A heavy-traffic analysis of a closed queueing system with a GI/∞ service center

This paper studies the heavy-traffic behavior of a closed system consisting of two service stations. The first station is an infinite server and the second is a single server whose service rate depends on the size of the queue at the station. We consider the regime when both the number of customers, n, and the service rate at the single-server station go to infinity while the service rate at the infinite-server station is held fixed. We show that, as n→∞, the process of the number of customers at the infinite-server station normalized by n converges in probability to a deterministic function satisfying a Volterra integral equation. The deviations of the normalized queue from its deterministic limit multiplied by √n converge in distribution to the solution of a stochastic Volterra equation. The proof uses a new approach to studying infinite-server queues in heavy traffic whose main novelty is to express the number of customers at the infinite server as a time-space integral with respect to a time-changed sequential empirical process. This gives a new insight into the structure of the limit processes and makes the end results easy to interpret. Also the approach allows us to give a version of the classical heavy-traffic limit theorem for the G/GI/∞ queue which, in particular, reconciles the limits obtained earlier by Iglehart and Borovkov. 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     

Stationary tail asymptotics of a tandem queue with feedback

Motivated by applications in manufacturing systems and computer networks, in this paper, we consider a tandem queue with feedback. In this model, the i.i.d. interarrival times and the i.i.d. service times are both exponential and independent. Upon completion of a service at the second station, the customer either leaves the system with probability p or goes back, together with all customers currently waiting in the second queue, to the first queue with probability 1−p. For any fixed number of customers in one queue (either queue 1 or queue 2), using newly developed methods we study properties of the exactly geometric tail asymptotics as the number of customers in the other queue increases to infinity. We hope that this work can serve as a demonstration of how to deal with a block generating function of GI/M/1 type, and an illustration of how the boundary behaviour can affect the tail decay rate.     

A tandem GI/PH/1→•/PH/1/0 queue with blocking

Tandem queues are widely used in mathematical modeling of random processes describing the operation of manufacturing systems, supply chains, computer and telecommunication networks. Although there exists a lot of publications on tandem queueing systems, analytical research on tandem queues with non-Markovian input is very limited. In this paper, the results of analytical investigation of two-node tandem queue with arbitrary distribution of inter-arrival times are presented. The first station of the tandem is represented by a single-server queue with infinite waiting room. After service at the first station, a customer proceeds to the second station that is described by a single-server queue without a buffer. Service times of a customer at the first and the second server have PH (Phase-type) distributions. A customer, who completes service at the first server and meets a busy second server, is forced to wait at the first server until the second server becomes available. During the waiting period, the first server becomes blocked, i.e., not available for service of customers. We calculate the joint stationary distribution of the system states at the embedded epochs and at arbitrary time. The Laplace–Stieltjes transform of the sojourn time distribution is derived. Key performance measures are calculated and numerical results presented.     

Sojourn time analysis for a cyclic-service tandem queueing model with general decrementing service

A sojourn time analysis is provided for a cyclic-service tandem queue with general decrementing service which operates as follows: starting once a service of queue 1 in the first stage, a single server continues serving messages in queue 1 until either queue 1 becomes empty, or the number of messages decreases to k less than that found upon the server's last arrival at queue 1, whichever occurs first, where 1 ≤ k ≤ ∞. After service completion in queue 1, the server switches over to queue 2 in the second stage and serves all messages in queue 2 until it becomes empty. It is assumed that an arrival stream is Poissonian, message service times at each stage are generally distributed and switch-over times are zero. This paper analyzes joint queue-length distributions and message sojourn time distributions.     

Asymptotic behaviour of the tandem queueing system with identical service times at both queues

Consider a tandem queue consisting of two single-server queues in series, with a Poisson arrival process at the first queue and arbitrarily distributed service times, which for any customer are identical in both queues. For this tandem queue, we relate the tail behaviour of the sojourn time distribution and the workload distribution at the second queue to that of the (residual) service time distribution. As a by-result, we prove that both the sojourn time distribution and the workload distribution at the second queue are regularly varying at infinity of index 1−ν, if the service time distribution is regularly varying at infinity of index −ν (ν>1). Furthermore, in the latter case we derive a heavy-traffic limit theorem for the sojourn time S ⁽²⁾ at the second queue when the traffic load ρ↑ 1. It states that, for a particular contraction factor Δ (ρ), the contracted sojourn time Δ (ρ) S ⁽²⁾ converges in distribution to the limit distribution H(·) as ρ↑ 1 where .     

Queueing analysis of a discrete closed-loop conveyor with service facilities

We consider a discrete closed-loop conveyor system consisting of a loading station, an unloading station, and a number of carriers which move with constant speed along a closed track. At the loading station units arrive in batches while the arrival of batches is governed by a Poisson process. The units queue at the loading station and await there the arrival of an empty carrier. Each unit requires some amount of service which is provided while the unit is on a carrier. After completion of service a unit leaves the system as soon as it reaches the unloading station. Our interest focuses on the steady-state queue length at the loading station. We obtain explicit results for the case where units leave their carriers on passing the unloading station for the second time. We were motivated to study this case by a slotted ring protocol for local area networks.     

Notes of M/G/1 system under the {\langle p, T \rangle} policy with second optional service

We optimize the operating cost of the ${\langle p, T \rangle}We optimize the operating cost of the áp, T ?{\langle p, T \rangle} policy for an M/G/1 queueing system with second optional service, where the customer may depart from the system either after the first essential service with probability 1 − r or at the end of the first service may immediately go for a second service with probability r. Moreover, the server takes a vacation of fixed length T if the system becomes empty. If customers are found in the queue after T time units have elapsed since the end of the busy period, the server reactivates with probability p or leaves for a vacation of the same length T with probability 1 − p. Alternatively, if no customers present in the queue upon returning from the vacation, the server leaves for another a vacation of the same length. We call this áp, T ?{\langle p, T \rangle} policy. The total expected cost function per unit time is developed to determine the optimal thresholds of p and T at a minimum cost. Based on the optimal cost the explicit form for joint optimum values of p and T are obtained.     

Discrete time queues with delayed information

We study the behavior of a single-server discrete-time queue with batch arrivals, where the information on the queue length and possibly on service completions is delayed. Such a model describes situations arising in high speed telecommunication systems, where information arrives in messages, each comprising a variable number of fixed-length packets, and it takes one unit of time (a slot) to transmit a packet. Since it is not desirable to attempt service when the system may be empty, we study a model where we assume that service is attempted only if, given the information available to the server, it is certain that there are messages in the queue. We characterize the probability distribution of the number of messages in the queue under some general stationarity assumptions on the arrival process, when information on the queue size is delayedK slots, and derive explicit expressions of the PGF of the queue length for the case of i.i.d. batch arrivals and general independent service times. We further derive the PGF of the queue size when information onboth the queue length and service completion is delayedK=1 units of time. Finally, we extend the results to priority queues and show that when all messages are of unit length, thec rule remains optimal even in the case of delayed information.     

Asymptotic Analysis of Two Coupled Queues with Vastly Different Arrival Rates and Finite Customer Capacities

We consider two coupled queues, with each having a finite capacity of customers. When both queues are nonempty they evolve independently, but when one becomes empty the service rate in the other changes. Such a model corresponds to a generalized processor sharing (GPS) discipline. We study the joint distribution p(m, n) of finding (m, n) customers in the (first, second) queue, in the steady state. We study the problem in an asymptotic limit of “heavy traffic,” where also the arrival rate to the second queue is assumed to be small relative to that of the first. The capacity of the first queue is scaled to be large, while that of the second queue is held constant. We consider several different scalings, and in each case obtain limiting differential and/or difference equation for p(m, n), and these we explicitly solve. We show that our asymptotic approximations are quite accurate numerically. This work supplements previous investigations into this GPS model, which assumed infinite capacities/buffers. The present model corresponds to a random walk in a lattice rectangle, where p(m, n) satisfies a different boundary condition on each edge.     

On the Introduction of an Agile, Temporary Workforce into a Tandem Queueing System

We consider a two-station tandem queueing system where customers arrive according to a Poisson process and must receive service at both stations before leaving the system. Neither queue is equipped with dedicated servers. Instead, we consider three scenarios for the fluctuations of workforce level. In the first, a decision-maker can increase and decrease the capacity as is deemed appropriate; the unrestricted case. In the other two cases, workers arrive randomly and can be rejected or allocated to either station. In one case the number of workers can then be reduced (the controlled capacity reduction case). In the other they leave randomly (the uncontrolled capacity reduction case). All servers are capable of working collaboratively on a single job and can work at either station as long as they remain in the system. We show in each scenario that all workers should be allocated to one queue or the other (never split between queues) and that they should serve exhaustively at one of the queues depending on the direction of an inequality. This extends previous studies on flexible systems to the case where the capacity varies over time. We then show in the unrestricted case that the optimal number of workers to have in the system is non-decreasing in the number of customers in either queue. AMS subject classification: 90B22, 90B36     

AN M/G/1 RETRIAL QUEUE WITH SECOND MULTI-OPTIONAL SERVICE, FEEDBACK AND UNRELIABLE SERVER

An M/G/1 retrial queue with two-phase service and feedback is studied in this paper, where the server is subject to starting failures and breakdowns during service. Primary customers get in the system according to a Poisson process, and they will receive service immediately if the server is available upon arrival. Otherwise, they will enter a retrial orbit and are queued in the orbit in accordance with a first-come-first-served （FCFS） discipline. Customers are allowed to balk and renege at particular times. All customers demand the first “essential” service, whereas only some of them demand the second “multi-optional” service. It is assumed that the retrial time, service time and repair time of the server are all arbitrarily distributed. The necessary and sufficient condition for the system stability is derived. Using a supplementary variable method, the steady-state solutions for some queueing and reliability measures of the system are obtained.     

The queue length distributions in the finite buffer bulk-service MAP/G/1 queue with multiple vacations

We consider a finite buffer batch service queueing system with multiple vacations wherein the input process is Markovian arrival process (MAP). The server leaves for a vacation as soon as the system empties and is allowed to take repeated (multiple) vacations. The service- and vacation- times are arbitrarily distributed. We obtain the queue length distributions at service completion, vacation termination, departure, arbitrary and pre-arrival epochs. Finally, some performance measures such as loss probability, average queue lengths are discussed. Computational procedure has been given when the service- and vacation- time distributions are of phase type (PH-distribution).     

On the single server retrial queue with priority customers

We consider anM ₂/G ₂/1 type queueing system which serves two types of calls. In the case of blocking the first type customers can be queued whereas the second type customers must leave the service area but return after some random period of time to try their luck again. This model is a natural generalization of the classicM ₂/G ₂/1 priority queue with the head-of-theline priority discipline and the classicM/G/1 retrial queue. We carry out an extensive analysis of the system, including existence of the stationary regime, embedded Markov chain, stochastic decomposition, limit theorems under high and low rates of retrials and heavy traffic analysis.Visiting from: Department of Probability, Mechanics and Mathematics, Moscow State University, Moscow 119899, Russia.     

Asymptotically optimal control of parallel tandem queues with loss

We consider admission and routing controls for a system of N parallel tandem queues with finite buffers as N becomes large, with the aim of minimizing costs due to loss. We obtain the fluid limit as N→∞, and solve a related optimization problem. Asymptotically, for N large, the optimal cost and associated control take one of two forms, depending on the ratio between the cost of blocking an arrival at entry and discarding after service at the first queue.     

Tandem Queues with Impatient Customers for Blood Screening Procedures

We study a blood testing procedure for detecting viruses like HIV, HBV and HCV. In this procedure, blood samples go through two screening steps. The first test is ELISA (antibody Enzyme Linked Immuno-Sorbent Assay). The portions of blood which are found not contaminated in this first phase are tested in groups through PCR (Polymerase Chain Reaction). The ELISA test is less sensitive than the PCR test and the PCR tests are considerably more expensive. We model the two test phases of blood samples as services in two queues in series; service in the second queue is in batches, as PCR tests are done in groups. The fact that blood can only be used for transfusions until a certain expiration date leads, in the tandem queue, to the feature of customer impatience. Since the first queue basically is an infinite server queue, we mainly focus on the second queue, which in its most general form is an S-server M/G ^[k,?K]/S?+?G queue, with batches of sizes which are bounded by k and K. Our objective is to maximize the expected profit of the system, which is composed of the amount earned for items which pass the test (and before their patience runs out), minus costs. This is done by an appropriate choice of the decision variables, namely, the batch sizes and the number of servers at the second service station. As will be seen, even the simplest version of the batch queue, the M/M ^[k,?K]/1?+?M queue, already gives rise to serious analytical complications for any batch size larger than 1. These complications are discussed in detail, and handled for K?=?2. In view of the fact that we aim to solve realistic optimization problems for blood screening procedures, these analytical complications force us to take recourse to either a numerical approach or approximations. We present a numerical solution for the queue length distribution in the M/M ^[k,?K]/S?+?M queue and then formulate and solve several optimization problems. The power-series algorithm, which is a numerical-analytic method, is also discussed.     

Insensitivity in discrete time queues with a moving server

Queues in which customers request service consisting of an integral number of segments and in which the server moves from service station to service station are of considerable interest to practitioners working on digital communications networks. In this paper, we present insensitivity theorems and thereby equilibrium distributions for two discrete time queueing models in which the server may change from one customer to another after completion of each segment of service. In the first model, exactly one segment of service is provided at each time point whether or not an arrival occurs, while in the second model, at most one arrival or service occurs at each time point. In each model, customers of typet request a service time which consists ofl segments in succession with probabilityb _t(l). Examples are given which illustrate the application of the theorems to round robin queues, to queues with a persistent server, and to queues in which server transition probabilities do not depend on the server's previous position. In addition, for models in which the probability that the server moves from one position to another depends only on the distance between the positions, an amalgamation procedure is proposed which gives an insensitive model on a coarse state space even though a queue may not be insensitive on the original state space. A model of Daduna and Schassberger is discussed in this context.This work was supported by the Australian Research Council.     

Stability,monotonicity and invariant quantities in general polling systems

Consider a polling system withK1 queues and a single server that visits the queues in a cyclic order. The polling discipline in each queue is of general gated-type or exhaustive-type. We assume that in each queue the arrival times form a Poisson process, and that the service times, the walking times, as well as the set-up times form sequences of independent and identically distributed random variables. For such a system, we provide a sufficient condition under which the vector of queue lengths is stable. We treat several criteria for stability: the ergodicity of the process, the geometric ergodicity, and the geometric rate of convergence of the first moment. The ergodicity implies the weak convergence of station times, intervisit times and cycle times. Next, we show that the queue lengths, station times, intervisit times and cycle times are stochastically increasing in arrival rates, in service times, in walking times and in setup times. The stability conditions and the stochastic monotonicity results are extended to the polling systems with additional customer routing between the queues, as well as bulk and correlated arrivals. Finally, we prove that the mean cycle time, the mean intervisit time and the mean station times are invariant under general service disciplines and general stationary arrival and service processes.