A queueing network with a single cyclically roving server

A queueingnetwork that is served by asingle server in a cyclic order is analyzed in this paper. Customers arrive at the queues from outside the network according to independent Poisson processes. Upon completion of his service, a customer mayleave the network, berouted to another queue in the network orrejoin the same queue for another portion of service. The single server moves through the different queues of the network in a cyclic manner. Whenever the server arrives at a queue (polls the queue), he serves the waiting customers in that queue according to some service discipline. Both the gated and the exhaustive disciplines are considered. When moving from one queue to the next queue, the server incurs a switch-over period. This queueing network model has many applications in communication, computer, robotics and manufacturing systems. Examples include token rings, single-processor multi-task systems and others. For this model, we derive the generating function and the expected number of customers present in the network queues at arbitrary epochs, and compute the expected values of the delays observed by the customers. In addition, we derive the expected delay of customers that follow a specific route in the network, and we introduce pseudo-conservation laws for this network of queues.Summary of notation B_i, B _i ^* (s) service time of a customer at queue i and its LST - b_i, b_i ⁽²⁾ mean and second moment of B_i - R_i, R _i ^* (s) duration of switch-over period from queue i and its LST - r_i, r_i mean and second moment of R_i - r, r⁽²⁾ mean and second moment of _i ^N =₁R_i - _i external arrival rate of type-i customers - _i total arrival rate into queue i - _i utilization of queue i; _i=_i - system utilization _i ^N =_1i - c=E[C] the expected cycle length - X _i ^j number of customers in queue j when queue i is polled - X_i=X _i ⁱ number of customers residing in queue i when it is polled - f_i(j) - X _i ^* number of customers residing in queue i at an arbitrary moment - Y_i the duration of a service period of queue i - W_i,T_i the waiting time and sojourn time of an arbitary customer at queue i - F^*(z₁, z₂,..., z_N) GF of number of customers present at the queues at arbitrary moments - F_i(z₁, z₂,..., z_N) GF of number of customers present at the queues at polling instants of queue i - ¯F_i(z₁, z₂,...,z_N) GF of number of customers present at the queues at switching instants of queue i - V_i(z₁, z₂,..., z_N) GF of number of customers present at the queues at service initiation instants at queue i - ¯V_i(z₁,z₂,...,z_N) GF of number of customers present at the queues at service completion instants at queue i The work of this author was supported by the Bernstein Fund for the Promotion of Research and by the Fund for the Promotion of Research at the Technion.Part of this work was done while H. Levy was with AT&T Bell Laboratories.     

A unified approach for univalent functions with negative coefficients using the Hadamard product

For given analytic functions ϕ(z) = z + Σ _n=2^∞ λ _n z ⁿ , Ψ(z) = z + Σ _n=2^∞ μ with λ _n ≥ 0, μ _n ≥ 0, and λ _n ≥ μ _n and for α, β (0≤α<1, 0<β≤1), let E(φ,ψ; α, β) be of analytic functions ƒ(z) = z + Σ _n=2^∞ a _n z ⁿ in U such that f(z)*ψ(z)≠0 and

On the stationary distribution of queue lengths in a multi-class priority queueing system with customer transfers

This paper deals with a multi-class priority queueing system with customer transfers that occur only from lower priority queues to higher priority queues. Conditions for the queueing system to be stable/unstable are obtained. An auxiliary queueing system is introduced, for which an explicit product-form solution is found for the stationary distribution of queue lengths. Sample path relationships between the queue lengths in the original queueing system and the auxiliary queueing system are obtained, which lead to bounds on the stationary distribution of the queue lengths in the original queueing system. Using matrix-analytic methods, it is shown that the tail asymptotics of the stationary distribution is exact geometric, if the queue with the highest priority is overloaded.      

Continuity of the M/G/c queue

Consider an M/G/c queue with homogeneous servers and service time distribution F. It is shown that an approximation of the service time distribution F by stochastically smaller distributions, say F _n , leads to an approximation of the stationary distribution π of the original M/G/c queue by the stationary distributions π _n of the M/G/c queues with service time distributions F _n . Here all approximations are in weak convergence. The argument is based on a representation of M/G/c queues in terms of piecewise deterministic Markov processes as well as some coupling methods.      

Transient distributions of level dependent quasi-birth-death processes with linear transition rates

Many queueing systems such asM/M/s/K retrial queue with impatient customers, MAP/PH/1 retrial queue, retrial queue with two types of customers andMAP/M/∞ queue can be modeled by a level dependent quasi-birth-death (LDQBD) process with linear transition rates of the form λ_k = α+ βk at each levelk. The purpose of this paper is to propose an algorithm to find transient distributions for LDQBD processes with linear transition rates based on the adaptive uniformizaton technique introduced by van Moorsel and Sanders [11]. We apply the algorithm to some retrial queues and present numerical results.     

Flow time distributions in aK classM/G/1 priority feedback queue

In this paper, aK classM/G/1 queueing system with feedback is examined. Each arrival requires at least one, and possibly up toK service phases. A customer is said to be in classk if it is waiting for or receiving itskth phase of service. When a customer finishes its phasek ≤K service, it either leaves the system with probabilityp _k, or it instantaneously reenters the system as a classk + 1 customer with probability (1 −p _k). It is assumed thatp _k = 1. Service is non-preemptive and FCFS within a specified priority ordering of the customer classes. Level crossing analysis of queues and delay cycle results are used to derive the Laplace-Stieltjes Transform (LST) for the PDF of the sojourn time in classes 1,…,k;k ≤K.     

A queueing system with linear repeated attempts,bernoulli schedule and feedback

We analyse a single-server retrial queueing system with infinite buffer, Poisson arrivals, general distribution of service time and linear retrial policy. If an arriving customer finds the server occupied, he joins with probabilityp a retrial group (called orbit) and with complementary probabilityq a priority queue in order to be served. After the customer is served completely, he will decide either to return to the priority queue for another service with probability ϑ or to leave the system forever with probability =1−ϑ, where 0≤ϑ<1. We study the ergodicity of the embedded Markov chain, its stationary distribution function and the joint generating function of the number of customers in both groups in the steady-state regime. Moreover, we obtain the generating function of system size distribution, which generalizes the well-knownPollaczek-Khinchin formula. Also we obtain a stochastic decomposition law for our queueing system and as an application we study the asymptotic behaviour under high rate of retrials. The results agree with known special cases. Finally, we give numerical examples to illustrate the effect of the parameters on several performance characteristics.     

A distortion theorem for the class of typically real functions

The paper continues the studies of the well-known class T of typically real functions f(z) in the disk U = {z:|z| < 1}. The region of values of the system {f(z ₀), f(z ₀), f(r ₁), f(r ₂),…, f(r _n )} in the class T is investigated. Here, z ₀ ∈ U, Im z ₀ ≠ 0, 0 < r _j  < 1 for j = 1,…, n, n ≥ 2. As a corollary, the region of values of f′(z ₀) in the class of functions f ∈ T with fixed values f(z ₀) and f(r _j ) (j = 1,…, n) is determined. The proof is based on the criterion of solvability of the power problem of moments. Bibliography: 10 titles. Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 357, 2008, pp. 33–45.     

Score Lists in Tripartite Hypertournaments

Given non-negative integers l, m, n, α, β and γ with l ≥ α ≥ 1, m ≥ β ≥ 1 and n ≥ γ ≥ 1, an [α,β,γ]-tripartite hypertournament on l + m + n vertices is a four tuple (U, V, W, E), where U, V and W are three sets of vertices with |U| = l , |V| = m and |W| = n, and E is a set of (α + β + γ)-tuples of vertices, called arcs, with exactly α vertices from U, exactly β vertices from V,and exactly γ vertices from W, such that any subset U₁∪ V₁∪ W₁ of U∪ V∪ W, E contains exactly one of the (α + β + γ)! (α + β + γ) − tuples whose entries belong to U₁∪ V₁∪ W₁. We obtain necessary and sufficient conditions for three lists of non-negative integers in non-decreasing order to be the losing score lists or score lists of some [α, β, γ]-tripartite hypertournament. Supported by National Science Foundation of China (No.10501021).     

Design of a production system with a feedback buffer

In this paper, we deal with an M/G/1 Bernoulli feedback queue and apply it to the design of a production system. New arrivals enter a “main queue” before processing. Processed items leave the system with probability 1-p or are fed back with probability p into an intermediate finite “feedback queue”. As soon as the feedback queue is fully occupied, the items in the feedback queue are released, all at a time, into the main queue for another processing. Using transform methods, various performance measures are derived such as the joint distribution of the number of items in each queue and the dispatching rate. We then derive the optimal buffer size which minimizes the overall operating cost under a cost structure. This revised version was published online in June 2006 with corrections to the Cover Date.     

Two Queues with Weighted One-Way Overflow

We consider an open queueing network consisting of two queues with Poisson arrivals and exponential service times and having some overflow capability from the first to the second queue. Each queue is equipped with a finite number of servers and a waiting room with finite or infinite capacity. Arriving customers may be blocked at one of the queues depending on whether all servers and/or waiting positions are occupied. Blocked customers from the first queue can overflow to the second queue according to specific overflow routines. Using a separation method for the balance equations of the two-dimensional server and waiting room demand process, we reduce the dimension of the problem of solving these balance equations substantially. We extend the existing results in the literature in three directions. Firstly, we allow different service rates at the two queues. Secondly, the overflow stream is weighted with a parameter p ∈ [0,1], i.e., an arriving customer who is blocked and overflows, joins the overflow queue with probability p and leaves the system with probability 1 − p. Thirdly, we consider several new blocking and overflow routines. An erratum to this article can be found at     

Queues with system disasters and impatient customers when system is down

Consider a system operating as an M/M/c queue, where c=1, 1<c<∞, or c=∞. The system as a whole suffers occasionally a disastrous breakdown, upon which all present customers (waiting and served) are cleared from the system and lost. A repair process then starts immediately. When the system is down, inoperative, and undergoing a repair process, new arrivals become impatient: each individual customer, upon arrival, activates a random-duration timer. If the timer expires before the system is repaired, the customer abandons the queue never to return. We analyze this model and derive various quality of service measures: mean sojourn time of a served customer; proportion of customers served; rate of lost customers due to disasters; and rate of abandonments due to impatience.      

Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime

To investigate the quality of heavy-traffic approximations for queues with many servers, we consider the steady-state number of waiting customers in an M/D/s queue as s→∞. In the Halfin-Whitt regime, it is well known that this random variable converges to the supremum of a Gaussian random walk. This paper develops methods that yield more accurate results in terms of series expansions and inequalities for the probability of an empty queue, and the mean and variance of the queue length distribution. This quantifies the relationship between the limiting system and the queue with a small or moderate number of servers. The main idea is to view the M/D/s queue through the prism of the Gaussian random walk: as for the standard Gaussian random walk, we provide scalable series expansions involving terms that include the Riemann zeta function.      

MAP 1, MAP2 /M/c retrial queue with guard channels and its application to cellular networks

In this paper, we investigate the impact of retrial phenomenon on loss probabilities and compare loss probabilities of several channel allocation schemes giving higher priority to hand-off calls in the cellular mobile wireless network. In general, two channel allocation schemes giving higher priority to hand-off calls are known; one is the scheme with the guard channels for hand-off calls and the other is the scheme with the priority queue for hand-off calls. For mathematical unified model for both schemes, we consider theMAP ₁,MAP ₂ /M/c/b, ∞ retrial queue with infinite retrial group, geometric loss, guard channels and finite priority queue for hand-off class. We approximate the joint distribution of two queue lengths by Neuts' method and also obtain waiting time distribution for hand-off calls. From these results, we obtain the loss probabilities, the mean waiting time and the mean queue lengths. We give numerical examples to show the impact of the repeated attempt and to compare loss probabilities of channel allocation schemes.     

Models and Approximations for Call Center Design

A call center is a facility for delivering telephone service, both incoming and outgoing. This paper addresses optimal staffing of call centers, modeled as M/G/n queues whose offered traffic consists of multiple customer streams, each with an individual priority, arrival rate, service distribution and grade of service (GoS) stated in terms of equilibrium tail waiting time probabilities or mean waiting times. The paper proposes a methodology for deriving the approximate minimal number of servers that suffices to guarantee the prescribed GoS of all customer streams. The methodology is based on an analytic approximation, called the Scaling-Erlang (SE) approximation, which maps the M/G/n queue to an approximating, suitably scaled M/G/1 queue, for which waiting time statistics are available via the Pollaczek-Khintchine formula in terms of Laplace transforms. The SE approximation is then generalized to M/G/n queues with multiple types of customers and non-preemptive priorities, yielding the Priority Scaling-Erlang (PSE) approximation. A simple goal-seeking search, utilizing SE/PSE approximations, is presented for the optimal staffing level, subject to GoS constraints. The efficacy of the methodology is demonstrated by comparing the number of servers estimated via the PSE approximation to their counterparts obtained by simulation. A number of case studies confirm that the SE/PSE approximations yield optimal staffing results in excellent agreement with simulation, but at a fraction of simulation time and space.     

Large number of queues in tandem: Scaling properties under back-pressure algorithm

We consider a system with N unit-service-rate queues in tandem, with exogenous arrivals of rate λ at queue 1, under a back-pressure (MaxWeight) algorithm: service at queue n is blocked unless its queue length is greater than that of the next queue n+1. The question addressed is how steady-state queues scale as N→∞. We show that the answer depends on whether λ is below or above the critical value 1/4: in the former case the queues remain uniformly stochastically bounded, while otherwise they grow to infinity.     

A Load-Balanced Network with Two Servers

A load-balanced network with two queues Q ₁ and Q ₂ is considered. Each queue receives a Poisson stream of customers at rate _i , i=1,2. In addition, a Poisson stream of rate arrives to the system; the customers from this stream join the shorter of two queues. After being served in the ith queue, i=1,2, customers leave the system with probability 1–p _i ^*, join the jth queue with probability p(i,j), j=1,2, and choose the shortest of two queues with probability p(i,{1,2}). We establish necessary and sufficient conditions for stability of the system.     

Strongly Closed Subgraphs in a Distance-Regular Graph with <Emphasis Type="Italic">c</Emphasis><Subscript>2</Subscript> > 1

Let Γ be a distance-regular graph of diameter d ≥ 3 with c ₂ > 1. Let m be an integer with 1 ≤ m ≤ d − 1. We consider the following conditions:

Regularly varying tail of the waiting time distribution in M/G/1 retrial queue

We consider an M/G/1 retrial queue where the service time distribution has a regularly varying tail with index −β, β>1. The waiting time distribution is shown to have a regularly varying tail with index 1−β, and the pre-factor is determined explicitly. The result is obtained by comparing the waiting time in the M/G/1 retrial queue with the waiting time in the ordinary M/G/1 queue with random order service policy.     

The generalized Roper-Suffridge extension operator on bounded complete Reinhardt domains

The generalized Roper-Suffridge extension operator Ф(f) on the bounded complete Reinhardt domain Ω in Cn with n ≥ 2 is defined by Φrn,β2,γ2,…,βn,γn(f)(z)=(rf(z1/r),(rf(z1/r)/z1)β2(f'(z1/r))γ2z2,…,(rf(z1/r)/z1)βn(f'(z1/r)γnzn) for (z1,z2,…,zn) ∈Ω, where r = r(Ω) = sup{|z1| (z1,z2,…,zn) ∈ Ω},0 ≤ γj ≤ 1 -βj,0 ≤ βj ≤ 1,and we choose the branch of the power functions such that (f(z1)/z1)βj |z1=0 = 1 and (f′(z1))γj |z1=0 =1,j = 2,…,n. In this paper, we prove that the operator Фrn,β2,γ2,…,βn,γn(f) is from the subset of S*α(U) to S*α(Ω)(0 ≤ α ＜ 1) on Ω and the operator Фrn,β2,γ2,…, βn,γn(f) preserves the starlikeness of order α or the spirallikeness of type β on Dp for some suitable constantsβj,γj,pj, where Dp ={(z1,z2,…,zn) ∈ Cn ∑nj=1|zj|pj ＜ 1} (pj ＞ 0, j = 1,2,…,n), U is the unit disc in the complex plane C, and Sα* (Ω) is the class of all normalized starlike mappings of order α on Ω. We also obtain that Φrn,β2,γ2,…,γn(f) ∈ S*α(Dp) if and only if f ∈ S*a(U) for 0 ≤ α ＜ 1 and some suitable constants βj,γj,pj.