English
Related papers

Related papers: Long time behavior of a stochastically modulated i…

200 papers

In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…

Probability · Mathematics 2021-11-25 Galina Zverkina , Mais Farkhadov

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…

Probability · Mathematics 2008-02-19 Pascal Moyal

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

For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…

Optimization and Control · Mathematics 2020-07-06 Li Xia , Xianping Guo , Xi-Ren Cao

A stochastic model for a mobile network is studied. Users enter the network, and then perform independent Markovian routes between nodes where they receive service according to the Processor-Sharing policy. Once their service requirement is…

Probability · Mathematics 2010-01-14 Florian Simatos , Danielle Tibi

We study the Multiserver-Job Queuing Model (MJQM) with general independent arrivals and service times under FCFS scheduling, using stochastic recurrence equations (SREs) and ergodic theory. We prove the monotonicity and separability…

Performance · Computer Science 2026-01-29 Francois Baccelli , Diletta Olliaro , Marco Ajmone Marsan , Andrea Marin

We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this service process can represent various service…

Probability · Mathematics 2013-08-29 Toshihisa Ozawa

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 long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

We consider a single-server cyclic polling system with three queues where the server follows an adaptive rule: if it finds one of queues empty in a given cycle, it decides not to visit that queue in the next cycle. In the case of limited…

Probability · Mathematics 2013-03-20 Natalia Chernova , Sergey Foss , Bara Kim

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Dynamical Systems · Mathematics 2019-12-03 Daniele Cappelletti , Abhishek Pal Majumder , Carsten Wiuf

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Probability · Mathematics 2016-08-16 Joke Blom , Koen De Turck , Michel Mandjes

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

Service time fluctuations heavily affect the performance of queueing systems, causing long waiting times and backlogs. Recently, it was shown that when service times are solely determined by the server, service resetting can mitigate the…

Probability · Mathematics 2024-10-08 Ofek Lauber Bonomo , Uri Yechiali , Shlomi Reuveni

This paper studies the steady-state properties of the Join the Shortest Queue model in the Halfin-Whitt regime. We focus on the process tracking the number of idle servers, and the number of servers with non-empty buffers. Recently,…

Probability · Mathematics 2019-06-12 Anton Braverman

We consider a service system model primarily motivated by the problem of efficient assignment of virtual machines to physical host machines in a network cloud, so that the number of occupied hosts is minimized. There are multiple input…

Optimization and Control · Mathematics 2012-06-05 Alexander Stolyar

This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…

Probability · Mathematics 2025-06-10 Hritika Gupta , Michel Mandjes , Liron Ravner , Jiesen Wang

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

We consider sojourn (or response) times in processor-shared queues that have a finite customer capacity. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we…

Probability · Mathematics 2013-09-12 Qiang Zhen , Charles Knessl