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相关论文: Bridges and networks: Exact asymptotics

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Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a…

概率论 · 数学 2018-12-13 Haralambie Leahu , Michel Mandjes

We consider a service system where agents are invited on-demand. Customers arrive exogenously as a Poisson process and join a customer queue upon arrival if no agent is available. Agents decide to accept or decline invitations after some…

概率论 · 数学 2015-10-27 Guodong Pang , Alexander L. Stolyar

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

概率论 · 数学 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci

We study a general $k$ dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index $\alpha\in (0,1)$. When the arrival rate is sped up by a factor $n^\gamma$, the…

概率论 · 数学 2021-06-21 Landy Rabehasaina

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

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

A class of queueing networks which may have an arbitrary topology, and consist of single-server fork-join nodes with both infinite and finite buffers is examined to derive a representation of the network dynamics in terms of max-plus…

最优化与控制 · 数学 2012-12-05 Nikolai K. Krivulin

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…

概率论 · 数学 2007-05-23 Marc Lelarge

In this note we consider a Markov chain formed by a finite system of interacting birth-and-death processes on a finite state space. We study an asymptotic behaviour of the Markov chain as its state space becomes large. In particular, we…

概率论 · 数学 2016-11-14 Vadim Shcherbakov , Anatoly Yambartsev

Contemporary technological challenges often involve many degrees of freedom in a distributed or networked setting. Three aspects are notable: the variables are usually associated with the nodes of a graph with limited communication…

统计力学 · 物理学 2017-08-30 Nicolas Allegra , Bassam Bamieh , Partha P. Mitra , Clément Sire

This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that…

概率论 · 数学 2011-07-18 A. B. Dieker , J. Warren

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a…

概率论 · 数学 2007-05-23 David Gamarnik , Assaf Zeevi

We consider the model of a token-based joint auto-scaling and load balancing strategy, proposed in a recent paper by Mukherjee, Dhara, Borst, and van Leeuwaarden (SIGMETRICS '17, arXiv:1703.08373), which offers an efficient scalable…

概率论 · 数学 2020-02-27 Debankur Mukherjee , Alexander Stolyar

A class A of labelled graphs is bridge-addable if for all graphs G in A and all vertices u and v in distinct connected components of G, the graph obtained by adding an edge between u and u is also in A; the class A is monotone if for all G…

组合数学 · 数学 2011-10-04 Louigi Addario Berry , Colin McDiarmid , Bruce Reed

This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…

概率论 · 数学 2011-03-22 Mariana Olvera-Cravioto , Peter W. Glynn

This paper studies a 2-class, 2-server parallel server system under the recently introduced extended heavy traffic condition, which states that the underlying 'static allocation' linear program (LP) is critical, but does not require that it…

最优化与控制 · 数学 2022-07-19 Rami Atar , Eyal Castiel , Marty Reiman

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

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

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

概率论 · 数学 2016-03-21 Mikael Petersson

Schr\"{o}dinger bridge is a diffusion process that steers a given distribution to another in a prescribed time while minimizing the effort to do so. It can be seen as the stochastic dynamical version of the optimal mass transport, and has…

最优化与控制 · 数学 2024-10-29 Alexis M. H. Teter , Wenqing Wang , Abhishek Halder

Adaptive social networks, in which nodes and network structure co-evolve, are often described using a mean-field system of equations for the density of node and link types. These equations constitute an open system due to dependence on…

统计力学 · 物理学 2015-06-15 Maxim S. Shkarayev , Leah B. Shaw