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We study the load balancing system operating under Join the Shortest Queue (JSQ) in the many-server heavy-traffic regime. If $N$ is the number of servers, we let the difference between the total service rate and the total arrival rate be…

Probability · Mathematics 2022-08-25 Daniela Hurtado-Lange , Siva Theja Maguluri

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

Compared to basic fork-join queues, a job in (n, k) fork-join queues only needs its k out of all n sub-tasks to be finished. Since (n, k) fork-join queues are prevalent in popular distributed systems, erasure coding based cloud storages,…

Performance · Computer Science 2018-08-10 Huajin Wang , Jianhui Li , Zhihong Shen , Yuanchun Zhou

Due to the widespread applicability of discrete-time queues in wireless networks or telecommunication systems, this paper analyzes an infinite-buffer batch-service queue with single and multiple vacation where customers/messages arrive…

Probability · Mathematics 2020-05-25 N Nandy , S Pradhan

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

We study the impact of service-time distributions on the distribution of the maximum queue length during a busy period for the M^X/G/1 queue. The maximum queue length is an important random variable to understand when designing the buffer…

Probability · Mathematics 2007-05-23 Ger Koole , Misja Nuyens , Rhonda Righter

The paper studies a closed queueing network containing two types of node. The first type (server station) is an infinite server queueing system, and the second type (client station) is a single server queueing system with autonomous…

Probability · Mathematics 2021-07-01 Vyacheslav M. Abramov

Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This…

Probability · Mathematics 2015-07-28 Vijay Kamble , Jean Walrand

We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a wider scope of applications. It is known ([20, 18]) that the…

Probability · Mathematics 2021-02-10 Chihoon Lee , Amy R. Ward , Heng-Qing Ye

Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct highly accurate approximations of the workload distribution of…

Probability · Mathematics 2014-05-02 Eleni Vatamidou , Ivo J. B. F. Adan , Maria Vlasiou , Bert Zwart

We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate lambda at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of…

Probability · Mathematics 2010-02-23 Alexander Stolyar

Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Naoya Sazuka , Jun-ichi Inoue , Enrico Scalas

We study a single server queue operating under the shortest remaining processing time (SRPT) scheduling policy; that is, the server preemptively serves the job with the shortest remaining processing time first. In this work we are…

Probability · Mathematics 2023-11-07 Sayan Banerjee , Amarjit Budhiraja , Amber L. Puha

We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…

Probability · Mathematics 2018-08-23 Refael Hassin , Liron Ravner

Using a result of Blanchet and Wallwater (2015: Exact sampling of stationary and time-reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative drift random walk queue endowed with independent and identically…

Probability · Mathematics 2019-06-06 Jose Blanchet , Yanan Pei , Karl Sigman

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

Statistical Mechanics · Physics 2011-12-30 S. I. Denisov , S. B. Yuste , Yu. S. Bystrik , H. Kantz , K. Lindenberg

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…

Probability · Mathematics 2015-05-19 Yang Song , Zaiming Liu , Yiqiang Q. Zhao

Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…

Probability · Mathematics 2019-02-05 Andrew Daw , Jamol Pender

Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process $\{Q(t); t \geq 0\}$, departure process $\{D(t); t \geq…

Probability · Mathematics 2022-06-20 Andrew Daw , Brian Fralix , Jamol Pender