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相关论文: Tail asymptotics for monotone-separable networks

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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, which was first introduced to derive the stability region for stochastic…

概率论 · 数学 2017-11-29 Francois Baccelli , Sergey Foss

In the context of communication networks, the framework of stochastic event graphs allows a modeling of control mechanisms induced by the communication protocol and an analysis of its performances. We concentrate on the logarithmic tail…

概率论 · 数学 2007-05-23 Marc Lelarge

Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: the retrial queueing systems with priority. This type of queueing system is…

概率论 · 数学 2019-01-17 Bin Liu , Yiqiang Q. Zhao

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

In this paper, we consider a discrete-time preemptive priority queue with different service rates for two classes of customers, one with high-priority and the other with low-priority. This model corresponds to the classical preemptive…

概率论 · 数学 2014-10-30 Yang Song , Zaiming Liu , Hongshuai 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)…

We study the tail asymptotic of the stationary joint queue length distribution for a generalized Jackson network (GJN for short), assuming its stability. For the two station case, this problem has been recently solved in the logarithmic…

概率论 · 数学 2017-11-10 Masakiyo Miyazawa

We study the asymptotics of the stationary sojourn time Z of a "typical customer" in a tandem of single-server queues. It is shown that, in a certain "intermediate" region of light-tailed service time distributions, Z may take a large value…

概率论 · 数学 2011-11-29 S. G. Foss

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…

概率论 · 数学 2017-03-10 Masakiyo Miyazawa

We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…

概率论 · 数学 2020-09-29 Masakiyo Miyazawa

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

概率论 · 数学 2013-03-20 Sergey Foss , Dmitry Korshunov

We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

概率论 · 数学 2016-04-05 Jose Blanchet , Karthyek Murthy

We consider a Generalised Jackson Network with finitely many servers, a renewal input and $i.i.d.$ service times at each queue. We assume the network to be stable and, in addition, the distribution of the inter-arrival times to have…

概率论 · 数学 2025-07-01 Sergey Foss , Masakiyo Miyazawa , Linglong Yuan

In this paper, we study the asymptotic behavior of the tail probability of the number of customers in the steady-state $M/G/1$ retrial queue with Bernoulli schedule, under the assumption that the service time distribution has a regularly…

概率论 · 数学 2019-04-16 Bin Liu , Yiqiang Q. Zhao

We consider a single-server GI/GI/1 queueing system with feedback. We assume the service times distribution to be (intermediate) regularly varying. We find the tail asymptotics for a customer's sojourn time in two regimes: the customer…

概率论 · 数学 2018-08-01 Sergey Foss , Masakiyo Miyazawa

This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality…

概率论 · 数学 2013-12-30 Hiroyuki Masuyama

We consider the $\Delta_{(i)}/G/1$ queue, in which a a total of $n$ customers independently demand service after an exponential time. We focus on the case of heavy-tailed service times, and assume that the tail of the service time…

We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail…

概率论 · 数学 2016-11-25 Sergey Foss , Masakiyo Miyazawa

When an explicit expression for a probability distribution function $F(x)$ can not be found, asymptotic properties of the tail probability function $\bar{F}(x)=1-F(x)$ are very valuable, since they provide approximations or bounds for…

概率论 · 数学 2019-04-16 Bin Liu , Yiqiang Q. Zhao

We are concerned with an $M/M$-type join the shortest queue ($M/M$-JSQ for short) with $k$ parallel queues for an arbitrary positive integer $k$, where the servers may be heterogeneous. We are interested in the tail asymptotic of the…

概率论 · 数学 2013-04-30 Masahiro Kobayashi , Yutaka Sakuma , Masakiyo Miyazawa
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