English
Related papers

Related papers: Exact asymptotics for fluid queues fed by multiple…

200 papers

The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic…

Probability · Mathematics 2023-04-20 Sem Borst

Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic…

Probability · Mathematics 2011-04-08 Mariana Olvera-Cravioto , Jose Blanchet , Peter Glynn

We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail…

Probability · Mathematics 2016-11-25 Sergey Foss , Masakiyo Miyazawa

In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the $M/M/c$ queue, which is a two-dimensional queueing system with a discrete phase and a continuous level. We extend the kernel…

Probability · Mathematics 2018-07-10 Wendi Li , Yuanyuan Liu , Yiqiang Q. Zhao

We investigate the asymptotic behavior of the steady-state queue length distribution under generalized max-weight scheduling in the presence of heavy-tailed traffic. We consider a system consisting of two parallel queues, served by a single…

Networking and Internet Architecture · Computer Science 2010-07-27 Krishna Jagannathan , Mihalis Markakis , Eytan Modiano , John N. Tsitsiklis

We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

Probability · Mathematics 2016-04-05 Jose Blanchet , Karthyek Murthy

We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Arsalan Sharifnassab , John N. Tsitsiklis

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…

Probability · Mathematics 2015-02-13 Rahul Singh , Alexander Stolyar

This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…

Probability · Mathematics 2011-03-22 Mariana Olvera-Cravioto , Peter W. Glynn

In this paper, we consider an $N$-queue overloaded polling network attended by a single cyclically roving server. Upon the completion of his service, a customer is either routed to another queue or leaves the system. All the switches are…

Probability · Mathematics 2017-01-17 Zaiming Liu , Yuejiao Wang , Yuqing Chu , Yingqiu Li

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 the problem of packet scheduling in single-hop queueing networks, and analyze the impact of heavy-tailed traffic on the performance of Max-Weight scheduling. As a performance metric we use the delay stability of traffic flows: a…

Networking and Internet Architecture · Computer Science 2011-08-02 Mihalis G. Markakis , Eytan H. Modiano , John N. Tsitsiklis

One of the key performance measures in queueing systems is the exponential decay rate of the steady-state tail probabilities of the queue lengths. It is known that if a corresponding fluid model is stable and the stochastic primitives have…

Probability · Mathematics 2007-05-23 David Gamarnik , Sean Meyn

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

We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…

Probability · Mathematics 2016-05-23 Gianmarco Bet , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We consider a fluid queue where the input process consists of N identical sources that turn on and off at exponential waiting times. The server works at the constant rate c and an on source generates fluid at unit rate. This model was first…

Probability · Mathematics 2007-05-23 Diego Dominici , Charles Knessl

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

In many applications, significant correlations between arrivals of load-generating events make the numerical evaluation of the load of a system a challenging problem. Here, we construct very accurate approximations of the workload…

Probability · Mathematics 2014-05-02 Eleni Vatamidou , Ivo J. B. F. Adan , Maria Vlasiou , Bert Zwart

This short communication considers an infinite-server system with overdispersed input. The objective is to identify the exact tail asymptotics of the number of customers present at a given point in time under a specific scaling of the model…

Probability · Mathematics 2019-09-24 Mariska Heemskerk , Michel Mandjes
‹ Prev 1 2 3 10 Next ›