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In this paper, we study the weak convergence of the extremes of supercritical branching L\'evy processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. The result is drastically different…

Probability · Mathematics 2022-10-13 Yan-Xia Ren , Renming Song , Rui Zhang

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…

Probability · Mathematics 2020-12-22 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden , Sanchayan Sen

This paper develops a data-driven toolkit for traffic forecasting using high-resolution (a.k.a. event-based) traffic data. This is the raw data obtained from fixed sensors in urban roads. Time series of such raw data exhibit heavy…

Signal Processing · Electrical Eng. & Systems 2021-01-01 Wenqing Li , Chuhan Yang , Saif Eddin Jabari

We consider the classical problem of scheduling $n$ jobs with release dates on both single and identical parallel machines. We measure the quality of service provided to each job by its stretch, which is defined as the ratio of its response…

Data Structures and Algorithms · Computer Science 2014-06-27 Abhinav Srivastav , Denis Trystram

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

Parallel and distributed computing systems are foundational to the success of cloud computing and big data analytics. These systems process computational workflows in a way that can be mathematically modeled by a fork-and-join queueing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-15 Yun Zeng , Jian Tan , Cathy H. Xia

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

This note describes several open questions concerning scaling limits of queue-length processes of symmetric queues in heavy traffic, distinguishing between service-time distributions with finite and infinite variance.

Probability · Mathematics 2022-02-08 Bert Zwart

In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…

Strongly Correlated Electrons · Physics 2025-01-13 Chenyue Guo , Yuchen Bi

We study a single-server Markovian queueing model with $N$ customer classes in which priority is given to the shortest queue. Under a critical load condition, we establish the diffusion limit of the workload and queue length processes in…

Probability · Mathematics 2018-10-26 Rami Atar , Asaf Cohen

In this paper, we consider a load balancing system under a general pull-based policy. In particular, each arrival is randomly dispatched to one of the servers whose queue lengths are below a threshold, if there are any; otherwise, this…

Performance · Computer Science 2018-08-22 Xingyu Zhou , Jian Tan , Ness Shroff

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

Probability · Mathematics 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes

Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a network of two single-server nodes. We assume that the inter-arrival and the service times…

Probability · Mathematics 2017-01-13 Angelos Aveklouris , Maria Vlasiou , Jiheng Zhang , Bert Zwart

Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…

Probability · Mathematics 2012-05-07 Amarjit Budhiraja , Arka P. Ghosh

A scheduled arrival model is one in which customers are scheduled to arrive at constant interarrival times, but each customer actual arrival time is perturbed from her scheduled arrival time by a random perturbation. The sequence of…

Probability · Mathematics 2023-03-13 Victor F. Araman , Peter W. Glynn

The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…

Probability · Mathematics 2010-08-17 Clément Dombry , Ingemar Kaj

We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its…

Probability · Mathematics 2007-05-23 Misja Nuyens , Bert Zwart

We consider a GI/H/n queueing system. In this system, there are multiple servers in the queue. The inter-arrival time is general and independent, and the service time follows hyper-exponential distribution. Instead of stochastic…

Performance · Computer Science 2014-09-16 Yousi Zheng , Ness Shroff , Prasun Sinha

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

We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown. This regime is distinct from the well-studied heavy…

Probability · Mathematics 2014-03-24 Rami Atar , Itai Gurvich