Related papers: A large-deviations analysis of the GI/GI/1 SRPT qu…

We consider the problem of scheduling to minimize mean response time in M/G/1 queues where only estimated job sizes (processing times) are known to the scheduler, where a job of true size $s$ has estimated size in the interval $[\beta s,…

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…

This paper studies the light-tailed asymptotics of the stationary tail probability vectors of a Markov chain of M/G/1 type. Almost all related studies have focused on the typical case, where the transition block matrices in the non-boundary…

This work studies the systematic organization of higher-order gravitational quadrupole tails using generalized unitarity methods imported from the study of scattering amplitudes. The first major result is a constructive algorithm for…

Approximations for the mean performance indices for the M/G/c queue rely on the approximate computation of the probability that an arriving request has to wait for service and of the minimum of residual service times if all servers are…

We consider an infinite-server queue into which customers arrive according to a Cox process and have independent service times with a general distribution. We prove a functional large deviations principle for the equilibrium queue length…

Extensive empirical studies show that the long distribution tail of travel time and the corresponding unexpected delay can have much more serious consequences than expected or moderate delay. However, the unexpected delay due to the…

We investigate the tail asymptotics of the response time distribution for the cancel-on-start (c.o.s.) and cancel-on-completion (c.o.c.) variants of redundancy-$d$ scheduling and the fork-join model with heavy-tailed job sizes. We present…

This paper studies the heavy-traffic (HT) behaviour of queueing networks with a single roving server. External customers arrive at the queues according to independent renewal processes and after completing service, a customer either leaves…

We numerically study the dynamics of the SIR disease model on small-world networks by using a large-deviation approach. This allows us to obtain the probability density function of the total fraction of infected nodes and of the maximum…

We consider a discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process for short) $\{(\boldsymbol{X}_n,J_n)\}$ on $\mathbb{Z}_+^2\times S_0$, where $\boldsymbol{X}_n=(X_{1,n},X_{2,n})$ is the level state, $J_n$ the phase…

Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…

We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess…

To accommodate Machine-type Communication (MTC) service, the wireless network needs to support low-delay and low-jitter data transmission, realizing delay deterministic wireless network. This paper analyzes the delay and jitter of the…

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

For the $M^{[X]}/M/1$ processor Sharing queue with batch arrivals, the sojourn time $\Omega$ of a batch is investigated. We first show that the distribution of $\Omega$ can be generally obtained from an infinite linear differential system.…

We focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the critical branching process with immigration $\{X_{n}\}$, when the offspring $\xi$ is regularly varying with index $\nu+1$ and the immigration $\eta$ is regularly varying with…

A "scheduled" arrival process is one in which the n th arrival is scheduled for time n, but instead occurs at a different time. The difference between the scheduled time and the arrival time is called the perturbation. The sequence of…