English
Related papers

Related papers: A large deviation principle for join the shortest …

200 papers

The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…

Probability · Mathematics 2025-03-06 Zhenhua Wang , Ruoyu Wu

A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…

Probability · Mathematics 2025-12-17 Anatolii A. Puhalskii

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…

Probability · Mathematics 2020-03-30 Justin Dean , Ayalvadi Ganesh , Edward Crane

We consider the coupling of a single server queue and a storage model defined as a Queue/Store model in Draief et al. 2004. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and…

Probability · Mathematics 2007-05-23 Moez Draief

This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general c\`{a}dl\`{a}g stochastic background process. To prove a large…

Probability · Mathematics 2015-02-04 H. M. Jansen , M. R. H. Mandjes , K. De Turck , S. Wittevrongel

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…

Probability · Mathematics 2025-08-12 Amarjit Budhiraja , Eric Friedlander , Ruoyu Wu

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,…

Networking and Internet Architecture · Computer Science 2016-04-07 Rukhsana Ruby , Victor C. M. Leung

Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…

Probability · Mathematics 2012-07-24 J. Blanchet , X. Chen , H. Lam

We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…

Probability · Mathematics 2007-05-23 Kurt Majewski

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…

Probability · Mathematics 2023-08-21 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

We are interested in analyzing the effect of bandwidth sharing for telecommunication networks. More precisely, we want to calculate which routes are bottlenecks by means of large deviations techniques. The method is illustrated in this…

Probability · Mathematics 2007-05-23 Franck Delcoigne , Arnaud de La Fortelle

For the M/M/1+M model at the law-of-large-numbers scale, the long run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large…

Probability · Mathematics 2020-04-14 Rami Atar , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…

Probability · Mathematics 2015-01-06 Alberto Chiarini , Markus Fischer

We study large-deviation principles for a model of wireless networks consisting of Poisson point processes of transmitters and receivers, respectively. To each transmitter we associate a family of connectable receivers whose…

Probability · Mathematics 2015-06-02 Christian Hirsch , Benedikt Jahnel , Paul Keeler , Robert I. A. Patterson

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

Probability · Mathematics 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

This work considers a many-server queueing system in which customers with i.i.d., generally distributed service times enter service in the order of arrival. The dynamics of the system is represented in terms of a process that describes the…

Probability · Mathematics 2007-08-08 Haya Kaspi , Kavita Ramanan

We prove that the long term distribution of the queue length process in an ergodic generalised Jackson network obeys the Large Deviation Principle with a deviation function given by the quasipotential. The latter is related to the unique…

Probability · Mathematics 2019-05-16 Anatolii A. Puhalskii

Queue length monitoring is a commonly arising problem in numerous applications such as queue management systems, scheduling, and traffic monitoring. Motivated by such applications, we formulate a queue monitoring problem, where there is a…

Data Structures and Algorithms · Computer Science 2025-04-28 Aditya Bhaskara , Sreenivas Gollapudi , Sungjin Im , Kostas Kollias , Kamesh Munagala

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result…

Probability · Mathematics 2010-03-17 James B. Martin , Balaji Prabhakar

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
‹ Prev 1 2 3 10 Next ›