Related papers: Functional limit theorems for Gaussian-fed queuein…
We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Brownian bridge, as the number of events grows large, which relies…
We study distributed load balancing in bipartite queueing systems where frontends route jobs to heterogeneous backends with workload-dependent service rates. The system's connectivity -- governed by compatibility constraints such as data…
In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies. We establish that when subjected to a multi-scale heavy…
The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…
Motivated by application in wireless networks, cloud computing, data centers etc, Stochastic Processing Networks have been studied in the literature under various asymptotic regimes. In the heavy-traffic regime, the steady state mean queue…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
We consider multi-class single-server queueing networks that have a product form stationary distribution. A new limit result proves a sequence of such networks converges weakly to a stochastic flow level model. The stochastic flow level…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
We consider a stationary queueing process $Q_X$ fed by a centered Gaussian process $X$ with stationary increments and variance function satisfying classical regularity conditions. A criterion when, for a given function $f$, $\mathbb P…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…
We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
This paper studies the diffusion limit for a network of infinite-server queues operating under Markov modulation (meaning that the system's parameters depend on an autonomously evolving background process). In previous papers on (primarily…
We consider a sequence of single-server queueing models operating under a service policy that incorporates batches into processor sharing: arriving jobs build up behind a gate while waiting to begin service, while jobs in front of the gate…
We consider a switch operating under the MaxWeight scheduling algorithm, under any traffic pattern such that all the ports are loaded. This system is interesting to study since the queue lengths exhibit a multi-dimensional state-space…
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…
We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…
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…