Exact tail asymptotics in a priority queue—characterizations of the non-preemptive model

This is a companion paper to Li and Zhao (Queueing Syst. 63:355–381, 2009) recently published in Queueing Systems, in which the classical preemptive priority queueing system was considered. In the current paper we consider the classical non-preemptive priority queueing system with two classes of independent Poisson customers and a single exponential server serving the two classes of customers at possibly different rates. A complete characterization of the regions of system parameters for exact tail asymptotics is obtained through an analysis of generating functions. This is done for the joint stationary distribution of the queue length of the two classes of customers, for the two marginal distributions and also for the distribution of the total number of customers in the system, respectively. This complete characterization is supplemental to the existing literature, which would be useful to researchers.     

Exact asymptotics for the stationary distribution of a Markov chain: a production model

We derive rough and exact asymptotic expressions for the stationary distribution π of a Markov chain arising in a queueing/production context. The approach we develop can also handle “cascades,” which are situations where the fluid limit of the large deviation path from the origin to the increasingly rare event is nonlinear. Our approach considers a process that starts at the rare event. In our production example, we can have two sequences of states that asymptotically lie on the same line, yet π has different asymptotics on the two sequences.     

Tail asymptotics for the queue size distribution in a discrete-time Geo/G/1 retrial queue

We consider a discrete-time Geo/G/1 retrial queue where the service time distribution has a finite exponential moment. We show that the tail of the queue size distribution is asymptotically geometric. Remarkably, the result is inconsistent with the corresponding result in the continuous-time counterpart, the M/G/1 retrial queue, where the tail of the queue size distribution is asymptotically given by a geometric function multiplied by a power function.     

Tail asymptotics for the queue size distribution in the MAP/G/1 retrial queue

We consider a MAP/G/1 retrial queue where the service time distribution has a finite exponential moment. We derive matrix differential equations for the vector probability generating functions of the stationary queue size distributions. Using these equations, Perron–Frobenius theory, and the Karamata Tauberian theorem, we obtain the tail asymptotics of the queue size distribution. The main result on light-tailed asymptotics is an extension of the result in Kim et al. (J. Appl. Probab. 44:1111–1118, 2007) on the M/G/1 retrial queue.     

On the stationary distribution of queue lengths in a multi-class priority queueing system with customer transfers

This paper deals with a multi-class priority queueing system with customer transfers that occur only from lower priority queues to higher priority queues. Conditions for the queueing system to be stable/unstable are obtained. An auxiliary queueing system is introduced, for which an explicit product-form solution is found for the stationary distribution of queue lengths. Sample path relationships between the queue lengths in the original queueing system and the auxiliary queueing system are obtained, which lead to bounds on the stationary distribution of the queue lengths in the original queueing system. Using matrix-analytic methods, it is shown that the tail asymptotics of the stationary distribution is exact geometric, if the queue with the highest priority is overloaded.      

Lowest priority waiting time distribution in an accumulating priority Lévy queue

We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time.     

Tail asymptotics for a generalized two-demand queueing model—a kernel method

In this paper, we consider a generalized two-demand queueing model, the same model studied in Wright (Adv. Appl. Prob., 24, 986–1007, 1992). Using this model, we show how the kernel method can be applied to a two-dimensional queueing system for exact tail asymptotics in the stationary joint distribution and also in the two marginal distributions. We demonstrate in detail how to locate the dominant singularity and how to determine the detailed behavior of the unknown generating function around the dominant singularity for a bivariate kernel, which is much more challenging than the analysis for a one-dimensional kernel. This information is the key for characterizing exact tail asymptotics in terms of asymptotic analysis theory. This approach does not require a determination or presentation of the unknown generating function(s).     

Exact solutions of the simplified Keller–Segel model

Lie symmetries of a simplified Keller–Segel system are found and applied for construction of exact solutions. The algorithms for constructing all possible traveling wave and self-similar solutions of the system in question are presented. Several families of such solutions in an explicit form are found, their properties examined and possible applicability for chemotaxis modeling is discussed.     

Regularly varying tail of the waiting time distribution in M/G/1 retrial queue

We consider an M/G/1 retrial queue where the service time distribution has a regularly varying tail with index −β, β>1. The waiting time distribution is shown to have a regularly varying tail with index 1−β, and the pre-factor is determined explicitly. The result is obtained by comparing the waiting time in the M/G/1 retrial queue with the waiting time in the ordinary M/G/1 queue with random order service policy.     

Hypoellipticity in spaces of ultradistributions—Study of a model case

In this work we study C ^??-hypoellipticity in spaces of ultradistributions for analytic linear partial differential operators. Our main tool is a new a-priori inequality, which is stated in terms of the behaviour of holomorphic functions on appropriate wedges. In particular, for sum of squares operators satisfying H?rmander??s condition, we thus obtain a new method for studying analytic hypoellipticity for such a class. We also show how this method can be explicitly applied by studying a model operator, which is constructed as a perturbation of the so-called Baouendi-Goulaouic operator.     

Exact solution of a nonresonance Zwanzig model and “quantum chaos”

We consider the quantum dynamics of the Zwanzig model in the absence of resonance of an impurity site with a reservoir and obtain analytic expressions for the evolution of the impurity site population under different initial conditions. The agreement with numerical calculations is excellent. We analyze the possibility of the existence of quantum chaos in the model.     

Tail asymptotics for a Lévy-driven tandem queue with an intermediate input

We consider a Lévy-driven tandem queue with an intermediate input assuming that its buffer content process obtained by a reflection mapping has the stationary distribution. For this queue, no closed form formula is known, not only for its distribution but also for the corresponding transform. In this paper, we consider only light-tailed inputs. For the Brownian input case, we derive exact tail asymptotics for the marginal stationary distribution of the second buffer content, while weaker asymptotic results are obtained for the general Lévy input case. The results generalize those of Lieshout and Mandjes from the recent papers (Lieshout and Mandjes in Math. Methods Oper. Res. 66:275–298, 2007 and Queueing Syst. 60:203–226, 2008) for the corresponding tandem queue without an intermediate input.     

On long time asymptotics of the vlasov—poisson—boltzmann equation

We deal with the long time asymptotics of the Vlasovmdash;Poissonmdash;Boltzmann equation. We prove existence and uniqueness for the equation giving the electric potential at the limit.     

Global and local asymptotics for the busy period of an M/G/1 queue

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.     

Simultaneous estimation of the origin–destination matrices and the parameters of a nested logit model in a combined network equilibrium model

This paper deals with the inverse problem of a type of traffic equilibrium models with combined modes. This problem consists of obtaining a parametrization of the equilibrium model from a set of observations of the outputs for the model. The inputs for the model are an origin–destination (O–D) trip matrix for the various alternatives that have been considered, and a set of parameters for a nested logit model used as a demand model.     

On the dynamics of a finite buffer queue conditioned on the amount of loss

This paper is concerned with computing large-deviation asymptotics for the loss process in a stylized queueing model that is fed by a Brownian input process. In addition, the dynamics of the queue, conditional on such a large deviation in the loss, is calculated. Finally, the paper computes the quasi-stationary distribution of the system and the corresponding dynamics, conditional on no loss occurring.     

Precise asymptotics in Chung’s law of the iterated logarithm

Let X, X1, X2,... be i.i.d, random variables with mean zero and positive, finite variance σ^2, and set Sn = X1 ＋... ＋ Xn, n≥1. The author proves that, if EX^2I{｜X｜≥t} = 0（（log log t）^-1） as t→∞, then for any a〉-1 and b〉 -1,lim ε↑1/√1＋a（1/√1＋a-ε）b＋1 ∑n=1^∞（logn）^a（loglogn）^b/nP{max κ≤n｜Sκ｜≤√σ^2π^2n/8loglogn（ε＋an）}=4/π（1/2（1＋a）^3/2）^b＋1 Г（b＋1）,whenever an = o（1/log log n）. The author obtains the sufficient and necessary conditions for this kind of results to hold.