Similar Search Results

Stationary waiting time in parallel queues with synchronization

Olvera-Cravioto, Mariana; Lacedelli, Octavio Ruiz - In: Mathematics of operations research 46 (2021) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10012498080

A 2×2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$2~{\times }~2$$\end{document} random switching model and its dual risk model

Behme, Anita; Strietzel, Philipp Lukas - In: Queueing Systems 99 (2021) 1-2, pp. 27-64

In this article, a special case of two coupled M/G/1-queues is considered, where two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model, the asymptotic behavior of the workload buffer exceedance probabilities for the two single...

Persistent link: https://www.econbiz.de/10014501852

Exact multivariate workload asymptotics

Es-Saghouani, A.; Mandjes, M. - In: Mathematical Methods of Operations Research 78 (2013) 3, pp. 405-415

This short communication considers the workload process of a queue operating in slotted time, focusing on the (multivariate) distribution of the workloads at different points in time. In a many-sources framework exact asymptotics are determined, relying on large-deviations results for the sample...

Persistent link: https://www.econbiz.de/10010950097

Exact multivariate workload asymptotics

Es-Saghouani, A.; Mandjes, M. - In: Computational Statistics 78 (2013) 3, pp. 405-415

Persistent link: https://www.econbiz.de/10010759301

Asymptotics of the area under the graph of a Lévy-driven workload process

Blanchet, J.; Mandjes, Michel - In: Operations research letters 41 (2013) 6, pp. 730-736

Persistent link: https://www.econbiz.de/10010236009

Exact multivariate workload asymptotics

Es-Saghouani, A.; Mandjes, Michel - In: Mathematical methods of operations research 78 (2013) 3, pp. 405-415

Persistent link: https://www.econbiz.de/10010227444

Rare-event simulation for many-server queues

Blanchet, Jose; Lam, Henry - In: Mathematics of operations research 39 (2014) 4, pp. 1142-1178

Persistent link: https://www.econbiz.de/10010462154

Large deviations methods and the join-the-shortest-queue model

Ridder, Ad; Shwartz, Adam - 2005

We develop a methodology for studying ''large deviations type'' questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...

Persistent link: https://www.econbiz.de/10011343295