arrivals and independent general…

Information Theory · Computer Science 2019-04-23 Peng Zou , Omur Ozel , Suresh Subramaniam

Recently it was shown that, contrary to expectations, the First-Come-First-Served (FCFS) scheduling algorithm can be stochastically improved upon by a scheduling algorithm called {\it Nudge} for light-tailed job size distributions. Nudge…

Probability · Mathematics 2022-06-22 Benny Van Houdt

This paper studies a class of load balancing algorithms for many-server ($N$ servers) systems assuming finite buffer with size $b-1$ (i.e. a server can have at most one job in service and $b-1$ jobs in queue). We focus on steady-state…

Probability · Mathematics 2018-04-10 Xin Liu , Lei Ying

We consider a particle system studied by E. Brunet and B. Derrida, which evolves according to a branching mechanism with selection of the fittest keeping the population size fixed and equal to $N$. The particles remain grouped and move like…

Probability · Mathematics 2015-05-20 Francis Comets , Aser Cortines

We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate…

Probability · Mathematics 2017-02-08 H. Christian Gromoll , Bryce Terwilliger , Bert Zwart

We consider a processor shared $M/M/1$ queue that can accommodate at most a finite number $K$ of customers. We give an exact expression for the sojourn time distribution in the finite capacity model, in terms of a Laplace transform. We then…

Probability · Mathematics 2010-03-16 Qiang Zhen , Charles Knessl

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

This paper considers the problem of obtaining bounded time-average expected queue sizes in a single-queue system with a partial-feedback structure. Time is slotted; in slot $t$ the transmitter chooses a rate $V(t)$ from a continuous…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Mevan Wijewardena , Kamiar Asgari , Michael J. Neely

Let $\{X_i\}_{i\geq1}$ be an i.i.d. sequence of random variables and define, for $n\geq2$, \[T_n=\cases{n^{-1/2}\hat{\sigma}_n^{-1}S_n,\quad \hat{\sigma}_n>0,\cr 0,\quad \hat{\sigma}_n=0,}with S_n=\sum_{i=1}^nX_i,…

Statistics Theory · Mathematics 2011-02-11 Fredrik Jonsson
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