scholarly journals Storage allocation under processor sharing II: Further asymptotic results

2010 ◽  
Vol 22 (1) ◽  
pp. 45-82 ◽  
Author(s):  
EUNJU SOHN ◽  
CHARLES KNESSL
Keyword(s):  
Joint Probability ◽  
Arrival Rate ◽  
Service Rate ◽  
Joint Probability Distribution ◽  
Processor Sharing ◽  
Storage Allocation ◽  
Asymptotic Results ◽  
Allocation Model ◽  
Sample Paths ◽  
Single Processor

We consider a processor-sharing storage allocation model, which has m primary holding spaces and infinitely many secondary ones, and a single processor servicing the stored items. All of the spaces are numbered and ordered. An arriving customer takes the lowest available space. Dynamic storage allocation and the fragmentation of computer memory are well-known applications of this model. We define the traffic intensity ρ to be λ/μ, where λ is the customers' arrival rate and μ is the service rate of the processor. We study the joint probability distribution of the numbers of occupied primary and secondary spaces. We study the problem in two asymptotic limits: (1) m → ∞ with a fixed ρ < 1, and (2) ρ ↑ 1, m → ∞ with m(1-ρ) = O(1). The asymptotics yield insight into how many secondary spaces tend to be needed, and into the sample paths leading to the occupation of the two types of spaces. We show that the asymptotics lead to accurate numerical approximations.

scholarly journals Asymptotic Analysis of a Storage Allocation Model with Finite Capacity: Joint Distribution

2016 ◽  
Vol 2016 ◽  
pp. 1-56 ◽  
Author(s):  
Eunju Sohn ◽  
Charles Knessl
Keyword(s):  
Steady State ◽  
Joint Distribution ◽  
Arrival Rate ◽  
Kolmogorov Equation ◽  
Finite Capacity ◽  
Storage Allocation ◽  
Allocation Model ◽  
Singular Perturbation Analysis ◽  
Poisson Arrival ◽  
Time Period

We consider a storage allocation model with a finite number of storage spaces. There aremprimary spaces andRsecondary spaces. All of them are numbered and ranked. Customers arrive according to a Poisson process and occupy a space for an exponentially distributed time period, and a new arrival takes the lowest ranked available space. We letN1andN2denote the numbers of occupied primary and secondary spaces and study the joint distributionProb[N1=k,N2=r]in the steady state. The joint process(N1,N2)behaves as a random walk in a lattice rectangle. We study the problem asymptotically as the Poisson arrival rateλbecomes large, and the storage capacitiesmandRare scaled to be commensurably large. We use a singular perturbation analysis to approximate the forward Kolmogorov equation(s) satisfied by the joint distribution.

scholarly journals Probability elicitation using geostatistics in hydrocarbon exploration

2021 ◽  
Author(s):  
André Luís Morosov ◽  
Reidar Brumer Bratvold
Keyword(s):  
Value Creation ◽  
Decision Process ◽  
Conceptual Models ◽  
Joint Probability ◽  
Decision Makers ◽  
Hydrocarbon Exploration ◽  
Joint Probability Distribution ◽  
Proof Of Concept ◽  
Geological Information ◽  
Decision Supporting

AbstractThe exploratory phase of a hydrocarbon field is a period when decision-supporting information is scarce while the drilling stakes are high. Each new prospect drilled brings more knowledge about the area and might reveal reserves, hence choosing such prospect is essential for value creation. Drilling decisions must be made under uncertainty as the available geological information is limited and probability elicitation from geoscience experts is key in this process. This work proposes a novel use of geostatistics to help experts elicit geological probabilities more objectively, especially useful during the exploratory phase. The approach is simpler, more consistent with geologic knowledge, more comfortable for geoscientists to use and, more comprehensive for decision-makers to follow when compared to traditional methods. It is also flexible by working with any amount and type of information available. The workflow takes as input conceptual models describing the geology and uses geostatistics to generate spatial variability of geological properties in the vicinity of potential drilling prospects. The output is stochastic realizations which are processed into a joint probability distribution (JPD) containing all conditional probabilities of the process. Input models are interactively changed until the JPD satisfactory represents the expert’s beliefs. A 2D, yet realistic, implementation of the workflow is used as a proof of concept, demonstrating that even simple modeling might suffice for decision-making support. Derivative versions of the JPD are created and their effect on the decision process of selecting the drilling sequence is assessed. The findings from the method application suggest ways to define the input parameters by observing how they affect the JPD and the decision process.

scholarly journals A TWO-CLASS RETRIAL SYSTEM WITH COUPLED ORBIT QUEUES

2017 ◽  
Vol 31 (2) ◽  
pp. 139-179 ◽  
Author(s):  
Ioannis Dimitriou
Keyword(s):  
Performance Metrics ◽  
Kernel Method ◽  
Length Distribution ◽  
Probability Generating Function ◽  
Joint Probability ◽  
Joint Probability Distribution ◽  
Single Server ◽  
Method Performance ◽  
Service Station ◽  
Queue Length Distribution

We consider a single server system accepting two types of retrial customers, which arrive according to two independent Poisson streams. The service station can handle at most one customer, and in case of blocking, typeicustomer,i=1, 2, is routed to a separate typeiorbit queue of infinite capacity. Customers from the orbits try to access the server according to the constant retrial policy. We consider coupled orbit queues, and thus, when both orbit queues are non-empty, the orbit queueitries to re-dispatch a blocked customer of typeito the main service station after an exponentially distributed time with rate μi. If an orbit queue empties, the other orbit queue changes its re-dispatch rate from μito$\mu_{i}^{\ast}$. We consider both exponential and arbitrary distributed service requirements, and show that the probability generating function of the joint stationary orbit queue length distribution can be determined using the theory of Riemann (–Hilbert) boundary value problems. For exponential service requirements, we also investigate the exact tail asymptotic behavior of the stationary joint probability distribution of the two orbits with either an idle or a busy server by using the kernel method. Performance metrics are obtained, computational issues are discussed and a simple numerical example is presented.

scholarly journals Performance Modelling of Health-care Service Delivery in Adekunle Ajasin University, Akungba-Akoko, Nigeria Using Queuing Theory

2020 ◽  
pp. 119-127
Author(s):  
Orimoloye Segun Michael
Keyword(s):  
Health Care ◽  
Service Delivery ◽  
Queuing Theory ◽  
Health Care Service ◽  
Health Centre ◽  
Arrival Rate ◽  
Queuing System ◽  
Service Rate ◽  
Suitable Model ◽  
The Mean

The queuing theory is the mathematical approach to the analysis of waiting lines in any setting where arrivals rate of the subject is faster than the system can handle. It is applicable to the health care setting where the systems have excess capacity to accommodate random variation. Therefore, the purpose of this study was to determine the waiting, arrival and service times of patients at AAUA Health- setting and to model a suitable queuing system by using simulation technique to validate the model. This study was conducted at AAUA Health- Centre Akungba Akoko. It employed analytical and simulation methods to develop a suitable model. The collection of waiting time for this study was based on the arrival rate and service rate of patients at the Outpatient Centre. The data was calculated and analyzed using Microsoft Excel. Based on the analyzed data, the queuing system of the patient current situation was modelled and simulated using the PYTHON software. The result obtained from the simulation model showed that the mean arrival rate of patients on Friday week1 was lesser than the mean service rate of patients (i.e. 5.33> 5.625 (λ > µ). What this means is that the waiting line would be formed which would increase indefinitely; the service facility would always be busy. The analysis of the entire system of the AAUA health centre showed that queue length increases when the system is very busy. This work therefore evaluated and predicted the system performance of AAUA Health-Centre in terms of service delivery and propose solutions on needed resources to improve the quality of service offered to the patients visiting this health centre.

scholarly journals Large Deviations for the Single-Server Queue and the Reneging Paradox

2021 ◽  
Author(s):  
Rami Atar ◽  
Amarjit Budhiraja ◽  
Paul Dupuis ◽  
Ruoyu Wu
Keyword(s):  
Large Deviations ◽  
Decay Rate ◽  
Sample Path ◽  
Arrival Rate ◽  
Rate Function ◽  
Service Rate ◽  
Single Server ◽  
Large Deviations Principle ◽  
Long Run ◽  
The Individual

For the M/M/1+M model at the law-of-large-numbers scale, the long-run reneging count per unit time does not depend on the individual (i.e., per customer) reneging rate. This paradoxical statement has a simple proof. Less obvious is a large deviations analogue of this fact, stated as follows: the decay rate of the probability that the long-run reneging count per unit time is atypically large or atypically small does not depend on the individual reneging rate. In this paper, the sample path large deviations principle for the model is proved and the rate function is computed. Next, large time asymptotics for the reneging rate are studied for the case when the arrival rate exceeds the service rate. The key ingredient is a calculus of variations analysis of the variational problem associated with atypical reneging. A characterization of the aforementioned decay rate, given explicitly in terms of the arrival and service rate parameters of the model, is provided yielding a precise mathematical description of this paradoxical behavior.

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