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Related papers: Scaling limits for some Mittag-Leffler queues

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Heavy-traffic limit theory deals with queues that operate close to criticality and face severe queueing times. Let $W$ denote the steady-state waiting time in the ${\rm GI}/{\rm G}/1$ queue. Kingman (1961) showed that $W$, when…

Probability · Mathematics 2022-06-22 M. A. A. Boon , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

We present upper and lower bounds for the tail distribution of the stationary waiting time $D$ in the stable $GI/GI/s$ FCFS queue. These bounds depend on the value of the traffic load $\rho$ which is the ratio of mean service and mean…

Probability · Mathematics 2013-03-20 Sergey Foss , Dmitry Korshunov

We study the $G/\mathit{GI}/\infty$ queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem…

Probability · Mathematics 2015-04-22 Josh Reed , Rishi Talreja

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

Statistical Mechanics · Physics 2013-02-19 S. I. Denisov , Yu. S. Bystrik , H. Kantz

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

We consider a switched (queuing) network in which there are constraints on which queues may be served simultaneously; such networks have been used to effectively model input-queued switches and wireless networks. The scheduling policy for…

Probability · Mathematics 2014-09-04 D. Shah , N. S. Walton , Y. Zhong

Multiserver queueing systems are found at the core of a wide variety of practical systems. Many important multiserver models have a previously-unexplained similarity: identical mean response time behavior is empirically observed in the…

Performance · Computer Science 2022-06-14 Isaac Grosof , Mor Harchol-Balter , Alan Scheller-Wolf

This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a function of the (diffusively scaled) queue length. It is proved…

Probability · Mathematics 2025-12-18 Rami Atar , Masakiyo Miyazawa

We develop many-server asymptotics in the QED regime for models with admission control. The admission control, designed to reduce the incoming traffic in periods of congestion, scales with the size of the system. For a class of Markovian…

Probability · Mathematics 2013-07-05 A. J. E. M. Janssen , J. S. H. van Leeuwaarden , Jaron Sanders

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

Probability · Mathematics 2023-06-21 Prakirt Raj Jhunjhunwala , Daniela Hurtado-Lange , Siva Theja Maguluri

We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…

Probability · Mathematics 2019-03-19 Asaf Cohen

The growth of Machine-Type Communication (MTC) increases the relevance of queuing scenarios with deterministic service times. In this letter, we present a model for queues without waiting lines and with degenerate service time distributions…

Networking and Internet Architecture · Computer Science 2020-09-10 René Brandborg Sørensen , Jimmy Jessen Nielsen , Petar Popovski

This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…

Probability · Mathematics 2016-02-02 Mariska Heemskerk , Johan van Leeuwaarden , Michel Mandjes

Public transportation is a fundamental infrastructure for the daily mobility in cities. Although its capacity is prepared for the usual demand, congestion may rise when huge crowds concentrate in special events such as massive…

Physics and Society · Physics 2020-02-27 Aleix Bassolas , Riccardo Gallotti , Fabio Lamanna , Maxime Lenormand , Jose J. Ramasco

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

The focus of this paper is on the asymptotics of large-time numbers of customers in time-periodic Markovian many-server queues with customer abandonment in heavy traffic. Limit theorems are obtained for the periodic number-of-customers…

Probability · Mathematics 2014-06-03 Anatolii A. Puhalskii

Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Naoya Sazuka , Jun-ichi Inoue , Enrico Scalas

We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic…

Probability · Mathematics 2010-04-27 Rudolf Gorenflo

Setting traffic light signals is a classical topic in traffic engineering, and important in heavy-traffic conditions when green times become scarce and longer queues are inevitably formed. For the fixed-cycle traffic-light queue, an…

Optimization and Control · Mathematics 2022-08-12 Marko Boon , Guido Janssen , Johan van Leeuwaarden , Rik Timmerman

We study the critical behavior of the component sizes for the configuration model when the tail of the degree distribution of a randomly chosen vertex is a regularly-varying function with exponent $\tau-1$, where $\tau\in (3,4)$. The…

Probability · Mathematics 2020-12-22 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden , Sanchayan Sen
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