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In this note, we apply Stein's method to analyze the performance of general load balancing schemes in the many-server heavy-traffic regime. In particular, consider a load balancing system of $N$ servers and the distance of arrival rate to…

Probability · Mathematics 2020-04-28 Xingyu Zhou , Ness Shroff

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

Probability · Mathematics 2019-10-24 Song-Kyoo Kim , Chan Yeob Yeun

We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…

Probability · Mathematics 2010-03-31 Qiang Zhen , Charles Knessl

A mean-field extension of the queueing system \(GI/GI/1\) is considered. The process is constructed as a Markov solution of a martingale problem. Uniqueness in distribution is established under a bit different sets of assumptions on…

Probability · Mathematics 2018-12-04 Alexander Veretennikov

In this work, we study a class of mean-field linear quadratic Gaussian (LQG) problems. Under suitable conditions, explicit solutions of the distribution-dependent optimal control problems are obtained. Riccati systems are derived by…

Probability · Mathematics 2020-08-28 Yun Li , Qingshuo Song , Fuke Wu , George Yin

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…

Dynamical Systems · Mathematics 2022-11-23 Philip Doldo , Jamol Pender

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of…

Physics and Society · Physics 2012-06-05 Hang-Hyun Jo , Raj Kumar Pan , Kimmo Kaski

We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…

Probability · Mathematics 2015-08-11 Jose Blanchet , Jing Dong , Yanan Pei

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

Statistical Mechanics · Physics 2009-11-11 Tobias Prager , Lutz Schimansky-Geier

We study the effect of team and hierarchy on the waiting-time dynamics of priority-queue networks. To this end, we introduce generalized priority-queue network models incorporating interaction rules based on team-execution and hierarchy in…

Data Analysis, Statistics and Probability · Physics 2022-04-15 Won-kuk Cho , Byungjoon Min , K. -I. Goh , I. -M. Kim

We study systems with two classes of impatient customers who differ across the classes in their distribution of service times and patience times. The customers are served on a first-come, first served basis (FCFS) regardless of their class.…

Probability · Mathematics 2018-04-11 Ivo Adan , Brett Hathaway , Vidyadhar G. Kulkarni

Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…

Applications · Statistics 2023-02-23 Nikki Sonenberg , Victoria Volodina , Peter G. Challenor , Jim Q. Smith

The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

Active Queue Management (AQM) for mitigating Internet congestion has been addressed via various feedback control syntheses, among which P, PI, and PID regulators are quite popular and often associated to a Smith predictor. Here, to better…

Systems and Control · Electrical Eng. & Systems 2023-01-25 Céfric Join , Hugues Mounier , Emmanuel Delaleau , Michel Fliess

In this paper we consider a system with two carousels operated by one picker. The items to be picked are randomly located on the carousels and the pick times follow a phase-type distribution. The picker alternates between the two carousels,…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Ivo J. B. F. Adan , Jaap Wessels

In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…

Performance · Computer Science 2018-05-25 K. Kerobyan , R. Covington , R. Kerobyan , K. Enakoutsa

We study the microscopic time fluctuations of traffic-load and the global statistical properties of a dense traffic of particles on scale-free cyclic graphs. For a wide range of driving rates $R$ the traffic is stationary and the load…

Statistical Mechanics · Physics 2009-11-10 Bosiljka Tadic , Stefan Thurner , G. J. Rodgers

In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…

Probability · Mathematics 2020-01-01 Michel Mandjes , Nicos Starreveld , René Bekker