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This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…

Probability · Mathematics 2009-09-29 H. Christian Gromoll , Łukasz Kruk

This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…

Probability · Mathematics 2020-04-21 Onno Boxma , Mariska Heemskerk , Michel Mandjes

We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…

Probability · Mathematics 2015-10-29 Amber L. Puha

We are interested in a large queue in a $GI/G/k$ queue with heterogeneous servers. For this, we consider tail asymptotics and weak limit approximations for the stationary distribution of its queue length process in continuous time under a…

Probability · Mathematics 2017-03-10 Masakiyo Miyazawa

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…

Probability · Mathematics 2015-12-01 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…

Probability · Mathematics 2026-04-13 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

We characterize heavy-traffic process and steady-state limits for systems staffed according to the square-root safety rule, when the service requirements of the customers are perfectly correlated with their individual patience for waiting…

Probability · Mathematics 2020-09-01 Lun Yu , Ohad Perry

Atar and Miyazawa recently introduced a single server queue with queue length dependent arrival and service processes, and name it a multi-level queue. They prove that the heavy traffic limit of its queue length process weakly converges to…

Probability · Mathematics 2025-05-07 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

This paper studies the limiting behavior of a closed queueing network with multiple single-server and infinite-server stations. Under a heavy traffic asymptotic regime$\unicode{x2014}$where the number of jobs and single-server service rates…

Probability · Mathematics 2026-03-13 Amir A. Alwan , Barış Ata

This paper obtains logarithmic asymptotics of moderate deviations of the stochastic process of the number of customers in a many--server queue with generally distributed interarrival and service times in the Halfin--Whitt heavy traffic…

Probability · Mathematics 2025-01-29 Anatolii Puhalskii

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

We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…

Probability · Mathematics 2025-05-28 Masakiyo Miyazawa

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

Probability · Mathematics 2026-05-28 Eva H Loeser

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

We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…

Probability · Mathematics 2014-12-09 Harsha Honnappa , Rahul Jain , Amy R. Ward

In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…

Probability · Mathematics 2015-08-28 Wanyang Dai

This work considers a server that processes $J$ classes using the generalized processor sharing discipline with base weight vector $\alpha=(\alpha _1,...,\alpha_J)$ and redistribution weight vector $\beta=(\beta_1,...,\beta_J)$. The…

Probability · Mathematics 2008-01-28 Kavita Ramanan , Martin I. Reiman

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic
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