Methods of Simulation Queueing Systems with Heavy Tails

Author(s):  
Vladimir N. Zadorozhnyi ◽  
Tatiana R. Zakharenkova
Keyword(s):  
2013 ◽  
Vol 50 (1) ◽  
pp. 127-150 ◽  
Author(s):  
Bo Jiang ◽  
Jian Tan ◽  
Wei Wei ◽  
Ness Shroff ◽  
Don Towsley

In this paper we quantify the efficiency of parallelism in systems that are prone to failures and exhibit power law processing delays. We characterize the performance of two prototype schemes of parallelism, redundant and split, in terms of both the power law exponent and exact asymptotics of the delay distribution tail. We also develop the optimal splitting scheme which ensures that split always outperforms redundant.


2013 ◽  
Vol 50 (01) ◽  
pp. 127-150 ◽  
Author(s):  
Bo Jiang ◽  
Jian Tan ◽  
Wei Wei ◽  
Ness Shroff ◽  
Don Towsley

In this paper we quantify the efficiency of parallelism in systems that are prone to failures and exhibit power law processing delays. We characterize the performance of two prototype schemes of parallelism, redundant and split, in terms of both the power law exponent and exact asymptotics of the delay distribution tail. We also develop the optimal splitting scheme which ensures that split always outperforms redundant.


2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.


Author(s):  
Viktor Afonin ◽  
Vladimir Valer'evich Nikulin

The article focuses on attempt to optimize two well-known Markov systems of queueing: a multichannel queueing system with finite storage, and a multichannel queueing system with limited queue time. In the Markov queuing systems, the intensity of the input stream of requests (requirements, calls, customers, demands) is subject to the Poisson law of the probability distribution of the number of applications in the stream; the intensity of service, as well as the intensity of leaving the application queue is subject to exponential distribution. In a Poisson flow, the time intervals between requirements are subject to the exponential law of a continuous random variable. In the context of Markov queueing systems, there have been obtained significant results, which are expressed in the form of analytical dependencies. These dependencies are used for setting up and numerical solution of the problem stated. The probability of failure in service is taken as a task function; it should be minimized and depends on the intensity of input flow of requests, on the intensity of service, and on the intensity of requests leaving the queue. This, in turn, allows to calculate the maximum relative throughput of a given queuing system. The mentioned algorithm was realized in MATLAB system. The results obtained in the form of descriptive algorithms can be used for testing queueing model systems during peak (unchanged) loads.


2020 ◽  
Author(s):  
Yaroslav Rosokha ◽  
Chen Wei
Keyword(s):  

2018 ◽  
Vol 16 (1) ◽  
pp. 986-998
Author(s):  
Chun Wen ◽  
Ting-Zhu Huang ◽  
Xian-Ming Gu ◽  
Zhao-Li Shen ◽  
Hong-Fan Zhang ◽  
...  

AbstractStochastic Automata Networks (SANs) have a large amount of applications in modelling queueing systems and communication systems. To find the steady state probability distribution of the SANs, it often needs to solve linear systems which involve their generator matrices. However, some classical iterative methods such as the Jacobi and the Gauss-Seidel are inefficient due to the huge size of the generator matrices. In this paper, the multipreconditioned GMRES (MPGMRES) is considered by using two or more preconditioners simultaneously. Meanwhile, a selective version of the MPGMRES is presented to overcome the rapid increase of the storage requirements and make it practical. Numerical results on two models of SANs are reported to illustrate the effectiveness of these proposed methods.


2017 ◽  
Vol 2017 ◽  
pp. 1-10 ◽  
Author(s):  
Ekaterina Evdokimova ◽  
Sabine Wittevrongel ◽  
Dieter Fiems

This paper investigates the performance of a queueing model with multiple finite queues and a single server. Departures from the queues are synchronised or coupled which means that a service completion leads to a departure in every queue and that service is temporarily interrupted whenever any of the queues is empty. We focus on the numerical analysis of this queueing model in a Markovian setting: the arrivals in the different queues constitute Poisson processes and the service times are exponentially distributed. Taking into account the state space explosion problem associated with multidimensional Markov processes, we calculate the terms in the series expansion in the service rate of the stationary distribution of the Markov chain as well as various performance measures when the system is (i) overloaded and (ii) under intermediate load. Our numerical results reveal that, by calculating the series expansions of performance measures around a few service rates, we get accurate estimates of various performance measures once the load is above 40% to 50%.


Sign in / Sign up

Export Citation Format

Share Document