Prediction in Markovian bulk arrival queues

This paper deals with the statistical analysis of bulk arrival queues from a Bayesian point of view. The focus is on prediction of the usual measures of performance of the system in equilibrium. Posterior predictive distribution of the number of customers in the system is obtained through its probability generating function. Posterior distribution of the waiting time, in the queue and in the system, of the first customer of an arriving group is expressed in terms of their Laplace and Laplace–Stieltjes transform. Discussion of numerical inversion of these transforms is addressed.     

Bayesian inference in Markovian queues

This paper is concerned with the Bayesian analysis of general queues with Poisson input and exponential service times. Joint posterior distribution of the arrival rate and the individual service rate is obtained from a sample consisting inn observations of the interarrival process andm complete service times. Posterior distribution of traffic intensity inM/M/c is also obtained and the statistical analysis of the ergodic condition from a decision point of view is discussed.     

Bayesian analysis of M/Er/1 and M/H_k/1 queues

This paper describes Bayesian inference and prediction for some M/G/1 queueing models. Cases when the service distribution is Erlang, hyperexponential and hyperexponential with a random number of components are considered. Monte Carlo and Markov chain Monte Carlo methods are used for estimation of quantities of interest assuming the queue is in equilibrium. This revised version was published online in June 2006 with corrections to the Cover Date.     

Bayesian prediction inM/M/1 queues

Simple queues with Poisson input and exponential service times are considered to illustrate how well-suited Bayesian methods are used to handle the common inferential aims that appear when dealing with queue problems. The emphasis will mainly be placed on prediction; in particular, we study the predictive distribution of usual measures of effectiveness in anM/M/1 queue system, such as the number of customers in the queue and in the system, the waiting time in the queue and in the system, the length of an idle period and the length of a busy period.     

Tail behavior of conditional sojourn times in Processor-Sharing queues

We investigate the tail behavior of the sojourn-time distribution for a request of a given length in an M/G/1 Processor-Sharing (PS) queue. An exponential asymptote is proven for general service times in two special cases: when the traffic load is sufficiently high and when the request length is sufficiently small. Furthermore, using the branching process technique we derive exact asymptotics of exponential type for the sojourn time in the M/M/1 queue. We obtain an equation for the asymptotic decay rate and an exact expression for the asymptotic constant. The decay rate is studied in detail and is compared to other service disciplines. Finally, using numerical methods, we investigate the accuracy of the exponential asymptote. AMS 2000 Subject Classifications Primary:60K25,Secondary: 60F10,68M20,90B22     

Synchronized queues with deterministic arrivals

We consider m independent exponential servers in parallel, driven by the same deterministic input. This is a modification of the Flatto-Hahn-Wright model which turns out to be easily tractable. We focus on the time-stationary distribution of the number of customers which is obtained using the Palm inversion formula.     

Explicit solutions for the steady state distributions in M/PH/1 queues with workload dependent balking

We consider an M/PH/1 queue with balking based on the workload. An arriving customer joins the queue and stays until served only if the system workload is below a fixed level at the time of arrival. The steady state workload distribution in such a system satisfies an integral equation. We derive a differential equation for Phase type service time distribution and we solve it explicitly, with Erlang, Hyper-exponential and Exponential distributions as special cases. We illustrate the results with numerical examples.     

Strategic joining in M/M/1 retrial queues

The equilibrium and socially optimal balking strategies are investigated for unobservable and observable single-server classical retrial queues. There is no waiting space in front of the server. If an arriving customer finds the server idle, he occupies the server immediately and leaves the system after service. Otherwise, if the server is found busy, the customer decides whether or not to enter a retrial pool with infinite capacity and becomes a repeated customer, based on observation of the system and the reward–cost structure imposed on the system. Accordingly, two cases with respect to different levels of information are studied and the corresponding Nash equilibrium and social optimization balking strategies for all customers are derived. Finally, we compare the equilibrium and optimal behavior regarding these two information levels through numerical examples.     

Settling time bounds forM/G/1 queues

This paper addresses the question of how long it takes for anM/G/1 queue, starting empty, to approach steady state. A coupling technique is used to derive bounds on the variation distance between the distribution of number in the system at timet and its stationary distribution. The bounds are valid for allt. This research was supported in part by a grant from the AT&T Foundation and NSF grant DCR-8351757.     

Symmetric queues served in cyclic order

Consider a symmetrical system of n queues served in cyclic order by a single server. It is shown that the stationary number of customers in the system is distributed as the sum of three independent random variables, one being the stationary number of customers in a standard M/G/1 queue. This fact is used to establish an upper bound for the mean waiting time for the case where at most k customers are served at each queue per visit by the server. This approach is also used to rederive the mean waiting times for the cases of exhaustive service, gated service, and serve at most one customer at each queue per visit by the server.     

Optimal design of multi‐server Markovian queues with polynomial waiting and service costs

This paper is concerned with the optimal design of queueing systems. The main decisions in the design of such systems are the number of servers, the appropriate control to have on the arrival rates, and the appropriate service rate these servers should possess. In the formulation of the objective function to this problem, most publications use only linear cost rates. The linear rates, especially for the waiting cost, do not accurately reflect reality. Although there are papers involving nonlinear cost functions, no paper has ever considered using polynomial cost functions of degree higher than two. This is because simple formulas for computing the higher moments are not available in the literature. This paper is an attempt to fill this gap in the literature. Thus, the main contributions of our work are as follows: (i) the derivation of a very simple formula for the higher moments of the waiting time for the M/M/s queueing system, which requires only the knowledge of the expected waiting time; (ii) proving their convexity with respect to the design variables; and (iii) modeling and solving more realistic design problems involving general polynomial cost functions. We also focus on simultaneous optimization of the staffing level, arrival rate and service rate. Copyright © 2013 John Wiley & Sons, Ltd.     

Equilibrium balking strategies in Markovian queues with working vacations

The equilibrium balking strategies are investigated in the paper for observable and unobservable single-server queues with working vacations. In such an M/M/1 queue with working vacations, the server undertakes the workload with a lower service rate rather than completely stops to work during the vacation period. Upon arrival, the customers decide whether to join or balk the queue based on observation of the queue length and the status of the server, along with the reward-cost structure of the system. Accordingly, four cases with respect to different levels of information are studied and the corresponding Nash equilibria are derived. Finally, the effect of the information levels as well as several parameters on the equilibrium threshold and equilibrium entrance probabilities is illustrated by numerical examples.     

M/M/∞ queues in semi-Markovian random environment

In this paper we investigate an M/M/∞ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to compute all the factorial moments for the number of customers in the system in steady state. The used technique is based on the calculation of the raw moments of the measure of a bidimensional random set. Finally the case when the random environment has only two states is deeper analyzed. We obtain an explicit formula to compute the above mentioned factorial moments when at least one of the two states has sojourn time exponentially distributed. Part of this research took place while the author was still post-doc at EURANDOM, Eindhoven, The Netherlands. The work was supported by the Spanish Ministry of Education and Science by the Grant MTM2007-63140.     

M/G/1/K queues withN-policy and setup times

A steady-state analysis is given for M/G/1/K queues with combinedN-policy and setup times before service periods. The queue length distributions and the mean waiting times are obtained for the exhaustive service system, the gated service system, the E-limited service system, and the G-limited service system. Numerical examples are also provided.     

Higher moments of the waiting time distribution in M/G/1 retrial queues

This work analyzes the waiting time distribution in the M/G/1 retrial queue. The first two moments of the waiting time distribution are known from the literature. In this work we obtain all the moments of the waiting time distribution.     

The output of a buffered data communication system

The output process in a buffer-multiplexer data communication system with N identical input lines and one output line is considered. It is assumed that the rate of transmission on the input lines and on the output line is 1, that idle periods on the input lines follow an exponential distribution, and that active periods are allowed to have an arbitrary distribution function. The main result is that active periods on the output line follow the same distribution function as the busy period in a certain M/G/1 queue. First passage times from any state of the system to complete idleness are also considered and their Laplace transforms are derived.     

On the probability of abandonment in queues with limited sojourn and waiting times

Consider the Geo/Geo/1 queue with impatient customers and let X reflect the patience distribution. We show that systems with a smaller patience distribution X in the convex-ordering sense give rise to fewer abandonments (due to impatience), irrespective of whether customers become patient when entering the service facility.     

Robust Bayesian prediction and estimation under a squared log error loss function

Robust Bayesian analysis is concerned with the problem of making decisions about some future observation or an unknown parameter, when the prior distribution belongs to a class Γ instead of being specified exactly. In this paper, the problem of robust Bayesian prediction and estimation under a squared log error loss function is considered. We find the posterior regret Γ-minimax predictor and estimator in a general class of distributions. Furthermore, we construct the conditional Γ-minimax, most stable and least sensitive prediction and estimation in a gamma model. A prequential analysis is carried out by using a simulation study to compare these predictors.     

System with priority queues and unreliable server

A single server queueing system with an unreliable server and priority customers is considered. The limit distribution of the number of ordinary customers in the system is obtained.