Queueing models for the analysis of communication systems

Queueing models can be used to model and analyze the performance of various subsystems in telecommunication networks; for instance, to estimate the packet loss and packet delay in network routers. Since time is usually synchronized, discrete-time models come natural. We start this paper with a review of suitable discrete-time queueing models for communication systems. We pay special attention to two important characteristics of communication systems. First, traffic usually arrives in bursts, making the classic modeling of the arrival streams by Poisson processes inadequate and requiring the use of more advanced correlated arrival models. Second, different applications have different quality-of-service requirements (packet loss, packet delay, jitter, etc.). Consequently, the common first-come-first-served (FCFS) scheduling is not satisfactory and more elaborate scheduling disciplines are required. Both properties make common memoryless queueing models (M/M/1-type models) inadequate. After the review, we therefore concentrate on a discrete-time queueing analysis with two traffic classes, heterogeneous train arrivals and a priority scheduling discipline, as an example analysis where both time correlation and heterogeneity in the arrival process as well as non-FCFS scheduling are taken into account. Focus is on delay performance measures, such as the mean delay experienced by both types of packets and probability tails of these delays.     

Rejoinder on: Queueing models for the analysis of communication systems

In this rejoinder, we respond to the comments and questions of three discussants of our paper on queueing models for the analysis of communication systems. Our responses are structured around two main topics: discrete-time modeling and further extensions of the presented queueing analysis.     

Queueing models for appointment-driven systems

Many service systems are appointment-driven. In such systems, customers make an appointment and join an external queue (also referred to as the “waiting list”). At the appointed date, the customer arrives at the service facility, joins an internal queue and receives service during a service session. After service, the customer leaves the system. Important measures of interest include the size of the waiting list, the waiting time at the service facility and server overtime. These performance measures may support strategic decision making concerning server capacity (e.g. how often, when and for how long should a server be online). We develop a new model to assess these performance measures. The model is a combination of a vacation queueing system and an appointment system.     

Queueing models for police-fire merger analysis

Cities with under 100,000 in population expend a significant portion of their budgets on emergency services. One option that a number of these cities have considered for improving service and cutting costs is training personnel to handle both police and fire roles. In this paper we describe a hierarchy of models that we have used to assess the performance viability of a merger as well as to design specific deployment plans. The modeling environment is more complex than a traditional police or fire system. We need to model the response pattern of four or more patrol units along with the simultaneous dispatch of fire equipment from one or more fire stations. The major contribution of the paper is the manner in which a series of models is linked together to forecast a wide range of performance measures under differing dispatch assumptions. We use a queueing model of police patrol to calculate steady state probabilities and expected delays without preemption. We then model two types of preemptive dispatch strategies utilized in responding initially to a major fire by superimposing a binomial distribution on the basic queueing model. There is also a travel time simulation model to calculate conditional expected response time statistics. The queueing models and the travel time simulation are then combined to estimate unconditional expected values. Lastly, we describe a simulation model used to address transient performance issues that are of concern during a major fire.     

Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines

Queueing network modeling of manufacturing systems has been addressed by a large number of researchers. The purpose of this paper is to provide a bibliography of material concerned with modeling of production and transfer lines using queueing networks. Both production and transfer lines have a product-flow layout and are used in mass manufacturing. We denote production lines as flow lines with asynchronous part transfer, while transfer lines have synchronous part transfer. As well as providing a bibliography of material, a contribution of this paper is also the systematic categorization of the queueing network models based on their assumptions. This, it is hoped, will be of use to researchers of queueing networks and also manufacturing system designers. A number of suggestions are also given for further research. The basic source for this work is the book by Papadopoulos, Heavey and Browne, with the addition of the newly published papers and books (from 1992 to early 1995).     

Queueing systems with hard delay constraints: a framework for real-time communication over unreliable wireless channels

We provide an account of recent work that formulates and addresses problems that arise when employing wireless networks to serve clients that generate real-time flows. From a queueing systems perspective, these problems can be described as single-server problems where there are several customer classes. Customers balk when their delay exceeds a threshold. There are a range of issues that are of interest. One of the first such issues is to determine what throughput rate vectors are feasible, and to determine the server’s schedule. Another is to maximize a utility function of the departure rates of the customer classes. Real-time flows have a delay bound for each of their packets. It is particularly challenging to provide delay guarantees for real-time flows in wireless networks since wireless transmissions are unreliable. We propose a model that jointly considers the delay bounds of packets, the unreliable wireless channels, and the throughput requirements of clients. We then determine the necessary and sufficient condition for feasibility of the client requirements. The analysis and condition are interesting since this problem gives rise to some new features concerning unavoidable idle times in a system. We further derive an efficient, nearly linear time algorithm for admission control, which precisely determines whether it is feasible to fulfill the requirements of all clients in the system. We also propose two on-line scheduling policies and prove that they can fulfill the requirements of all clients whenever that is feasible. We next turn to the scenario where the throughput requirements of clients are elastic, but with hard delay bounds. We formulate this as a utility maximization problem, where client utilities are based on their throughputs. We decompose this problem into two subproblems, and show that this decomposition can be naturally implemented as a bidding game among all clients and the access point, which plays the role of a centralized scheduler. In the bidding game, the strategy of each client is to carry out a simple selfish optimization. We show that the strategy of the access point can be implemented by a simple on-line scheduling policy. A surprising result is that the channel reliabilities need not be known a priori.     

Queueing systems on a circle

Consider a ring on which customers arrive according to a Poisson process. Arriving customers drop somewhere on the circle and wait there for a server who travels on the ring. Whenever this server encounters a customer, he stops and serves the customer according to an arbitrary service time distribution. After the service is completed, the server removes the client from the circle and resumes his journey.We are interested in the number and the locations of customers that are waiting for service. These locations are modeled as random counting measures on the circle. Two different types of servers are considered: The polling server and the Brownian (or drunken) server. It is shown that under both server motions the system is stable if the traffic intensity is less than 1. Furthermore, several earlier results on the configuration of waiting customers are extended, by combining results from random measure theory, stochastic integration and renewal theory.     

Comments on 'A Closed Queueing Maintenance Network with Two Repair Centres': Response

Journal of the Operational Research Society -     

Reliability analysis of complex communication systems

This paper deals with a first-come, first-served (FCFS) queueing model to analyze the asymptotic behavior of a heterogeneous finite-source communication system with a single processor. Each source and the processor are assumed to operate in independent random environments, allowing the arrival and service processes to be Markov-modulated ones. Each message is characterized by its own exponentially distributed source and processing time with parameter, depending on the state of the corresponding environment, that is, the arrival and service rates are subject to random fluctuations. Assuming that the arrival rates of the messages are many times greater than their service rates (“fast” arrival), it is shown that the time to the first system failure converges in distribution, under appropriate norming, to an exponentially distributed random variable. Some simple examples are considered to illustrate the effectiveness of the method proposed by comparing the approximate results to the exact ones. Supported by the Hungarian National Foundation for Scientific Research (grant No. OTKA T14974/95). Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part II.     

Comments on the feedback stabilization for bilinear control systems

Necessary and sufficient condition are given for state feedback stabilization of distributed control bilinear systems. The results are based on the theory of linear and nonlinear contraction semigroups.     

Queueing models for a flexible machining station Part II: The method of Coxian phases

A work station of a flexible manufacturing system (fms) is modeled as a multi-server queue with finite waiting room. The interarrival/service time distributions have squared coefficients of variations not less than 0.5 and are modeled as Coxian laws of two phases. A recursive scheme is developed to calculate the equilibrium queue length distribution. The model, together with the diffusion approximation model of Part I, can be used to aid the design of fms work stations.     

Queueing models,block hessenberg matrices and the method of neuts

We introduce a numerical method to compute the stationary probability vector of queueing models whose infinitesimal generator is of block Hessenberg form. It is shown that the stationary probability vector is equal to the first column of the inverse of the coefficient matrix. Furthermore, it is shown that the first column of the inverse of an upper (or lower) Hessenberg matrix may be obtained in a relatively small number of operations. Together, these results allow us to define a powerful algorithm for solving certain queueing models. The efficiency of this algorithm is discussed and a comparison with the method of Neuts is undertaken. A relationship with the method of Gaussian elimination is established and used to develop some stability results.This work was supported in part by NSF Grant MCS-83-00438.     

Comments on extended pressure-strain correlation models

The importance of including additional terms for rapid distortion and return to isotropy in the modeling of the pressure-strain correlation in turbulent shear flows under the influence of external body forces is examined. Simplications of the Reynolds-stress equations are made by invoking the two-dimensional boundary layer approximations and assuming that production of turbulence energy balances viscous dissipation. Results indicate that for small external body forces a Monin-Oboukhov formula for the mixing-length is again obtained. However, the effects of the additional rapid distortion and return to isotropy terms on the formula are negligible when compared with the use of the simple return to isotropy term proposed by Rotta. In view of this, significant improvement on mixing-length closure models could not be obtained by refining the simple Rotta model for the pressure-strain correlation.

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Zusammenfassung Die Wichtigkeit des Einschlusses zusätzlicher Ausdrücke zur Berücksichtigung schneller Formänderung und Rückkehr in den isotropischen Zustand beim Aufstellen des mathematischen Druck-Formänderungskorrelationsmodelles in turbulenten Strömungen mit Scherspannung unter Einfluß äußerer Körperkräfte wird untersucht. Vereinfachungen der Reynolds-Spannung unter werden durch die Anwendung der zweidimensionalen Grenzschichtnäherungen und auch durch die Annahme, daß die Erzeugung turbulenter Energie die viskose Dissipation ausgleicht, erreicht. Ergebnisse haben gezeigt, daß man für kleine äußere Körperkräfte wieder eine Monin-Oboukhov-Gleichung für die Mischstreckenlänge erhält. Der Einfluß der zusätzlichen schnellen Formänderung und der Rückkehr in den isotropen Zustand auf die Gleichung ist jedoch vernachlässigbar, wenn man ihn mit dem von Rotta vorgeschlagenen Ausdruck zur Berücksichtigung der Rückkehr in den isotropen Zustand vergleicht. Aus diesem Grunde war es nicht möglich, eine bedeutende Verbesserung von Modellen für Mischstreckenlängen durch Verfeinerung des einfachen Rotta-Modelles für die Druck-Formänderungskorrelation zu erreichen.