Related papers: L\'{e}vy-driven queuing networks in multi-scale li…
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,…
In this paper we propose two models describing the dynamics of heavy and light vehicles on a road network, taking into account the interactions between the two classes. The models are tailored for two-lane highways where heavy vehicles…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…
In this paper we derive a technique of obtaining limit theorems for suprema of L\'evy processes from their random walk counterparts. For each $a>0$, let $\{Y^{(a)}_n:n\ge 1\}$ be a sequence of independent and identically distributed random…
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…
In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…
We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…
In this paper we consider a ring of $N\ge 1$ queues served by a single server in a cyclic order. After having served a queue (according to a service discipline that may vary from queue to queue), there is a switch-over period and then the…
In this paper we investigate Gaussian queues in the light-traffic and in the heavy-traffic regime. The setting considered is that of a centered Gaussian process $X\equiv\{X(t):t\in\mathbb R\}$ with stationary increments and variance…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…
Our goal is to estimate the characteristic exponent of the input to a L\'evy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the…
In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and…
We consider a load balancing system consisting of $n$ single-server queues working in parallel, with heterogeneous service rates. Jobs arrive to a central dispatcher, which has to dispatch them to one of the queues immediately upon arrival.…
We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…
The Join-the-Shortest-Queue routing policy is studied in an asymptotic regime where the number of processors $n$ scales with the arrival rate. A large deviation principle (LDP) for the occupancy process is established, as $n\to \infty$, in…
We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers $\{e_q^{(i)}\}_{i=1,2,...}$ according to a spectrally positive L\'{e}vy process $Y(t)$ which is reflected at 0. When the exponential clock…