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As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming…

Performance · Computer Science 2013-05-16 Fabrice Guillemin , Alain Simonian

In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…

Probability · Mathematics 2015-12-02 Stephen B. Connor , Wilfrid S. Kendall

In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 H. Lamba

In this paper we investigate an M/M/$\infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to…

Probability · Mathematics 2011-04-27 B. D'Auria

We consider a processor shared $M/M/1$ queue that can accommodate at most a finite number $K$ of customers. We give an exact expression for the sojourn time distribution in the finite capacity model, in terms of a Laplace transform. We then…

Probability · Mathematics 2010-03-16 Qiang Zhen , Charles Knessl

This paper calculates transient distributions of a special class of Markov processes with continuous state space and in continuous time, up to an explicit error bound. We approximate specific queues on R with one-sided L\'evy input, such as…

Probability · Mathematics 2025-04-03 Fabian Michel , Markus Siegle

Ensuring the conformance of a service system's end-to-end delay to service level agreement (SLA) constraints is a challenging task that requires statistical measures beyond the average delay. In this paper, we study the real-time prediction…

Performance · Computer Science 2020-07-01 Majid Raeis , Ali Tizghadam , Alberto Leon-Garcia

The presented study elaborates a multi-server priority queueing model considering the pre-emptive repeat policy and phase-type distribution (PH) for retrial process. The incoming heterogeneous calls are categorized as handoff calls and new…

Optimization and Control · Mathematics 2021-08-03 Raina Raj , Vidyottama Jain

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…

Computation · Statistics 2023-05-15 Alfred Kume , Tomonari Sei , Andrew T. A. Wood

In this paper, a new variant of Round Robin (RR) algorithm is proposed which is suitable for soft real time systems. RR algorithm performs optimally in timeshared systems, but it is not suitable for soft real time systems. Because it gives…

Operating Systems · Computer Science 2011-05-10 Rakesh Mohanty , H. S. Behera , Khusbu Patwari , Monisha Dash , M. Lakshmi Prasanna

The bike sharing systems are fast increasing as a public transport mode in urban short trips, and have been developed in many major cities around the world. A major challenge in the study of bike sharing systems is that large-scale and…

Probability · Mathematics 2016-12-05 Quan-Lin Li , Chang Chen , Rui-Na Fan , Liang Xu , Jing-Yu Ma

The stationary higher-order Markov process for circular data is considered. We employ the mixture transition distribution (MTD) model to express the transition density of the process on the circle. The underlying circular transition…

Methodology · Statistics 2024-11-12 Hiroaki Ogata , Takayuki Shiohama

Distributed computing systems implement redundancy to reduce the job completion time and variability. Despite a large body of work about computing redundancy, the analytical performance evaluation of redundancy techniques in queuing systems…

Information Theory · Computer Science 2022-01-05 Amir Behrouzi-Far , Emina Soljanin

The drift method was recently developed to study queueing systems in steady-state. It was successfully used to obtain bounds on the moments of the scaled queue lengths, that are asymptotically tight in heavy-traffic, in a wide variety of…

Probability · Mathematics 2022-01-12 Daniela Hurtado-Lange , Siva Theja Maguluri

We obtain an explicit representation for the Laplace transform of the waiting time for a wide class of distributions by solving the Wiener-Hopf factorization problem via the Hadamard product theorem. Under broad conditions it is shown that…

Probability · Mathematics 2014-12-04 Michael L. Wenocur

In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tailed probability vector)…

Probability · Mathematics 2013-05-27 Quan-Lin Li

The subject of this paper is the problem of estimating service time distribution of the $M/G/\infty$ queue from incomplete data on the queue. The goal is to estimate $G$ from observations of the queue--length process at the points of the…

Statistics Theory · Mathematics 2015-08-04 A. Goldenshluger

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing

Explicit results are derived using simple and exact methods for the joint and marginal queue-length distributions for the M/M/c queue with two non-preemptive priority levels. Equal service rates are assumed. Two approaches are considered.…

Probability · Mathematics 2023-09-19 Josef Zuk , David Kirszenblat

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

Probability · Mathematics 2013-02-26 Andrea Monsellato