A monotonicity result for a single-server queue subject to a Markov-modulated Poisson process

1995 ◽  
Vol 32 (4) ◽  
pp. 1103-1111 ◽  
Author(s):  
Qing Du

Consider a single-server queue with zero buffer. The arrival process is a three-level Markov modulated Poisson process with an arbitrary transition matrix. The time the system remains at level i (i = 1, 2, 3) is exponentially distributed with rate cα i. The arrival rate at level i is λ i and the service time is exponentially distributed with rate μ i. In this paper we first derive an explicit formula for the loss probability and then prove that it is decreasing in the parameter c. This proves a conjecture of Ross and Rolski's for a single-server queue with zero buffer.

1995 ◽  
Vol 32 (04) ◽  
pp. 1103-1111 ◽  
Author(s):  
Qing Du

Consider a single-server queue with zero buffer. The arrival process is a three-level Markov modulated Poisson process with an arbitrary transition matrix. The time the system remains at level i (i = 1, 2, 3) is exponentially distributed with rate cα i . The arrival rate at level i is λ i and the service time is exponentially distributed with rate μ i . In this paper we first derive an explicit formula for the loss probability and then prove that it is decreasing in the parameter c. This proves a conjecture of Ross and Rolski's for a single-server queue with zero buffer.


1998 ◽  
Vol 35 (03) ◽  
pp. 741-747 ◽  
Author(s):  
Nicole Bäuerle ◽  
Tomasz Rolski

We consider a single server queue where the arrival process is a Markov-modulated Poisson process and service times are independent and identically distributed and independent from arrivals. The underlying intensity process is assumed ergodic with generator cQ, c > 0. We prove under some monotonicity assumptions on Q that the stationary workload W(c) is decreasing in c with respect to the increasing convex ordering.


1998 ◽  
Vol 35 (3) ◽  
pp. 741-747 ◽  
Author(s):  
Nicole Bäuerle ◽  
Tomasz Rolski

We consider a single server queue where the arrival process is a Markov-modulated Poisson process and service times are independent and identically distributed and independent from arrivals. The underlying intensity process is assumed ergodic with generator cQ, c > 0. We prove under some monotonicity assumptions on Q that the stationary workload W(c) is decreasing in c with respect to the increasing convex ordering.


1990 ◽  
Vol 22 (3) ◽  
pp. 676-705 ◽  
Author(s):  
David M. Lucantoni ◽  
Kathleen S. Meier-Hellstern ◽  
Marcel F. Neuts

We study a single-server queue in which the server takes a vacation whenever the system becomes empty. The service and vacation times and the arrival process are all assumed to be mutually independent. The successive service times and the vacation times each form independent, identically distributed sequences with general distributions. A new class of non-renewal arrival processes is introduced. As special cases, it includes the Markov-modulated Poisson process and the superposition of phase-type renewal processes.Algorithmically tractable equations for the distributions of the waiting times at an arbitrary time and at arrivals, as well as for the queue length at an arbitrary time, at arrivals, and at departures are established. Some factorizations, which are known for the case of renewal input, are generalized to this new framework and new factorizations are obtained. The algorithmic implementation of these results is discussed.


1990 ◽  
Vol 22 (03) ◽  
pp. 676-705 ◽  
Author(s):  
David M. Lucantoni ◽  
Kathleen S. Meier-Hellstern ◽  
Marcel F. Neuts

We study a single-server queue in which the server takes a vacation whenever the system becomes empty. The service and vacation times and the arrival process are all assumed to be mutually independent. The successive service times and the vacation times each form independent, identically distributed sequences with general distributions. A new class of non-renewal arrival processes is introduced. As special cases, it includes the Markov-modulated Poisson process and the superposition of phase-type renewal processes. Algorithmically tractable equations for the distributions of the waiting times at an arbitrary time and at arrivals, as well as for the queue length at an arbitrary time, at arrivals, and at departures are established. Some factorizations, which are known for the case of renewal input, are generalized to this new framework and new factorizations are obtained. The algorithmic implementation of these results is discussed.


1995 ◽  
Vol 9 (2) ◽  
pp. 193-199 ◽  
Author(s):  
Charles Du ◽  
Michael Pinedo

In this note we consider a single-server queueing loss system with zero buffer. The arrival process is a nonstationary Markov-modulated Poisson process. The arrival process in state i is Poisson with rate λi. The process remains in state i for a time that is exponentially distributed with rate Cαi, with c being a control or speed parameter. The service rate in state i is exponentially distributed with rate μi. The process moves from state i to state j with transition probability qij. We are interested in the loss probability as a function of c. In this note we show that, under certain conditions, the loss probability decreases when the c increases. As such, this result generalizes a result obtained earlier by Fond and Ross.


1982 ◽  
Vol 19 (01) ◽  
pp. 245-249 ◽  
Author(s):  
D. P. Heyman

Ross (1978) conjectured that the average delay in a single-server queue is larger when the arrival process is a non-stationary Poisson process than when it is a stationary Poisson process with the same rate. We present an example where equality obtains. When the number of waiting-positions is finite, Ross conjectured that the proportion of lost customers is greater in the nonstationary case. We present a counterexample to this conjecture.


1982 ◽  
Vol 19 (1) ◽  
pp. 245-249 ◽  
Author(s):  
D. P. Heyman

Ross (1978) conjectured that the average delay in a single-server queue is larger when the arrival process is a non-stationary Poisson process than when it is a stationary Poisson process with the same rate. We present an example where equality obtains. When the number of waiting-positions is finite, Ross conjectured that the proportion of lost customers is greater in the nonstationary case. We present a counterexample to this conjecture.


1992 ◽  
Vol 6 (2) ◽  
pp. 201-216 ◽  
Author(s):  
Masakiyo Miyazawa

We are concerned with a burst arrival single-server queue, where arrivals of cells in a burst are synchronized with a constant service time. The main concern is with the loss probability of cells for the queue with a finite buffer. We analyze an embedded Markov chain at departure instants of cells and get a kind of lumpability for its state space. Based on these results, this paper proposes a computation algorithm for its stationary distribution and the loss probability. Closed formulas are obtained for the first two moments of the numbers of cells and active bursts when the buffer size is infinite.


1976 ◽  
Vol 13 (02) ◽  
pp. 423-426
Author(s):  
Stig I. Rosenlund

For a single-server queue with one waiting place and increasing arrival rate some necessary and sufficient conditions for infinitely many returns to emptiness with probability one are given.


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