On some diffusion approximations to queueing systems

1986 ◽  
Vol 18 (4) ◽  
pp. 991-1014 ◽  
Author(s):  
V. Giorno ◽  
A. G. Nobile ◽  
L. M. Ricciardi
Keyword(s):  
Closed Form ◽  
Busy Period ◽  
Queueing System ◽  
Diffusion Processes ◽  
Queueing Systems ◽  
Diffusion Approximations ◽  
Transient Behaviour ◽  
Closed Form Solutions ◽  
Continuous Models ◽  
Reflecting Boundaries

For a class of models of adaptive queueing systems an exact diffusion approximation is derived with the aim of obtaining information on the evolution of the systems. Our approximating diffusion process includes the Wiener and the Ornstein–Uhlenbeck processes with reflecting boundaries at 0. The goodness of the approximations is thoroughly discussed and the closed-form solutions obtained for the diffusion processes are compared with those holding for the queueing system in order to investigate the conditions under which reliable information can be obtained from the approximating continuous models. For the latter the transient behaviour is quantitatively analysed and the distribution of the busy period is determined in closed form.

On some diffusion approximations to queueing systems

1986 ◽  
Vol 18 (04) ◽  
pp. 991-1014 ◽  
Author(s):  
V. Giorno ◽  
A. G. Nobile ◽  
L. M. Ricciardi
Keyword(s):  
Closed Form ◽  
Busy Period ◽  
Queueing System ◽  
Diffusion Processes ◽  
Queueing Systems ◽  
Diffusion Approximations ◽  
Transient Behaviour ◽  
Closed Form Solutions ◽  
Continuous Models ◽  
Reflecting Boundaries

For a class of models of adaptive queueing systems an exact diffusion approximation is derived with the aim of obtaining information on the evolution of the systems. Our approximating diffusion process includes the Wiener and the Ornstein–Uhlenbeck processes with reflecting boundaries at 0. The goodness of the approximations is thoroughly discussed and the closed-form solutions obtained for the diffusion processes are compared with those holding for the queueing system in order to investigate the conditions under which reliable information can be obtained from the approximating continuous models. For the latter the transient behaviour is quantitatively analysed and the distribution of the busy period is determined in closed form.

scholarly journals Bayesian prediction of the transient behaviour and busy period in short- and long-tailed queueing systems

2008 ◽  
Vol 52 (3) ◽  
pp. 1615-1635 ◽  
Author(s):  
M. Concepción Ausín ◽  
Michael P. Wiper ◽  
Rosa E. Lillo
Keyword(s):  
Busy Period ◽  
Queueing Systems ◽  
Bayesian Prediction ◽  
Transient Behaviour

On a property of a refusals stream

1997 ◽  
Vol 34 (03) ◽  
pp. 800-805 ◽  
Author(s):  
Vyacheslav M. Abramov
Keyword(s):  
Waiting Time ◽  
Service Time ◽  
Busy Period ◽  
Elementary Proof ◽  
Queueing System ◽  
Queueing Systems ◽  
Single Server ◽  
Wide Family

This paper consists of two parts. The first part provides a more elementary proof of the asymptotic theorem of the refusals stream for an M/GI/1/n queueing system discussed in Abramov (1991a). The central property of the refusals stream discussed in the second part of this paper is that, if the expectations of interarrival and service time of an M/GI/1/n queueing system are equal to each other, then the expectation of the number of refusals during a busy period is equal to 1. This property is extended for a wide family of single-server queueing systems with refusals including, for example, queueing systems with bounded waiting time.

On some time-non-homogeneous diffusion approximations to queueing systems

1987 ◽  
Vol 19 (4) ◽  
pp. 974-994 ◽  
Author(s):  
V. Giorno ◽  
A. G. Nobile ◽  
L. M. Ricciardi
Keyword(s):  
Diffusion Approximation ◽  
Busy Period ◽  
Queueing Systems ◽  
Time Dependent ◽  
Single Server ◽  
Time Varying ◽  
Diffusion Approximations ◽  
Linear Drift ◽  
Transition Functions ◽  
Fcfs Discipline

Time-non-homogeneous diffusion approximations to single server–single queue–FCFS discipline systems are considered. Under various assumptions on the nature of the time-dependent functions appearing in the infinitesimal moments the transient and the regime behaviour of the approximating diffusions are analysed in some detail. Special attention is then given to the study of a diffusion approximation characterized by a linear drift and by a periodically time-varying infinitesimal variance. Unlike the behaviour of transition functions and moments, the p.d.f. of the busy period is seen to be unaffected by the presence of such periodicity.

A note on the Volterra integral equation for the first-passage-time probability density

1995 ◽  
Vol 32 (03) ◽  
pp. 635-648 ◽  
Author(s):  
R. Gutiérrez Jáimez ◽  
P. Román Román ◽  
F. Torres Ruiz
Keyword(s):  
Integral Equation ◽  
Closed Form ◽  
Volterra Integral Equation ◽  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Closed Form Solutions ◽  
Actual Use ◽  
Probability Densities

In this paper we prove the validity of the Volterra integral equation for the evaluation of first-passage-time probability densities through varying boundaries, given by Buonocore et al. [1], for the case of diffusion processes not necessarily time-homogeneous. We study, specifically those processes that can be obtained from the Wiener process in the sense of [5]. A study of the kernel of the integral equation, in the same way as that by Buonocore et al. [1], is done. We obtain the boundaries for which closed-form solutions of the integral equation, without having to solve the equation, can be obtained. Finally, a few examples are given to indicate the actual use of our method.

On some time-non-homogeneous diffusion approximations to queueing systems

1987 ◽  
Vol 19 (04) ◽  
pp. 974-994 ◽  
Author(s):  
V. Giorno ◽  
A. G. Nobile ◽  
L. M. Ricciardi
Keyword(s):  
Diffusion Approximation ◽  
Busy Period ◽  
Queueing Systems ◽  
Time Dependent ◽  
Single Server ◽  
Time Varying ◽  
Diffusion Approximations ◽  
Linear Drift ◽  
Transition Functions ◽  
Fcfs Discipline

Time-non-homogeneous diffusion approximations to single server–single queue–FCFS discipline systems are considered. Under various assumptions on the nature of the time-dependent functions appearing in the infinitesimal moments the transient and the regime behaviour of the approximating diffusions are analysed in some detail. Special attention is then given to the study of a diffusion approximation characterized by a linear drift and by a periodically time-varying infinitesimal variance. Unlike the behaviour of transition functions and moments, the p.d.f. of the busy period is seen to be unaffected by the presence of such periodicity.

scholarly journals Single-server queueing systems with uniformly limited queueing time

1964 ◽  
Vol 4 (4) ◽  
pp. 489-505 ◽  
Author(s):  
D. J. Daley
Keyword(s):  
Integral Equation ◽  
Waiting Time ◽  
Time Distribution ◽  
Busy Period ◽  
Queueing System ◽  
Queueing Systems ◽  
Single Server ◽  
Waiting Time Distribution ◽  
Loss Distribution ◽  
Queueing Time

SummaryThe paper considers the queueing system GI/G/1 with a type of customer impatience, namely, that the total queueing-time is uniformly limited. Using Lindiley's approach [10], an integral equation for the limiting waiting- time distribution is derived, and this is solved explicitly for M/G/1 using an expansion of the Pollaczek-Khintchine formula. It is also solved, in principle for Ej/G/l, and explicitly for Ej/Ek/l. A duality noted between GIA(x)/GB(x)/l and GIB(x)/GA(x)/l relates solutions for GI/Ek/l to Ek/G/l. Finally the equation for the busy period in GI/G/l is derived and related to the no-customer-loss distribution and dual distributions.

scholarly journals Family of closed-form solutions for two-dimensional correlated diffusion processes

2019 ◽  
Vol 100 (3) ◽  
Author(s):  
Haozhe Shan ◽  
Rubén Moreno-Bote ◽  
Jan Drugowitsch
Keyword(s):  
Closed Form ◽  
Diffusion Processes ◽  
Two Dimensional ◽  
Closed Form Solutions

scholarly journals Queueing systems for multiple FBM-based traffic models

2005 ◽  
Vol 46 (3) ◽  
pp. 361-377 ◽  
Author(s):  
Mihaela T. Matache ◽  
Valentin Matache
Keyword(s):  
Brownian Motion ◽  
Upper Bound ◽  
Busy Period ◽  
Queueing System ◽  
Queueing Systems ◽  
Traffic Model ◽  
Queue Size ◽  
Buffer Allocation ◽  
Traffic Models ◽  
Overflow Probability

AbstractA multiple fractional Brownian motion (FBM)-based traffic model is considered. Various lower bounds for the overflow probability of the associated queueing system are obtained. Based on a probabilistic bound for the busy period of an ATM queueing system associated with a multiple FBM-based input traffic, a minimal dynamic buffer allocation function (DBAF) is obtained and a DBAF-allocation algorithm is designed. The purpose is to create an upper bound for the queueing system associated with the traffic. This upper bound, called a DBAF, is a function of time, dynamically bouncing with the traffic. An envelope process associated with the multiple FBM-based traffic model is introduced and used to estimate the queue size of the queueing system associated with that traffic model.

New results in the theory of repeated orders queueing systems

1979 ◽  
Vol 16 (03) ◽  
pp. 631-640 ◽  
Author(s):  
Qui Hoon Choo ◽  
Brian Conolly
Keyword(s):  
Busy Period ◽  
Queueing System ◽  
Queueing Systems ◽  
Random Order ◽  
Computing System ◽  
Idle Time ◽  
Random Intervals ◽  
First Arrival ◽  
Normal Sense ◽  
System Time

The repeated orders queueing system (ROO) permits no waiting or queue in the normal sense. Instead customers who find the service (or device, to use an engineering term) busy make reapplications at random intervals and in random order until their needs are met. Thus a second demand stream supplements the basic first arrival stream. Familiar examples are provided in a telephone communication setting, in particular in the context of a multiaccess computing system. Cohen [3] and Aleksandrov [1] made the first contributions to the theory of ROO. This paper complements their work with a steady-state analysis of system time (waiting time including service of a new arrival), of service idle time, and of system busy period.

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