In this paper we investigate Gaussian queues in the light-traffic and in the heavy-traffic regime. Let \(Q^{(c)}_{X}\equiv\{Q^{(c)}_{X}(t):t\ge0\}\) denote a stationary buffer content process for a fluid queue fed by the centered Gaussian process X≡{X(t):t∈ℝ} with stationary increments, X(0)=0, continuous sample paths and variance function σ 2(⋅). The system is drained at a...

This paper considers a Lévy-driven queue (i.e., a Lévy process reflected at 0), and focuses on the distribution of M(t), that is, the minimal value attained in an interval of length t (where it is assumed that the queue is in stationarity at the beginning of the interval). The first contribution is an explicit characterization of this distribution, in terms of Laplace transforms...

The areas under the workload process and under the queueing process in a single-server queue over the busy period have many applications not only in queueing theory but also in risk theory or percolation theory. We focus here on the tail behaviour of distribution of these two integrals. We present various open problems and conjectures, which are supported by partial results for...

In the present paper we address two open problems concerning polling systems, viz., queueing systems consisting of multiple queues attended by a single server that visits the queues one at a time. The first open problem deals with a system consisting of two queues, one of which has gated service, while the other receives 1-limited service. The second open problem concerns polling...

We introduce a novel class of tandem queueing networks which arise in modeling the congestion behavior of wireless multi-hop networks with distributed medium access control. These models provide valuable insight in how the network performance in terms of throughput depends on the back-off mechanism that governs the competition among neighboring nodes for access to the medium. The...

We consider a queueing model where documents are simultaneously transferred over a communication network. The bandwidth allocated to each document transfer is assumed to be the solution of a utility optimization problem. Under a natural stability condition and under the assumption that document arrivals are Poisson and that document sizes are independent exponential distributions...

We present three challenging open problems that originate from the analysis of the asymptotic behavior of Gaussian fluid queueing models. In particular, we address the problem of characterizing the correlation structure of the stationary buffer content process, the speed of convergence to stationarity, and analysis of an asymptotic constant associated with the stationary buffer...

We study optimal allocation of servers for a system with multiple service facilities and with a shared pool of servers. Each service facility poses a constraint on the maximum expected sojourn time of a job. A central decision maker can dynamically allocate servers to each facility, where adding more servers results in faster processing speeds but against higher utilization costs...

In this paper a stochastic process involving two-sided jumps and a continuous downward drift is studied. In the context of ruin theory, the model can be interpreted as the surplus process of a business enterprise which is subject to constant expense rate over time along with random gains and losses. On the other hand, such a stochastic process can also be viewed as a queueing...

Motivated by service levels in terms of the waiting-time distribution seen, for instance, in call centers, we consider two models for systems with a service discipline that depends on the waiting time. The first model deals with a single server that continuously adapts its service rate based on the waiting time of the first customer in line. In the second model, one queue is...

We describe a queuing model where service is allocated as a function of queue sizes. We consider allocations policies that are insensitive to service requirements and have a maximal stability region. We take a limit where the queuing model becomes congested. We study how service is allocated under this limit. We demonstrate that the only possible limit allocation is one that...

Motivated by applications in biological systems, we show for certain multiclass queueing networks that time-dependent distributions for the multiclass queue-lengths can have a factorized form which reduces the problem of computing such distributions to a similar problem for related single-class queueing networks. We give an example of the application of this result to an...

In this paper we derive a technique for obtaining limit theorems for suprema of Lévy processes from their random walk counterparts. For each a>0, let \(\{Y^{(a)}_{n}:n\ge1\}\) be a sequence of independent and identically distributed random variables and \(\{X^{(a)}_{t}:t\ge0\}\) be a Lévy process such that \(X_{1}^{(a)}\stackrel{d}{=}Y_{1}^{(a)}\), \(\mathbb{E}X_{1}^{(a)}<0\) and...

In this paper, we study the transient behavior of a level dependent single server queuing system with a waiting room of finite size during the busy period. The focus is on the level dependent PH/PH/1/K queue. We derive in closed form the joint transform of the length of the busy period, the number of customers served during the busy period, and the number of losses during the...

This paper presents a novel technique for deriving asymptotic expressions for the occurrence of rare events for a random walk in the quarter plane. In particular, we study a tandem queue with Poisson arrivals, exponential service times and coupled processors. The service rate for one queue is only a fraction of the global service rate when the other queue is non-empty; when one...

In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this model we study the joint queue length distribution at polling epochs and at the server’s departure epochs. We also study the marginal queue...

Consider a multiclass stochastic network with state-dependent service rates and arrival rates describing bandwidth-sharing mechanisms as well as admission control and/or load balancing schemes. Given Poisson arrival and exponential service requirements, the number of customers in the network evolves as a multi-dimensional birth-and-death process on a finite subset of ℕ k . We...

We consider a single-stage queuing system where arrivals and departures are modeled by point processes with stochastic intensities. An arrival incurs a cost, while a departure earns a revenue. The objective is to maximize the profit by controlling the intensities subject to capacity limits and holding costs. When the stochastic model for arrival and departure processes are...

We consider a system of parallel queues with Poisson arrivals and exponentially distributed service requirements. The various queues are coupled through their service rates, causing a complex dynamic interaction. Specifically, the system consists of one primary queue and several secondary queues whose service rates depend on whether the primary queue is empty or not. Conversely...

We consider a G/M/1 queue with restricted accessibility in the sense that the maximal workload is bounded by 1. If the current workload V t of the queue plus the service time of an arriving customer exceeds 1, only 1−V t of the service requirement is accepted. We are interested in the distribution of the idle period, which can be interpreted as the deficit at ruin for a risk...

We consider an M/G/1 queue with subexponential service times. We give a simple derivation of the global and local asymptotics for the busy period. Our analysis relies on the explicit formula for the joint distribution for the number of customers and the length of the busy period of an M/G/1 queue.

In this paper we consider a single-server polling system with switch-over times. We introduce a new service discipline, mixed gated/exhaustive service, that can be used for queues with two types of customers: high and low priority customers. At the beginning of a visit of the server to such a queue, a gate is set behind all customers. High priority customers receive priority in...

The performance evaluation of wireless networks is severely complicated by the specific features of radio communication, such as highly variable channel conditions, interference issues, and possible hand-offs among base stations. The latter elements have no natural counterparts in wireline scenarios, and create a need for novel performance models that account for the impact of...