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Optimal Oblivious Priority Queues and Offline Oblivious RAM
Oblivious RAM Oblivious Priority Queue
2019/3/4
In this work, we present the first asymptotically optimal oblivious priority queue, which matches the lower bound of Jacob, Larsen, and Nielsen (SODA'19). Our construction is conceptually simple, stat...
We consider the problem of optimal matching with queues in dynamic systems and investigate the value-of-information.In such systems, the operators match tasks and resources stored in queues, with the ...
Heavy-Traffic Extreme-Value Limits for Queues
extreme values queues maximum waiting time diffusion approximations
2015/7/8
We consider the maximum waiting time among the first n customers in the GI/G/1 queue. We use strong approximations to prove, under regularity conditions, convergence of the normalized maximum wait to ...
Estimating Tail Probabilities in Queues via Extremal Statistics
Extreme values queues regenerative processes rare events estimation asymptotics
2015/7/8
We study the estimation of tail probabilities in a queue via a semi-parametric estimator based on the maximum value of the workload, observed over the sampled time interval. Logarithmic consistency an...
Rare-Event Simulation for Infinite Server Queues
Rare-Event Simulation Infinite Server Queues
2015/7/8
We discuss rare-event simulation methodology for computing tail probabilities for infinite-server queues. Our theoretical discussion also offers some new simulation insights into the change-of-measure...
Optimal Control of Parallel Queues with Batch Service
Optimal Control Parallel Queues Batch Service
2015/7/8
We consider the problem of dynamic allocation of a single server with batch processing capability to a set of parallel queues. Jobs from different classes cannot be processed together in the same batc...
This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems is for critically lo...
This work considers a many-server queueing system in which impatient customers with i.i.d., generally distributed service times and i.i.d., generally distributed patience times enter service in the o...
A Multi-mode, Multi-class Dynamic Network Model With Queues For Advanced Transportation Information Systems
Multi-class Dynamic Network Model Advanced Transportation Information Systems Queues
2009/9/29
In this paper we propose a composite Variational Inequality formulation for modeling multi-mode, multi-class stochastic dynamic user equilibrium problem in recurrent congestion networks with queues. T...
Queues with breakdowns and customer discouragement
Queues with breakdowns customer discouragement
2009/9/23
This paper considers an M/M/I queue with service
breakdowns and customer discouragement. Each of the customers
present in the system at the time of a breakdown may become
discouraged and leave with...
In [12] it was proved that the process of waiting times
for single server queues is asymptotically stationary if
(1) a generic process X = (Xkk, 2 1) is asymptotically stationary,
(2) X satisfies c...
Heavy-tailed dependent queues in heavy traffic
Levy process stable distribution stationary process heavy trafic queueing systems
2009/9/21
The paper studies G/G/l queues with heavy-tailed probability
distributions of the service times and/or the interarrival times.
It relies on the fact that the heavy traffic limiting distribution of t...
TIGHTNESS OF STATIONARY WAITING TIMES IN HEAVY TRAFFIC FOR GI/GI/1 QUEUES WITH THICK TAILS
LBvy process queueing systems heavy traffic stationary waiting time tightness
2009/9/18
Recently, a Heavy Traffic Invariance Principle was
proposed by Szczotka and Woyczyliski to characterize the heavy traffic
limiting distribution of normalized stationary waiting times of
G/G/l queue...
Martingale proofs of many-server heavy-traffic limits for Markovian queues
multiple-server queues many-server heavy-traffic limits for queues diffusion approximations martingales functional central limit theorems
2009/5/18
This is an expository review paper illustrating the “martin- gale method” for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximatio...
On the Behavior of LIFO Preemptive Resume Queues in Heavy Traffic
LIFO queue heavy traffic measure-valued process branching feedback Wiener-Hopf factorization
2009/5/4
This paper studies heavy traffic behavior of a G/G/1 last-in-first-out (LIFO) preemptive resume queue, by extending the techniques developed in Limic (1999). The queue length process exhibits a perhap...