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We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers via the internet. Basic technical idea of…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Naoya Sazuka , Jun-ichi Inoue

We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…

Probability · Mathematics 2024-07-12 Serguei Popov

We investigate an optimal scheduling problem in a discrete-time system of L parallel queues that are served by K identical, randomly connected servers. Each queue may be connected to a subset of the K servers during any given time slot.…

Information Theory · Computer Science 2016-10-05 Hussein Al-Zubaidy , Ioannis Lambadaris , Yannis Viniotis

In a facility with front room and back room operations, it is useful to switch workers between the rooms in order to cope with changing customer demand. Assuming stochastic customer arrival and service times, we seek a policy for switching…

Artificial Intelligence · Computer Science 2011-11-02 Daria Terekhov , J. Christopher Beck

Polling systems with losses are useful mathematical objects that can model many practical systems like travelling salesman problem with recurrent requests. One of the less studied yet an important aspect in such systems is the disparity in…

Optimization and Control · Mathematics 2022-08-12 Vartika Singh , Veeraruna Kavitha

In this paper, we analyze the number of departures from an initially empty $M/M/\infty$ system in a finite time interval. We observe the system during an exponentially distributed period of time starting from the time origin. We then…

Probability · Mathematics 2023-03-20 Fabrice Guillemin

We consider the problem of preemptively scheduling jobs to minimize mean response time of an M/G/1 queue. When we know each job's size, the shortest remaining processing time (SRPT) policy is optimal. Unfortunately, in many settings we do…

Performance · Computer Science 2020-01-23 Ziv Scully , Mor Harchol-Balter , Alan Scheller-Wolf

Motivated by the work of Whitt, who studied stabilization of the mean virtual waiting time (excluding service time) in a $GI_t/GI_t/1/FCFS$ queue, this paper investigates the stabilization of the mean virtual response time in a…

Performance · Computer Science 2020-09-09 Yongkyu Cho , Young Myoung Ko

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

Probability · Mathematics 2016-09-09 Lam Nguyen , Alexander Stolyar

This paper studies the complexity of single-machine scheduling with an external resource, which is rented for a non-interrupted period. Jobs that need this external resource are executed only when the external resource is available. There…

Data Structures and Algorithms · Computer Science 2020-09-14 Dirk Briskorn , Morteza Davari , Jannik Matuschke

Airport security queues often suffer from inefficiencies that result in long wait times and decreased throughput, especially at peak departure time, affecting both passengers and airlines. This work addresses the problem of reassigning…

Systems and Control · Electrical Eng. & Systems 2024-07-02 Shangqing Cao , Aparimit Kasliwal , Masoud Reihanifar , Francesc Robuste , Mark Hansen

We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function is non-convex, first-order methods have been empirically…

Optimization and Control · Mathematics 2025-11-11 Xin Chen , Linwei Xin , Minda Zhao

Equilibrium G/M/1-FIFO waiting times are exponentially distributed, as first proved by Smith (1953). For other client-sorting policies, such generality is not feasible. Assume that interarrival times are constant. Symbolics for the…

Probability · Mathematics 2022-10-28 Steven Finch

In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V, E)-queue. Exact asymptotic rates of the loss probability…

Probability · Mathematics 2012-05-01 Yuanyuan Liu , Yiqiang Zhao

This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…

Probability · Mathematics 2018-03-05 Landy Rabehasaina , Jae-Kyung Woo

Understanding the detailed queueing behavior of a networking session is critical in enabling low-latency services over the Internet. Especially when the packet arrival and service rates at the queue of a link vary over time and moreover…

Networking and Internet Architecture · Computer Science 2017-04-25 Wonjun Hwang , Yoora Kim , Kyunghan Lee

We have introduced excluded volume effect, which is an important factor to model a realistic pedestrian queue, into queueing theory. The probability distributions of pedestrian number and pedestrian waiting time in a queue have been…

Physics and Society · Physics 2010-08-09 Daichi Yanagisawa , Akiyasu Tomoeda , Rui Jiang , Katsuhiro Nishinari

We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…

Information Theory · Computer Science 2016-03-08 Avhishek Chatterjee , Daewon Seo , Lav R. Varshney

While mobile edge computing (MEC) alleviates the computation and power limitations of mobile devices, additional latency is incurred when offloading tasks to remote MEC servers. In this work, the power-delay tradeoff in the context of task…

Networking and Internet Architecture · Computer Science 2017-10-03 Chen-Feng Liu , Mehdi Bennis , H. Vincent Poor

We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…

Applications · Statistics 2020-08-05 Michael Lin , Nuno C. Martins , Richard J. La