Workload and Waiting Time Analyses of MAP/G/1 Queue under D-policy

We study the workload (unfinished work) and the waiting time of the queueing system with MAP arrivals under D-policy. The D-policy stipulates that the idle server begin to serve the customers only when the sum of the service times of all waiting customers exceeds some fixed threshold D. We first set up the system equations for workload and obtain the steady-state distributions of workloads at an arbitrary idle and busy points of time. We then proceed to obtain the waiting time distribution of an arbitrary customer based on the workload results. The M/G/1/D-policy queue will be investigated as a special case.     

From the matrix-geometric to the matrix-exponential

We consider the single server queuesN/G/1 andGI/N/1 respectively in which the arrival process or the service process is a Neuts Process, and derive the matrix-exponential forms of the solution of relevant nonlinear matrix equations for such queues. We thereby generalize the matrix-exponential results of Sengupta forGI/PH/1 and of Neuts forMMPP/G/1 to substantially more general models. Our derivation of the results also establishes the equivalence of the methods of Neuts and those of Sengupta. A detailed analysis of the queueGI/N/1 is given, and it is noted that not only the stationary distribution at arrivals but also at an arbitrary time is matrix-geometric. Matrix-exponential steady state distributions are established for the waiting times in the queueGI/N/1. From this, by appealing to the duality theorem of Ramaswami, it is deduced that the stationary virtual and actual waiting times in aGI/PH/1 queue are of phase type.     

A Queue with Semi-Markovian Batch Plus Poisson Arrivals with Application to the MPEG Frame Sequence

We consider a queueing system with a single server having a mixture of a semi-Markov process (SMP) and a Poisson process as the arrival process, where each SMP arrival contains a batch of customers. The service times are exponentially distributed. We derive the distributions of the queue length of both SMP and Poisson customers when the sojourn time distributions of the SMP have rational Laplace–Stieltjes transforms. We prove that the number of unknown constants contained in the generating function for the queue length distribution equals the number of zeros of the denominator of this generating function in the case where the sojourn times of the SMP follow exponential distributions. The linear independence of the equations generated by those zeros is discussed for the same case with additional assumption. The necessary and sufficient condition for the stability of the system is also analyzed. The distributions of the waiting times of both SMP and Poisson customers are derived. The results are applied to the case in which the SMP arrivals correspond to the exact sequence of Motion Picture Experts Group (MPEG) frames. Poisson arrivals are regarded as interfering traffic. In the numerical examples, the mean and variance of the waiting time of the ATM cells generated from the MPEG frames of real video data are evaluated.     

Analysis of a Multivariate Claim Process

The first part of this paper introduces a class of discrete multivariate phase-type (MPH) distributions. Recursive formulas are found for joint probabilities. Explicit expressions are obtained for means, variances and co-variances. The discrete MPH-distributions are used in the second part of the paper to study multivariate insurance claim processes in risk analysis, where claims may arrive in batches, the arrivals of different types of batches may be correlated and the amounts of different types of claims in a batch may be dependent. Under certain conditions, it is shown that the total amounts of claims accumulated in some random time horizon are discrete MPH random vectors. Matrix-representations of the discrete MPH-distributions are constructed explicitly. Efficient computational methods are developed for computing risk measures of the total claims of different types of claim batches and individual types of claims (e.g., joint distribution, mean, variance, correlation and value at risk.)     

Discrete NT-policy single server queue with Markovian arrival process and phase type service

We consider a discrete time single server queueing system in which arrivals are governed by the Markovian arrival process. During a service period, all customers are served exhaustively. The server goes on vacation as soon as he/she completes service and the system is empty. Termination of the vacation period is controlled by two threshold parameters N and T, i.e. the server terminates his/her vacation as soon as the number waiting reaches N or the waiting time of the leading customer reaches T units. The steady state probability vector is shown to be of matrix-geometric type. The average queue length and the probability that the server is on vacation (or idle) are obtained. We also derive the steady state distribution of the waiting time at arrivals and show that the vacation period distribution is of phase type.     

Response times in gated M/G/1 queues: The processor-sharing case

A class of single server queues with Poisson arrivals and a gated server is considered. Whenever the server becomes idle the gate separating it from the waiting line opens, admitting all the waiting customers into service, and then closes again. The batch admitted into service may be served according to some arbitrary scheme. The equilibrium waiting time distribution is provided for the subclass of conservative schemes with arbitrary service times and the processor-sharing case is treated in some detail to produce the equilibrium time-in-service and response time distributions, conditional on the length of required service. The LIFO and random order of service schemes and the case of compound Poisson arrivals are treated briefly as examples of the effectiveness of the proposed method of analysis. All distributions are provided in terms of their Laplace transforms except for the case of exponential service times where the L.T. of the waiting time distribution is inverted. The first two moments of the equilibrium waiting and response times are provided for most treated cases and in the exponential service times case the batch size distribution is also presented.     

The infinite-buffer single server queue with a variant of multiple vacation policy and batch Markovian arrival process

We consider an infinite-buffer single server queue where arrivals occur according to a batch Markovian arrival process (BMAP). The server serves until system emptied and after that server takes a vacation. The server will take a maximum number H of vacations until either he finds at least one customer in the queue or the server has exhaustively taken all the vacations. We obtain queue length distributions at various epochs such as, service completion/vacation termination, pre-arrival, arbitrary, departure, etc. Some important performance measures, like mean queue lengths and mean waiting times, etc. have been obtained. Several other vacation queueing models like, single and multiple vacation model, queues with exceptional first vacation time, etc. can be considered as special cases of our model.     

A New Approach to Analysis of Polling Systems

In this paper, we consider polling systems with J stations with Poisson arrivals and general service distributions attended by a cyclic server. The service discipline at each station is either exhaustive or gated. We propose a new approach to analysis of the mean waiting times in the polling systems. The outline of our method is as follows. We first define the stochastic process Q that represents an evolution of the system state, and define three types of the performance measures W _i ,H _i and F _i , which are the expected waiting times conditioned on the system state. Then from the analysis of customers at polling instants, we find their linear functional expressions. The steady state average waiting times can be derived from the performance measures by simple limiting procedures. Their actual values can be obtained by solving J(J+1) linear equations.     

A Predictive Model for the Police Response Function

The expected response time to a call for service (CFS) for a given configuration of police beats is developed. The effect of downtime calls on the response time to a CFS is determined. Consideration is given to both travel time and waiting time. Travel time and service time distributions are isolated. The model is valid for Poisson arrivals and arbitrary service time distributions. A probabilistic assignment policy is determined for each beat. The fraction of incoming calls arriving in beat k answered by unit l is obtained. Pre-emptive priorities are allowed. Application to the Aurora, Illinois, Police Department is shown.     

Waiting times for M/M systems under state-dependent processor sharing

We consider a system where the arrivals form a Poisson process and the required service times of the requests are exponentially distributed. The requests are served according to the state-dependent (Cohen’s generalized) processor sharing discipline, where each request in the system receives a service capacity which depends on the actual number of requests in the system. For this system we derive systems of ordinary differential equations for the LST and for the moments of the conditional waiting time of a request with given required service time as well as a stable and fast recursive algorithm for the LST of the second moment of the conditional waiting time, which in particular yields the second moment of the unconditional waiting time. Moreover, asymptotically tight upper bounds for the moments of the conditional waiting time are given. The presented numerical results for the first two moments of the sojourn times in M/M/m?PS systems show that the proposed algorithms work well.     

Log-Convexity of Counting Processes Evaluated at a Random end of Observation Time with Applications to Queueing Models

We consider a counting processes with independent inter-arrival times evaluated at a random end of observation time T, independent of the process. For instance, this situation can arise in a queueing model when we evaluate the number of arrivals after a random period which can depend on the process of service times. Provided that T has log-convex density, we give conditions for the inter-arrival times in the counting process so that the observed number of arrivals inherits this property. For exponential inter-arrival times (pure-birth processes) we provide necessary and sufficient conditions. As an application, we give conditions such that the stationary number of customers waiting in a queue is a log-convex random variable. We also study bounds in the approximation of log-convex discrete random variables by a geometric distribution.     

Waiting Time Asymptotics in the Single Server Queue with Service in Random Order

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals and regularly varying service time distribution with index ?ν, it is shown that the waiting time distribution is also regularly varying, with index 1?ν, and the pre-factor is determined explicitly. Another contribution of the paper is the heavy-traffic analysis of the waiting time distribution in the M/G/1 case. We consider not only the case of finite service time variance, but also the case of regularly varying service time distribution with infinite variance.     

Estimating bus passenger waiting times from incomplete bus arrivals data

This paper considers the problem of estimating bus passenger waiting times at bus stops using incomplete bus arrivals data. This is of importance to bus operators and regulators as passenger waiting time is a key performance measure. Average waiting times are usually estimated from bus headways, that is, time gaps between buses. It is both time-consuming and expensive to measure bus arrival times manually so methods using automatic vehicle location systems are attractive; however, these systems do not usually provide 100% data coverage and missing data are problematical. The paper contributes to the general theory of estimating headway variance using incomplete data. Various methods for replacing missing buses or discarding spurious bus headways are compared and tested on different data sets.     

Autocorrelations in infinite server batch arrival queues

This paper studies an important aspect of queueing theory, autocorrelation properties of system processes. A general infinite server queue with batch arrivals is considered. There areM different types of customers and their arrivals are regulated by a Markov renewal input process. Batch sizes and service times depend on the relevant customer types. With a conditional approach, closed form expressions are obtained for the autocovariance of the continuous time and prearrival system sizes. Some special models are also discussed, giving insights into steady state system behaviour. Autocorrelation functions have a wide range of applications. We highlight one area of application by using autocovariances to derive variances of sample means for a number of special models.This work has been supported by the Natural Sciences and Engineering Council of Canada through Grant A5639 and by the National Natural Science Foundation of China through Grant 19001015.     

Efficient computational analysis of non-exhaustive service vacation queues: BMAP/R/1/N(∞) under gated-limited discipline

This paper analyzes the finite-buffer single server queue with vacation(s). It is assumed that the arrivals follow a batch Markovian arrival process (BMAP) and the server serves customers according to a non-exhaustive type gated-limited service discipline. It has been also considered that the service and vacation distributions possess rational Laplace-Stieltjes transformation (LST) as these types of distributions may approximate many other distributions appeared in queueing literature. Among several batch acceptance/rejection strategies, the partial batch acceptance strategy is discussed in this paper. The service limit L (1 ≤ L ≤ N) is considered to be fixed, where N is the buffer-capacity excluding the one in service. It is assumed that in each busy period the server continues to serve until either L customers out of those that were waiting at the start of the busy period are served or the queue empties, whichever occurs first. The queue-length distribution at vacation termination/service completion epochs is determined by solving a set of linear simultaneous equations. The successive substitution method is used in the steady-state equations embedded at vacation termination/service completion epochs. The distribution of the queue-length at an arbitrary epoch has been obtained using the supplementary variable technique. The queue-length distributions at pre-arrival and post-departure epoch are also obtained. The results of the corresponding infinite-buffer queueing model have been analyzed briefly and matched with the previous model. Net profit function per unit of time is derived and an optimal service limit and buffer-capacity are obtained from a maximal expected profit. Some numerical results are presented in tabular and graphical forms.     

The discrete-time MAP/PH/1 queue with multiple working vacations

We consider a discrete-time single-server queueing model where arrivals are governed by a discrete Markovian arrival process (DMAP), which captures both burstiness and correlation in the interarrival times, and the service times and the vacation duration times are assumed to have a general phase-type distributions. The vacation policy is that of a working vacation policy where the server serves the customers at a lower rate during the vacation period as compared to the rate during the normal busy period. Various performance measures of this queueing system like the stationary queue length distribution, waiting time distribution and the distribution of regular busy period are derived. Through numerical experiments, certain insights are presented based on a comparison of the considered model with an equivalent model with independent arrivals, and the effect of the parameters on the performance measures of this model are analyzed.     

Analysis of finite-buffer multi-server queues with group arrivals: GIX/M/c/N

In this paper, we analyse a multi-server queue with bulk arrivals and finite-buffer space. The interarrival and service times are arbitrarily and exponentially distributed, respectively. The model is discussed with partial and total batch rejections and the distributions of the numbers of customers in the system at prearrival and arbitrary epochs are obtained. In addition, blocking probabilities and waiting time analyses of the first, an arbitrary and the last customer of a batch are discussed. Finally, some numerical results are presented. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the GI/M/1/N queue with multiple working vacations—analytic analysis and computation

We consider finite buffer single server GI/M/1 queue with exhaustive service discipline and multiple working vacations. Service times during a service period, service times during a vacation period and vacation times are exponentially distributed random variables. System size distributions at pre-arrival and arbitrary epoch with some important performance measures such as, probability of blocking, mean waiting time in the system etc. have been obtained. The model has potential application in the area of communication network, computer systems etc. where a single channel is allotted for more than one source.     

Optimal control of the N policy M/G/1 queueing system with server breakdowns and general startup times

This paper deals with an N policy M/G/1 queueing system with a single removable and unreliable server whose arrivals form a Poisson process. Service times, repair times, and startup times are assumed to be generally distributed. When the queue length reaches N(N ? 1), the server is immediately turned on but is temporarily unavailable to serve the waiting customers. The server needs a startup time before providing service until there are no customers in the system. We analyze various system performance measures and investigate some designated known expected cost function per unit time to determine the optimal threshold N at a minimum cost. Sensitivity analysis is also studied.     

Stationary Distributions of GI/M/c Queue with PH Type Vacations

We study a GI/M/c type queueing system with vacations in which all servers take vacations together when the system becomes empty. These servers keep taking synchronous vacations until they find waiting customers in the system at a vacation completion instant.The vacation time is a phase-type (PH) distributed random variable. Using embedded Markov chain modeling and the matrix geometric solution methods, we obtain explicit expressions for the stationary probability distributions of the queue length at arrivals and the waiting time. To compare the vacation model with the classical GI/M/c queue without vacations, we prove conditional stochastic decomposition properties for the queue length and the waiting time when all servers are busy. Our model is a generalization of several previous studies.