Exponential upper bounds via martingales for multiplexers with Markovian arrivals

1994 ◽  
Vol 31 (4) ◽  
pp. 1049-1060 ◽  
Author(s):  
E. Buffet ◽  
N. G. Duffield

We obtain explicit upper bounds in closed form for the queue length in a slotted time FCFS queue in which the service requirement is a sum of independent Markov processes on the state space {0, 1}, with integral service rate. The bound is of the form [queue length for any where c < 1 and y > 1 are given explicitly in terms of the parameters of the model. The model can be viewed as an approximation for the burst-level component of the queue in an ATM multiplexer. We obtain heavy traffic bounds for the mean queue length and show that for typical parameters this far exceeds the mean queue length for independent arrivals at the same load. We compare our results on the mean queue length with an analytic expression for the case of unit service rate, and compare our results on the full distribution with computer simulations.

1994 ◽  
Vol 31 (04) ◽  
pp. 1049-1060 ◽  
Author(s):  
E. Buffet ◽  
N. G. Duffield

We obtain explicit upper bounds in closed form for the queue length in a slotted time FCFS queue in which the service requirement is a sum of independent Markov processes on the state space {0, 1}, with integral service rate. The bound is of the form [queue length for any where c &lt; 1 and y &gt; 1 are given explicitly in terms of the parameters of the model. The model can be viewed as an approximation for the burst-level component of the queue in an ATM multiplexer. We obtain heavy traffic bounds for the mean queue length and show that for typical parameters this far exceeds the mean queue length for independent arrivals at the same load. We compare our results on the mean queue length with an analytic expression for the case of unit service rate, and compare our results on the full distribution with computer simulations.


1968 ◽  
Vol 5 (3) ◽  
pp. 591-606 ◽  
Author(s):  
G. F. Newell

The arrival rate of customers to a service facility is assumed to have the form λ(t) = λ(0) — βt2 for some constant β. Diffusion approximations show that for λ(0) sufficiently close to the service rate μ, the mean queue length at time 0 is proportional to β–1/5. A dimensionless form of the diffusion equation is evaluated numerically from which queue lengths can be evaluated as a function of time for all λ(0) and β. Particular attention is given to those situations in which neither deterministic queueing theory nor equilibrium stochastic queueing theory apply.


1968 ◽  
Vol 5 (03) ◽  
pp. 591-606 ◽  
Author(s):  
G. F. Newell

The arrival rate of customers to a service facility is assumed to have the formλ(t) =λ(0) —βt2for some constantβ.Diffusion approximations show that forλ(0) sufficiently close to the service rateμ, the mean queue length at time 0 is proportional toβ–1/5. A dimensionless form of the diffusion equation is evaluated numerically from which queue lengths can be evaluated as a function of time for allλ(0) andβ.Particular attention is given to those situations in which neither deterministic queueing theory nor equilibrium stochastic queueing theory apply.


2018 ◽  
Vol 52 (2) ◽  
pp. 439-452 ◽  
Author(s):  
Qing-Qing Ma ◽  
Ji-Hong Li ◽  
Wei-Qi Liu

This paper deals with the N-policy M/M/1 queueing system with working vacations. Once the system becomes empty, the server begins a working vacation and works at a lower service rate. The server resumes regular service when there are N or more customers in the system. By solving the balance equations, the stationary probability distribution and the mean queue length under observable and unobservable cases are obtained. Based on the reward-cost structure and the theory of Markov process, the social welfare function is constructed. Finally, the impact of several parameters and information levels on the mean queue length and social welfare is illustrated via numerical examples, comparison work shows that queues with working vacations(WV) and N-policy have advantage in controlling the queue length and improving the social welfare.


2004 ◽  
Vol 36 (04) ◽  
pp. 1021-1045 ◽  
Author(s):  
Sanjay Shakkottai ◽  
R. Srikant ◽  
Alexander L. Stolyar

We consider the problem of scheduling the transmissions of multiple data users (flows) sharing the same wireless channel (server). The unique feature of this problem is the fact that the capacity (service rate) of the channel varies randomly with time and asynchronously for different users. We study a scheduling policy called the exponential scheduling rule, which was introduced in an earlier paper. Given a system withNusers, and any set of positive numbers {an},n= 1, 2,…,N, we show that in a heavy-traffic limit, under a nonrestrictive ‘complete resource pooling’ condition, this algorithm has the property that, for each timet, it (asymptotically) minimizes maxnanq̃n(t), whereq̃n(t) is the queue length of usernin the heavy-traffic regime.


1970 ◽  
Vol 2 (01) ◽  
pp. 150-177 ◽  
Author(s):  
Donald L. Iglehart ◽  
Ward Whitt

The queueing systems considered in this paper consist of r independent arrival channels and s independent service channels, where as usual the arrival and service channels are independent. Arriving customers form a single queue and are served in the order of their arrival without defections. We shall treat two distinct modes of operation for the service channels. In the standard system a waiting customer is assigned to the first available service channel and the servers (servers ≡ service channels) are shut off when they are idle. Thus the classical GI/G/s system is a special case of our standard system. In the modified system a waiting customer is assigned to the service channel that can complete his service first and the servers are not shut off when they are idle. While the modified system is of some interest in its own right, we introduce it primarily as an analytical tool. Let λ i denote the arrival rate (reciprocal of the mean interarrival time) in the ith arrival channel and μ j the service rate (reciprocal of the mean service time) in the jth service channel. Then is the total arrival rate to the system and is the maximum service rate of the system. As a measure of congestion we define the traffic intensity ρ = λ/μ.


1980 ◽  
Vol 12 (03) ◽  
pp. 799-823
Author(s):  
Per Hokstad

The many-server queue with service time having rational Laplace transform of order 2 is considered. An expression for the asymptotic queue-length distribution is obtained. A relatively simple formula for the mean queue length is also found. A few numerical results on the mean queue length and on the probability of having to wait are given for the case of three servers. Some approximations for these quantities are also considered.


2020 ◽  
Vol 54 (3) ◽  
pp. 815-825
Author(s):  
Mian Zhang ◽  
Shan Gao

We consider the M/M/1 queue with disasters and impatient customers. Disasters only occur when the main server being busy, it not only removes out all present customers from the system, but also breaks the main server down. When the main server is down, it is sent for repair. The substitute server serves the customers at a slow rate(working breakdown service) until the main server is repaired. The customers become impatient due to the working breakdown. The system size distribution is derived. We also obtain the mean queue length of the model and mean sojourn time of a tagged customer. Finally, some performance measures and numerical examples are presented.


1970 ◽  
Vol 2 (1) ◽  
pp. 150-177 ◽  
Author(s):  
Donald L. Iglehart ◽  
Ward Whitt

The queueing systems considered in this paper consist of r independent arrival channels and s independent service channels, where as usual the arrival and service channels are independent. Arriving customers form a single queue and are served in the order of their arrival without defections. We shall treat two distinct modes of operation for the service channels. In the standard system a waiting customer is assigned to the first available service channel and the servers (servers ≡ service channels) are shut off when they are idle. Thus the classical GI/G/s system is a special case of our standard system. In the modified system a waiting customer is assigned to the service channel that can complete his service first and the servers are not shut off when they are idle. While the modified system is of some interest in its own right, we introduce it primarily as an analytical tool. Let λi denote the arrival rate (reciprocal of the mean interarrival time) in the ith arrival channel and μj the service rate (reciprocal of the mean service time) in the jth service channel. Then is the total arrival rate to the system and is the maximum service rate of the system. As a measure of congestion we define the traffic intensity ρ = λ/μ.


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