相关论文: Moderate deviations of many-server queues in the H…

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…

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…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

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

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

We consider the FCFS $\mathit{GI}/\mathit{GI}/n$ queue in the so-called Halfin-Whitt heavy traffic regime. We prove that under minor technical conditions the associated sequence of steady-state queue length distributions, normalized by…

We consider queueing systems with n parallel queues under a Join the Shortest Queue (JSQ) policy in the Halfin-Whitt heavy traffic regime. We use the martingale method to prove that a scaled process counting the number of idle servers and…

This paper studies a class of load balancing algorithms for many-server ($N$ servers) systems assuming finite buffer with size $b-1$ (i.e. a server can have at most one job in service and $b-1$ jobs in queue). We focus on steady-state…

A many-server heavy-traffic FCLT is proved for the $G_t/M/s_t+\mathit {GI}$ queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment…

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…

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…

In order to obtain Markov heavy-traffic approximations for infinite-server queues with general non-exponential service-time distributions and general arrival processes, possibly with time-varying arrival rates, we establish heavy-traffic…

A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…

We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…

The Join-the-Shortest Queue (JSQ) policy is a classical benchmark for the performance of many-server queueing systems due to its strong optimality properties. While the exact analysis of the JSQ policy is an open question to date, even…

We consider a stochastic network with mobile users in a heavy-traffic regime. We derive the scaling limit of the multi-dimensional queue length process and prove a form of spatial state space collapse. The proof exploits a recent result by…

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…

We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…

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…