Florin Ciucu
University of Warwick / United Kingdom
Title:
Ultra-Sharp Bounds in Queueing Systems
Abstract:
This talk introduces two new classes of ultra-sharp bounds in queueing systems. The first is specific to the single-server G/G/1 queue, with possibly correlated inter-arrivals; the main result is an exact expression for the distribution of the delay in terms of a series, whose terms are subject to elementary integration. Remarkably, the first few terms are sufficient to render ultra-sharp bounds which can improve upon state-of-the-art bounds by orders of magnitude. The second new class of bounds is specific to a tandem queueing network with general (i.e., not necessarily Poisson) arrivals. Besides showing for the first time that the end-to-end delay distribution is subject to a polynomial-exponential structure, explicit bounds computed in some special cases are shown to improve upon state-of-the-art results by many orders of magnitude.
Bio:
Florin Ciucu is a Reader and Director of Postgraduate Research in the Computer Science Department at the University of Warwick. Previously he was a Senior Research Scientist at T-Labs / TU Berlin. He received an Informatics Diploma from the University of Bucharest, Faculty of Mathematics and Computer Science, and a Ph.D. degree in Computer Science from the University of Virginia. He is interested in developing stochastic models and techniques to better understand and engineer communication networks, computer systems, and the smart grid. He has also a special interest in optimal stopping problems and stochastic bandits, particularly on their fundamental limits in finite-time regimes.
