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相关论文: Large deviations for acyclic networks of queues wi…

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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 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…

概率论 · 数学 2017-08-21 Peter W. Glynn , Harsha Honnappa

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,…

网络与互联网体系结构 · 计算机科学 2016-04-07 Rukhsana Ruby , Victor C. M. Leung

We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…

概率论 · 数学 2025-03-24 Nikolai Kriukov , Krzysztof Dȩbicki , Michel Mandjes

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…

概率论 · 数学 2007-05-23 Kurt Majewski

This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…

概率论 · 数学 2020-01-01 Michel Mandjes , Nicos Starreveld , René Bekker

We consider the FCFS $GI/GI/n$ queue in the Halfin-Whitt heavy traffic regime, and prove bounds for the steady-state probability of delay (s.s.p.d.) for generally distributed processing times. We prove that there exist $\epsilon_1,…

概率论 · 数学 2016-09-02 David A. Goldberg

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

概率论 · 数学 2018-11-29 J. Gajda , A. Wylomanska , H. Kantz , A. V. Chechkin , G. Sikora

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…

概率论 · 数学 2019-05-16 Anatolii A. Puhalskii

We study a queueing network with a single shared server, that serves the queues in a cyclic order according to the gated service discipline. External customers arrive at the queues according to independent Poisson processes. After…

概率论 · 数学 2014-09-11 Marko Boon , Rob van der Mei , Erik Winands

Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…

概率论 · 数学 2018-06-05 Kamil Demirberk Ünlü , Ali Devin Sezer

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…

概率论 · 数学 2015-08-28 Wanyang Dai

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT)…

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…

概率论 · 数学 2007-05-23 David Gamarnik , Sean Meyn

We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…

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

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 study a heavily overloaded single-server queue with abandonment and derive bounds on stationary tail probabilities of the queue length. As the abandonment rate $\gamma \downarrow 0$, the centered-scaled queue length $\tilde{q}$ is known…

概率论 · 数学 2026-03-20 Zedong Wang , Siva Theja Maguluri

We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…

机器学习 · 计算机科学 2019-06-28 Nguyen Q. Tran , Oleksii Abramenko , Alexander Jung

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…

概率论 · 数学 2012-07-24 J. Blanchet , X. Chen , H. Lam

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…

概率论 · 数学 2015-02-13 Rahul Singh , Alexander Stolyar
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