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We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…

Probability · Mathematics 2020-03-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

In this paper, we consider a new queueing model where queues balance themselves according to a mean field interaction with a time delay. Unlike other work with delayed information our model considers multi-server queues with customer…

Dynamical Systems · Mathematics 2021-12-14 Philip Doldo , Jamol Pender

We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing , E. M. M. Winands

We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…

Statistical Mechanics · Physics 2015-05-18 Vladimir Y. Chernyak , Michael Chertkov , David A. Goldberg , Konstantin Turitsyn

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 study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…

Probability · Mathematics 2019-03-19 Asaf Cohen

We study a form of noise-induced intermittence originated by an out of equilibrium process yielding events in time with a survival probability that in the case of an infinitely aged condition coincides with the Mittag-Leffler function. In…

Biological Physics · Physics 2022-07-07 David Lambert , Luigi Palatella , Paolo Grigolini

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing

This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\'{e}vy noise -…

Methodology · Statistics 2016-08-11 Almut E. D. Veraart

A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…

Computer Science and Game Theory · Computer Science 2021-12-21 Roberto Cominetti , José Correa , Neil Olver

A network of signalized intersections is modeled as a queuing network. The intersections are regulated by fixed-time (FT) controls, all with the same cycle length or period, $T$. Vehicles arrive from outside the network at entry links in a…

Dynamical Systems · Mathematics 2014-11-05 Ajith Muralidharan , Ramtin Pedarsani , Pravin Varaiya

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…

Networking and Internet Architecture · Computer Science 2010-07-27 Krishna Jagannathan , Mihalis Markakis , Eytan Modiano , John N. Tsitsiklis

In this paper, we introduce and study a time-changed variant of the Erlang queue with multiple arrivals where the time-changing component used is the first hitting time of a tempered stable subordinator. The system of fractional…

Probability · Mathematics 2025-09-30 Manisha Dhillon , Kuldeep Kumar Kataria

We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…

Probability · Mathematics 2010-04-27 Rudolf Gorenflo

We investigate the nonequilibrium dynamics of the nearest-neighbour Ising model subjected to stochastic resetting, where the system is intermittently returned to an initial configuration with magnetisation $m_0$, with the inter-reset times…

Statistical Mechanics · Physics 2026-02-18 Anagha V K , Apoorva Nagar

We consider a model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have…

Probability · Mathematics 2009-08-10 James B. Martin

We carry out a delay stability analysis (i.e., determine conditions under which expected steady-state delays at a queue are finite) for a simple 3-queue system operated under the Max-Weight scheduling policy, for the case where one of the…

Systems and Control · Computer Science 2012-07-25 Mihalis G. Markakis , Eytan Modiano , John N. Tsitsiklis

Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply…

Probability · Mathematics 2021-11-17 Nicos Georgiou , Enrico Scalas

This paper continues the study of equilibria for flows over time in the fluid queueing model recently considered by Koch and Skutella [10]. We provide a constructive proof for the existence and uniqueness of equilibria in the case of a…

Optimization and Control · Mathematics 2014-01-28 Roberto Cominetti , José R. Correa , Omar Larré

Recently, increasing empirical evidence indicates the extensive existence of heavy tails in the interevent time distributions of various human behaviors. Based on the queuing theory, the Barab\'asi model and its variations suggest the…

Physics and Society · Physics 2008-07-26 Xiao-Pu Han , Tao Zhou , Bing-Hong Wang