Florin Ciucu

University of Warwick

On Extending Kingman's GI/G/1 Bound to Markov Additive Processes

Probability Seminar

9th March 2018, 2:30 pm – 3:30 pm
Main Maths Building, SM4

A simple bound in GI/G/1 queues was obtained by Kingman using a martingale transform. We extend this technique to multiclass \Sigma{GI/G/1} queues and 2) Markov Additive Processes (MAPs) whose background processes can be time-inhomogeneous or have an uncountable state-space. Both extensions are facilitated by a necessary and sufficient ordinary differential equation (ODE) condition for MAPs to admit martingale transforms. Simulations show that the bounds on waiting time distributions are almost exact in heavy-traffic, including the cases of 1) heterogeneous input, e.g., mixing Weibull and Erlang-k classes and 2) Generalized Markovian Arrival Processes, a new class extending the Batch Markovian Arrival Processes to continuous batch sizes.


Florin Ciucu was educated at the Faculty of Mathematics, University of Bucharest (Diploma in Informatics, 1998), George Mason University (M.Sc. in Computer Science, 2001), and University of Virginia (Ph.D. in Computer Science, 2007). Between 2007 and 2008 he was a Postdoctoral Fellow in the Electrical and Computer Engineering Department at the University of Toronto. Between 2008 and 2013 he was a Senior Research Scientist at Telekom Innovation Laboratories (T-Labs) and TU Berlin. Currently he is an Associate Professor in the CS department at the University of Warwick. His research interests are in the stochastic analysis of communication networks, resource allocation, and randomized algorithms. He has served on the Technical Program Committees of several conferences including IEEE Infocom, ACM Sigmetrics, IFIP Performance, ACM e-Energy, IEEE ICNP, or ACM Mobihoc; currently he is on the Editorial Board of the Performance Evaluation journal. Florin is a recipient of the ACM Sigmetrics 2005 Best Student Paper Award and IFIP Performance 2014 Best Paper Award.

Organisers: Jessica Jay, Elnur Emrah

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