Maximum entropy analysis to the N policy M/G/1 queueing system with a removable server

We study a single removable server in an M/G/1 queueing system operating under the N policy in steady-state. The server may be turned on at arrival epochs or off at departure epochs. Using the maximum entropy principle with several well-known constraints, we develop the approximate formulae for the probability distributions of the number of customers and the expected waiting time in the queue. We perform a comparative analysis between the approximate results with exact analytic results for three different service time distributions, exponential, 2-stage Erlang, and 2-stage hyper-exponential. The maximum entropy approximation approach is accurate enough for practical purposes. We demonstrate, through the maximum entropy principle results, that the N policy M/G/1 queueing system is sufficiently robust to the variations of service time distribution functions.     

Comparative analysis for the N policy M/G/1 queueing system with a removable and unreliable server

In this paper we analyze a single removable and unreliable server in the N policy M/G/1 queueing system in which the server breaks down according to a Poisson process and the repair time obeys an arbitrary distribution. The method of maximum entropy is used to develop the approximate steady-state probability distributions of the queue length in the M/G(G)/1 queueing system, where the second and the third symbols denote service time and repair time distributions, respectively. A study of the derived approximate results, compared to the exact results for the M/M(M)/1, M/E₂(E₃)/1, M/H₂(H₃)/1 and M/D(D)/1 queueing systems, suggest that the maximum entropy principle provides a useful method for solving complex queueing systems. Based on the simulation results, we demonstrate that the N policy M/G(G)/1 queueing model is sufficiently robust to the variations of service time and repair time distributions.     

Statistical inference for G/M/1 queueing system

In this paper, maximum likelihood estimates of the parameters are derived for the G/M/1 queueing model with variable arrival rate. A simulated numerical example is used to illustrate its application for estimating the parameter when the interarrival time distribution is exponential. Problems of hypothesis testing are also investigated.     

A maximum entropy approach for the busy period of the M/G /1 retrial queue

This paper concerns the busy period of a single server queueing model with exponentially distributed repeated attempts. Several authors have analyzed the structure of the busy period in terms of the Laplace transform but, the information about the density function is limited to first and second order moments. We use the maximum entropy principle to find the least biased density function subject to several mean value constraints. We perform results for three different service time distributions: 3-stage Erlang, hyperexponential and exponential. Also a numerical comparative analysis between the exact Laplace transform and the corresponding maximum entropy density is presented. AMS subject classification: 90B05 90B22     

Performance analysis of discrete-time queue GI/G/1 with negative arrivals

In this paper, we consider a discrete-time GI/G/1 queueing model with negative arrivals. By deriving the probability generating function of actual service time of ordinary customers, we reduced the analysis to an equivalent discrete-time GI/G/1 queueing model without negative arrival, and obtained the probability generating function of buffer contents and random customer delay.     

The MacLaurin expansion for a G/G/1 queue with Markov-modulated arrivals and services

Consider a Markov-modulated G/G/1 queueing system in which the arrival and the service mechanisms are controlled by an underlying Markov chain. The classical approaches to the waiting time of this type of queueing system have severe computational difficulties. In this paper, we develop a numerical algorithm to calculate the moments of the waiting time based on Gong and Hu's idea. Our numerical results show that the algorithm is powerful. A matrix recursive equation for the moments of the waiting time is also given under certain conditions.     

G／G／1排队系统的渐近泊松离去过程

本文给出了Ｇ／Ｇ／１排队系统的离去过程的有限维分布弱收敛到泊松过程的有限维分布的条件,特别给出了生灭排队系统及Ｇ／Ｍ／１排队系统的离去过程的有限维分布弱收敛到泊松过程的有限维分布的简单条件．     

Maximum Entropy Condition in Queueing Theory

The main results in queueing theory are obtained when the queueing system is in a steady-state condition and if the requirements of a birth-and-death stochastic process are satisfied. The aim of this paper is to obtain a probabilistic model when the queueing system is in a maximum entropy condition. For applying the entropic approach, the only information required is represented by mean values (mean arrival rates, mean service rates, the mean number of customers in the system). For some one-server queueing systems, when the expected number of customers is given, the maximum entropy condition gives the same probability distribution of the possible states of the system as the birth-and-death process applied to an M/M/1 system in a steady-state condition. For other queueing systems, as M/G/1 for instance, the entropic approach gives a simple probability distribution of possible states, while no close expression for such a probability distribution is known in the general framework of a birth-and-death process.     

Markov-modulatedPH/G/1 queueing systems

We study a PH/G/1 queue in which the arrival process and the service times depend on the state of an underlying Markov chain J(t) on a countable state spaceE. We derive the busy period process, waiting time and idle time of this queueing system. We also study the Markov modulated E_K/G/1 queueing system as a special case.     

M/G/1排队系统的性能灵敏度分析

非Markov型排除系统经常被用来作为某些实际工程问题（如通讯网络）的研究模型,对于一般的M／G／1排队系统,本文通过研究其嵌入Markov链,讨论了系统的稳态性能灵敏度分析问题,并给出用嵌入Markov链的势能表示的稳态性能灵敏度公式,由于嵌入Markov链要比描述其系统状态的半Markov过程简单得多,故本文的结果对M／G／1排队系统的性能灵敏度仿真计算及系统的优化,都将带来极大的方便。     

An Analysis of <Emphasis Type="Italic">M/M/s</Emphasis> Queueing Systems Based on the Maximum Entropy Principle

There have been some interesting attempts to derive the equilibrium probability distribution of possible states of queueing systems by using the maximum entropy principle. In particular, Shore introduced an entropy model for the M/M/∞ queueing system. In this paper an inconsistency in Shore's procedure is indicated and an exact entropy model for the multiple server queueing system is presented.     

Optimal Flow Control of a G/G/c Finite Capacity Queue

The optimal flow control of a G/G/c finite capacity queue is investigated by approximating the general (G-type) distributions by a maximum entropy model with known first two moments. The flow-control mechanism maximizing the throughput, under a bounded time-delay criterion, is shown to be of window type (bang-bang control). The optimal input rate and the maximum number of packets in the system (i.e. sliding window size) are derived in terms of the maximum input rate and the second moment of the interinput time, the maximum allowed average time delay, the first two moments of the service times and the number of servers. Moreover, the relationship between the maximum throughput and maximum time delay is determined. Numerical examples provide useful information on how critically the optimal throughput is affected by the distributional form of the input and service patterns and the finite capacity of the queue.     

多级适应性休假的M/G/1排队

在经典M/G/1排队中引入多级适应性休假规则,得到稳态队长、等待时间分布和随机分解,并给出忙期、假期、在线期分布.单重休假和多重休假模型是本文中模型的两个极端情况.     

M/G/1排队论系统的渐近稳定性

通过M/G/1算子的谱分析得到了M/G/1排队论系统的渐近稳定性.首先,将系统方程转化为某一合适Banach空间上的抽象Cauchy闻题,从而引入M/G/1算子.其次,分析了M/G/1算子的谱分布,得到了0是M/G/1算子的简单本征值且M/G/1算子的谱分布在左半平面的结果.最后,利用谱分析结果和算子半群理论得到了M/...     

Generalized M/G/C/C state dependent queueing models and pedestrian traffic flows

The generality and usefulness ofM/G/C/C state dependent queueing models for modelling pedestrian traffic flows is explored in this paper. We demonstrate that the departure process and the reversed process of these generalizedM/G/C/C queues is a Poisson process and that the limiting distribution of the number of customers in the queue depends onG only through its mean. Consequently, the models developed in this paper are useful not only for the analysis of pedestrian traffic flows, but also for the design of the physical systems accommodating these flows. We demonstrate how theM/G/C/C state dependent model is incorporated into the modelling of large scale facilities where the blocking probabilities in the links of the network can be controlled. Finally, extensions of this work to queueing network applications where blocking cannot be controlled are also presented, and we examine an approximation technique based on the expansion method for incorporating theseM/G/C/C queues in series, merge, and splitting topologies of these networks.     

推广的M~x/G(M/G)/1(M/G)可修排队系统(I)── 一些排队指标

考虑M     

Analyses of subensembles ofM/G/1 queueing sequences

Although many queueing processes of various principles have extensively been investigated, little attention has been paid to the sampling aspect of the theory, by which the nature of sample sequences of finite or infinite length can be examined with respect to some given ensemble of queueing sequences. In this paper we wish to identify classes of sample sequences of an M/G/1 model and investigate several hitherto unknown properties of queueing phenomenon of a given particular service system over a finite or infinite length of time. The method to be used is an extension of both the method of imbedded Markow chains, cf. D. G. Kendall [4], and semi-Markovian processes, Smith [9], Lévy [5], Pyke[7,8], Fabens [2], Neuts [6], etc.     

Relaxation Time for the Discrete D/G/1 Queue

When queueing models are used for performance analysis of some stochastic system, it is usually assumed that the system is in steady-state. Whether or not this is a realistic assumption depends on the speed at which the system tends to its steady-state. A characterization of this speed is known in the queueing literature as relaxation time.The discrete D/G/1 queue has a wide range of applications. We derive relaxation time asymptotics for the discrete D/G/1 queue in a purely analytical way, mostly relying on the saddle point method. We present a simple and useful approximate upper bound which is sharp in case the load on the system is not very high. A sharpening of this upper bound, which involves the complementary error function, is then developed and this covers both the cases of low and high loads.For the discrete D/G/1 queue, the stationary waiting time distribution can be expressed in terms of infinite series that follow from Spitzer’s identity. These series involve convolutions of the probability distribution of a discrete random variable, which makes them suitable for computation. For practical purposes, though, the infinite series should be truncated. The relaxation time asymptotics can be applied to determine an appropriate truncation level based on a sharp estimate of the error caused by truncating.This revised version was published online in June 2005 with corrected coverdate     

基于最大熵的延迟启动/关闭N策略M/G/1可修排队稳态队长分布

研究具有延迟启动-关闭的N策略M/G/1可修排队系统,利用最大熵方法导出稳态队长分布的解析解,进一步得到基于最大熵的顾客平均等待时间.通过比较顾客的平均等待时间来检验最大熵方法的精度,结果表明基于最大熵方法得到的稳态队长分布是相当精确的.     

Analyzing the discrete-timeG (G)/Geo/1 queue using complex contour integration

In this paper, a discrete-time single-server queueing system with an infinite waiting room, referred to as theG ^(G)/Geo/1 model, i.e., a system with general interarrival-time distribution, general arrival bulk-size distribution and geometrical service times, is studied. A method of analysis based on integration along contours in the complex plane is presented. Using this technique, analytical expressions are obtained for the probability generating functions of the system contents at various observation epochs and of the delay and waiting time of an arbitrary customer, assuming a first-come-first-served queueing discipline, under the single restriction that the probability generating function for the interarrival-time distribution be rational. Furthermore, treating several special cases we rediscover a number of well-known results, such as Hunter's result for theG/Geo/1 model. Finally, as an illustration of the generality of the analysis, it is applied to the derivation of the waiting time and the delay of the more generalG ^(G)/G/1 model and the system contents of a multi-server buffer-system with independent arrivals and random output interruptions.Both authors wish to thank the Belgian National Fund for Scientific Research (NFWO) for support of this work.