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Light traffic for workload in queues
Authors:Karl Sigman
Affiliation:(1) Department of Industrial Engineering and Operations Research, Columbia University, Mudd Building, 10027 New York, NY, USA
Abstract:
General exact light traffic limit theorems are given for the distribution of steadystate workloadV, in open queueing networks having as input a general stationary ergodic marked point process {(tn,Kn)nge0 (where tn denotes the arrival time and Kn the routing and service times of the nth customer). No independence assumptions of any kind are required of the input. As the light traffic regime, it is only required that the Palm distribution for the exogenous interarrival time converges weakly to infinity (while the service mechanism is not allowed to change much). As is already known in the context of a single-server queue, work is much easier to deal with mathematically in light traffic than is customer delayD, and consequently, our results are far more general than existing results forD. We obtain analogous results for multi-channel and infinite-channel queues. In the context of open queueing networks, we handle both the total workload in the network as well as the workload at isolated nodes.Research supported in part by the Japan Society for the Promotion of Science during the author's fellowship in Tokyo, and by NSF Grant DDM 895 7825.
Keywords:Queueing networks  light traffic  workload  stationary ergodic
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