English
Related papers

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

200 papers

Distributions with a heavy tail are difficult to estimate. If the design of a scheduling policy is sensitive to the details of heavy tail distributions of the service times, an approximately optimal solution is difficult to obtain. This…

Probability · Mathematics 2015-07-28 Vijay Kamble , Jean Walrand

The main contribution of this paper is to prove the subexponential tail equivalence of the stationary queue length distributions in the BMAP/GI/1 queues with and without retrials. We first present a stochastic-decomposition-like result of…

Probability · Mathematics 2014-07-08 Hiroyuki Masuyama

A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework contains several classical queueing network models, including generalized…

Probability · Mathematics 2007-05-23 Marc Lelarge

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

Probability · Mathematics 2009-08-21 Henrik Hult , Gennady Samorodnitsky

We study a single server queue operating under the shortest remaining processing time (SRPT) scheduling policy; that is, the server preemptively serves the job with the shortest remaining processing time first. In this work we are…

Probability · Mathematics 2023-11-07 Sayan Banerjee , Amarjit Budhiraja , Amber L. Puha

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 consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…

Probability · Mathematics 2010-03-31 Qiang Zhen , Charles Knessl

Estimation of the service time distribution in the discrete-time $GI/G/\infty$-queue based solely on information on the arrival and departure processes is considered. The focus is put on the estimation approach via the so called "sequence…

Statistics Theory · Mathematics 2014-09-19 Sebastian Schweer , Cornelia Wichelhaus

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 calculate asymptotics of the distribution of the number of customers in orbit in a two-class priority retrial $M/G/1$-type queueing model. In this model, priority customers wait in line while non-priority customers join an orbit and…

Probability · Mathematics 2018-01-23 Joris Walraevens , Dieter Claeys , Tuan Phung-Duc

Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…

Probability · Mathematics 2026-03-03 Wei You

We prove a heavy traffic scaling limit for a shortest remaining processing time queue. We are interested in the case where the processing time distribution has a tail that decays rapidly, i.e., has light tails. In particular, we revisit the…

Probability · Mathematics 2023-11-07 Chunxu Ji , Amber L. Puha

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

This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…

Probability · Mathematics 2009-09-29 H. Christian Gromoll , Łukasz Kruk

We consider a join-the-shortest-queue model which is as follows. There are $K$ single FIFO servers and $M$ arrival processes. The customers from a given arrival process can be served only by servers from a certain subset of all servers. The…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii , Alexander A. Vladimirov

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

We simulate queues of activity in a directed sandpile automaton in 1+1 dimensions by adding grains at the top row with driving rate $0 < r \leq 1$. The duration of elementary avalanches is exactly described by the distribution $P_1(t) \sim…

Statistical Mechanics · Physics 2009-10-31 Bosiljka Tadic , Vyatcheslav Priezzhev

Motivated by the work of Whitt, who studied stabilization of the mean virtual waiting time (excluding service time) in a $GI_t/GI_t/1/FCFS$ queue, this paper investigates the stabilization of the mean virtual response time in a…

Performance · Computer Science 2020-09-09 Yongkyu Cho , Young Myoung Ko

We study the stationary sojourn time distribution in an M/G/1 queue operating under heavy traffic. It is known that the sojourn time converges to an exponential distribution in the limit. Our focus is on obtaining pre-asymptotic,…

Probability · Mathematics 2026-01-21 Bihan Chatterjee , Siva Theja Maguluri , Debankur Mukherjee

Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct highly accurate approximations of the workload distribution of…

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