A large closed queueing network with autonomous service and bottleneck

This paper studies the queue-length process in a closed Jackson-type queueing network with the large number N of homogeneous customers by methods of the theory of martingales and by the up- and down-crossing method. The network considered here consists of a central node (hub), being an infinite-server queueing system with exponentially distributed service times, and k single-server satellite stations (nodes) with generally distributed service times with rates depending on the value N. The service mechanism of these k satellite stations is autonomous, i.e., every satellite server j serves the customers only at random instants that form a strictly stationary and ergodic sequence of random variables. Assuming that the first k-1 satellite stations operate in light usage regime the paper considers the cases where the kth satellite station is a bottleneck node. The approach of the paper is based both on development of the method from the paper by Kogan and Liptser [16], where a Markovian version of this model has been studied, and on development of the up- and down-crossing method. This revised version was published online in June 2006 with corrections to the Cover Date.     

Large Closed Queueing Networks in Semi-Markov Environment and Their Application

The paper studies closed queueing networks containing a server station and k client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e. every client station serves customers (units) only at random instants generated by a strictly stationary and ergodic sequence of random variables. The total number of units in the network is N. The expected times between departures in client stations are (N μ _j )⁻¹. After a service completion in the server station, a unit is transmitted to the jth client station with probability p _j (j=1,2,…,k), and being processed in the jth client station, the unit returns to the server station. The network is assumed to be in a semi-Markov environment. A semi-Markov environment is defined by a finite or countable infinite Markov chain and by sequences of independent and identically distributed random variables. Then the routing probabilities p _j (j=1,2,…,k) and transmission rates (which are expressed via parameters of the network) depend on a Markov state of the environment. The paper studies the queue-length processes in client stations of this network and is aimed to the analysis of performance measures associated with this network. The questions risen in this paper have immediate relation to quality control of complex telecommunication networks, and the obtained results are expected to lead to the solutions to many practical problems of this area of research.      

Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks

In this paper, we extend the work of Chen and Zhang [12] and establish a new sufficient condition for the existence of the (conventional) diffusion approximation for multiclass queueing networks under priority service disciplines. This sufficient condition relates to the weak stability of the fluid networks and the stability of the high priority classes of the fluid networks that correspond to the queueing networks under consideration. Using this sufficient condition, we prove the existence of the diffusion approximation for the last-buffer-first-served reentrant lines. We also study a three-station network example, and observe that the diffusion approximation may not exist, even if the proposed limiting semimartingale reflected Brownian motion (SRBM) exists.     

高负荷下非强占优先排队网络系统中队长过程的扩散逼近

本文是在高负荷下非强占优先排除网络系统中给出了队长过程的扩散逼近 .证明了其队长过程的扩散极限是半鞅反射的布朗运动 .     

A sufficient condition and a necessary condition for the diffusion approximations of multiclass queueing networks under priority service disciplines

We establish a sufficient condition for the existence of the (conventional) diffusion approximation for multiclass queueing networks under priority service disciplines. The sufficient condition relates to a sufficient condition for the weak stability of the fluid networks that correspond to the queueing networks under consideration. In addition, we establish a necessary condition for the network to have a continuous diffusion limit; the necessary condition is to require a reflection matrix (of dimension equal to the number of stations) to be completely-S. When applied to some examples, including generalized Jackson networks, single station multiclass queues, first-buffer-first-served re-entrant lines, a two-station Dai–Wang network and a three-station Dumas network, the sufficient condition coincides with the necessary condition.     

Some New Results for Departure Process in the M X /G/1 Queueing System with a Single Vacation and Exhaustive Service

A batch arrival queueing system with a single vacation between two successive busy periods and with exhaustive service is considered.

The departure process h(t) is studied first on a single vacation cycle. The approach based on renewal theory is applied to obtain results in the general case. In particular, the explicit representation for the generating function of Laplace transform of the probability function of h(t) is derived. All formulae are written in terms of input parameters of the system and factors of a certain canonical factorization of Wiener–Hopf type. A numerical approach to results is discussed as well.