15 citations · 48 across the 14 of their papers we have counts for
11 papers · 1 filter
On the SRPT Scheduling Discipline in Many-Server Queues with Impatient Customers
Jing Dong, Rouba Ibrahim
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, muc…
Existence and Approximations of Moments for Polling Systems under the Binomial-Exhaustive Policy
Yue Hu, Jing Dong, Ohad Perry
We establish sufficient conditions for the existence of moments of the steady-state queue in polling systems operating under the binomial-exhaustive policy (BEP). We assume that th…
Spectral Gap of Replica Exchange Langevin Diffusion on Mixture Distributions
Jing Dong, Xin T. Tong
Langevin diffusion (LD) is one of the main workhorses for sampling problems. However, its convergence rate can be significantly reduced if the target distribution is a mixture of m…
Asymptotic Optimality of the Binomial-Exhaustive Policy for Polling Systems with Large Switchover Times
Yue Hu, Jing Dong, Ohad Perry
We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network w…
-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Yi Chen, Jing Dong, Hao Ni
Consider the fractional Brownian Motion (fBM) with Hurst index . We construct a probability space supporting both and a fully simul…
Three Asymptotic Regimes for Ranking and Selection with General Sample Distributions
Jing Dong, Yi Zhu
In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constru…
Exact Sampling of the Infinite Horizon Maximum of a Random Walk Over a Non-linear Boundary
Jose Blanchet, Jing Dong, Zhipeng Liu
We present the first algorithm that samples where is a mean zero random walk, and with defines a nonliner boundary. We show…
Perfect Sampling of GI/GI/c Queues
Jose Blanchet, Jing Dong, Yanan Pei
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions.…
-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis
Jose Blanchet, Xinyun Chen, Jing Dong
Consider a multidimensional diffusion process . Let be a \textit{deterministic}, user defined, tolerance error parameter. Un…
Perfect sampling for infinite server and loss systems
Jose Blanchet, Jing Dong
We present the first class of perfect sampling (also known as exact simulation) algorithms for the steady-state distribution of non-Markovian loss networks. We use a variation of D…
Sampling Point Processes on Stable Unbounded Regions and Exam Simulation of Queues
Jose Blanchet, Jing Dong
Given a marked renewal point process (assuming that the marks are i.i.d.) we say that an unbounded region is stable if it contains finitely many points of the point process with pr…