Gram Charlier Expansion for Time Varying Multiserver Queues with Abandonment

2014 ◽  
Vol 74 (4) ◽  
pp. 1238-1265 ◽  
Author(s):  
Jamol Pender
Keyword(s):  
Time Varying ◽  
Multiserver Queues ◽  
Queues With Abandonment

scholarly journals SRPT Scheduling Discipline in Many-Server Queues with Impatient Customers

2021 ◽  
Author(s):  
Jing Dong ◽  
Rouba Ibrahim
Keyword(s):  
Priority Queue ◽  
System Throughput ◽  
Single Server ◽  
Impatient Customers ◽  
Scheduling Policy ◽  
Multiserver Queues ◽  
Many Server Queues ◽  
Service Times ◽  
The Many ◽  
Queues With Abandonment

The shortest-remaining-processing-time (SRPT) scheduling policy has been extensively studied, for more than 50 years, in single-server queues with infinitely patient jobs. Yet, much less is known about its performance in multiserver queues. In this paper, we present the first theoretical analysis of SRPT in multiserver queues with abandonment. In particular, we consider the [Formula: see text] queue and demonstrate that, in the many-sever overloaded regime, performance in the SRPT queue is equivalent, asymptotically in steady state, to a preemptive two-class priority queue where customers with short service times (below a threshold) are served without wait, and customers with long service times (above a threshold) eventually abandon without service. We prove that the SRPT discipline maximizes, asymptotically, the system throughput, among all scheduling disciplines. We also compare the performance of the SRPT policy to blind policies and study the effects of the patience-time and service-time distributions. This paper was accepted by Baris Ata, stochastic models & simulation.

Time-varying Macroeconomic Risk of Real Estate Returns

2016 ◽  
Author(s):  
Felix Schindler ◽  
Bertram Steininger ◽  
Tim Kroencke
Keyword(s):  
Real Estate ◽  
Time Varying ◽  
Macroeconomic Risk ◽  
Real Estate Returns
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