中文
相关论文

相关论文: On Gaussian Limits and Large Deviations for Queues…

200 篇论文

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.…

概率论 · 数学 2010-03-31 Qiang Zhen , Charles Knessl

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,…

概率论 · 数学 2026-01-21 Bihan Chatterjee , Siva Theja Maguluri , Debankur Mukherjee

We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…

概率论 · 数学 2016-07-18 Xin Liu

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

Using a result of Blanchet and Wallwater (2015: Exact sampling of stationary and time-reversed queues. ACM TOMACS, 25, 26) for exactly simulating the maximum of a negative drift random walk queue endowed with independent and identically…

概率论 · 数学 2019-06-06 Jose Blanchet , Yanan Pei , Karl Sigman

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…

This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (two-node) tandem queue, fed by a large number of Gaussian…

概率论 · 数学 2007-05-23 Michel Mandjes , Miranda van Uitert

We introduce a framework and develop a theory of transitory queueing models. These are models that are not only non-stationary and time-varying but also have other features such as the queueing system operates over finite time, or only a…

概率论 · 数学 2014-12-09 Harsha Honnappa , Rahul Jain , Amy R. Ward

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

概率论 · 数学 2017-08-22 Harsha Honnappa , Rahul Jain

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…

概率论 · 数学 2016-11-09 Marko Boon , Rob van der Mei , Erik Winands

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,…

概率论 · 数学 2026-04-13 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

In this paper, we consider a $G_t/G_t/\infty$ infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluctuating stochastic process, which arguably takes into account…

概率论 · 数学 2020-04-13 Harsha Honnappa , Yiran Liu , Samy Tindel , Aaron Yip

We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…

概率论 · 数学 2022-04-12 Yoni Nazarathy , Zbigniew Palmowski

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

概率论 · 数学 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

统计力学 · 物理学 2011-09-09 Cyril Furtlehner , Jean-Marc Lasgouttes

Various empirical and theoretical studies indicate that cumulative network traffic is a Gaussian process. However, depending on whether the intensity at which sessions are initiated is large or small relative to the session duration tail,…

概率论 · 数学 2010-12-08 Luis Lopez-Oliveros , Sidney I. Resnick

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…

概率论 · 数学 2020-03-26 Ward Whitt , Wei You

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

概率论 · 数学 2018-12-07 Abhishek , Marko Boon , Rudesindo Núñez-Queija

We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…

概率论 · 数学 2017-12-06 Reza Aghajani , Kavita Ramanan

We consider a two-node tandem queueing network in which the upstream queue is GI/GI/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. To…

概率论 · 数学 2018-10-01 H. Christian Gromoll , Bryce Terwilliger , Bert Zwart