The discrete-time single-server queue

In this paper we consider the discrete-time single server queueing model with exceptional first service. For this model we cannot define the steady-state waiting-time distribution simply as the limiting distribution of the waiting times, since this limit does not always exist. Instead, we use the Cesaro limit to define the limiting waiting-time distribution. We give an exact relation between the generating functions of the steady-state waiting-time distribution and of the idle-time distribution in the case of general interarrival-time and service-time distributions. Once we have this relation, we can give more explicit results when the generating function of either the interarrival-time distribution or the service-time distribution is rational. We also derive some results on the asymptotic behaviour of the waiting-time distribution.     

A fluid queue driven by a Markovian queue

We consider an infinite buffer fluid queue receiving its input from the output of a Markovian queue with finite or infinite waiting room. The input is characterized by a Markov modulated rate process. We derive a new approach for the computation of the stationary buffer content. This approach leads to a numerically stable algorithm for which the precision of the result can be given in advance. This revised version was published online in June 2006 with corrections to the Cover Date.     

Sojourn and waiting times in a single-server system with state-dependent mean service rate

A birth-death queueing system with asingle server, first-come first-served discipline, Poisson arrivals and state-dependent mean service rate is considered. The problem of determining the equilibrium densities of the sojourn and waiting times is formulated, in general. The particular case in which the mean service rate has one of two values, depending on whether or not the number of customers in the system exceeds a prescribed threshold, is then investigated. A generating function is derived for the Laplace transforms of the densities of the sojourn and waiting times, leading to explicit expressions for these quantities. Explicit expressions for the second moments of the sojourn and waiting times are also obtained.     

Threshold control by a single-server retrial queue with batch arrivals and group services

A controlled single-server retrial queueing system is investigated. Customers arrive according to batch Markovian arrival process. The system has several operation modes which are controlled by means of a threshold strategy. The stationary distribution is calculated. Optimization problem is considered and a numerical example is presented.     

Further second-order properties of certain single-server queueing systems

The Laplace-Stieltjes transform of the variance function V(y) = var (N(0, y]) for the number N(0, y] of departures in a time interval of length y is found for stationary M/G/1 and G1/M/1 queueing systems. It is shown that for G1/M/1 systems V(y) is linear only for M/M/1.     

A single-server discrete-time queue with correlated positive and negative customer arrivals

An MMBP/Geo/1 queue with correlated positive and negative customer arrivals is studied. In the infinite-capacity queueing system, positive customers and negative customers are generated by a Bernoulli bursty source with two correlated geometrically distributed periods. I.e., positive and negative customers arrive to the system according to two different geometrical arrival processes. Under the late arrival scheme (LAS), two removal disciplines caused by negative customers are investigated in the paper. In individual removal scheme, a negative customer removes a positive customer in service if any, while in disaster model, a negative customer removes all positive customers in the system if any. The negative customer arrival has no effect on the system if it finds the system empty. We analyze the Markov chains underlying the queueing systems and evaluate the performance of two systems based on generating functions technique. Some explicit solutions of the system, such as the average buffer content and the stationary probabilities are obtained. Finally, the effect of several parameters on the system performance is shown numerically.     

A second-order fluid queue with subordinator input and Markov-modulated linear output

We consider an infinite capacity second-order fluid queue with subordinator input and Markovmodulated linear release rate. The fluid queue level is described by a generalized Langevin stochastic differential equation （SDE）. Applying infinitesimal generator, we obtain the stationary distribution that satisfies an integro-differential equation. We derive the solution of the SDE and study the transient level＇s convergence in distribution. When the coefficients of the SDE are constants, we deduce the system transient property.     

On single-server closed queues with priorities and state dependent parameters

A wide class of closed single-channel queues is considered. The more general model involvesm +w + 1 “permanent” customers that occasionally require service. Them customers are of the first priority and the rest are of the second priority. The input rate and service of customers depend upon the total number of customers waiting for service. Such a system can also be described in terms of servicing machines processes with reserve replacement and multi-channel queues with finite waiting room. Two dual models, with and without idle periods, are treated. An explicit relation between the servicing processes of both models is derived. The semi-regenerative techniques originally developed in the author's earlier work [4] are extended and used to derive the probability distribution of the processes in equilibrium. Applications and examples are discussed. This paper is a part of work supported by the National Science Foundation under Grant No. DMS-8706186.     

Palm calculus for a process with a stationary random measure and its applications to fluid queues

We consider a process associated with a stationary random measure, which may have infinitely many jumps in a finite interval. Such a process is a generalization of a process with a stationary embedded point process, and is applicable to fluid queues. Here, fluid queue means that customers are modeled as a continuous flow. Such models naturally arise in the study of high speed digital communication networks. We first derive the rate conservation law (RCL) for them, and then introduce a process indexed by the level of the accumulated input. This indexed process can be viewed as a continuous version of a customer characteristic of an ordinary queue, e.g., of the sojourn time. It is shown that the indexed process is stationary under a certain kind of Palm probability measure, called detailed Palm. By using this result, we consider the sojourn time processes in fluid queues. We derive the continuous version of Little's formula in our framework. We give a distributional relationship between the buffer content and the sojourn time in a fluid queue with a constant release rate.     

Queue Length Distribution in a FIFO Single-Server Queue with Multiple Arrival Streams Having Different Service Time Distributions

This paper considers the queue length distribution in a class of FIFO single-server queues with (possibly correlated) multiple arrival streams, where the service time distribution of customers may be different for different streams. It is widely recognized that the queue length distribution in a FIFO queue with multiple non-Poissonian arrival streams having different service time distributions is very hard to analyze, since we have to keep track of the complete order of customers in the queue to describe the queue length dynamics. In this paper, we provide an alternative way to solve the problem for a class of such queues, where arrival streams are governed by a finite-state Markov chain. We characterize the joint probability generating function of the stationary queue length distribution, by considering the joint distribution of the number of customers arriving from each stream during the stationary attained waiting time. Further we provide recursion formulas to compute the stationary joint queue length distribution and the stationary distribution representing from which stream each customer in the queue arrived.     

Simple analysis of a fluid queue driven by an M/M/1 queue

In this note we consider the fluid queue driven by anM/M/1 queue as analysed by Virtamo and Norros [Queueing Systems 16 (1994) 373–386]. We show that the stationary buffer content in this model can be easily analysed by looking at embedded time points. This approach gives the stationary buffer content distribution in terms of the modified Bessel function of the first kind of order one. By using a suitable integral representation for this Bessel function we show that our results coincide with the ones of Virtamo and Norros.     

对一类等待空间有限的抢占优先权排队的分析

讨论M/M/1抢占优先权排队模型, 且假设低优先权顾客的等待空间有限. 该模型可以用有限位相拟生灭过程来描述. 由矩阵解析方法, 对该拟生灭过程进行了分析, 并得到排队模型平稳队长的计算公式, 最后还用数值 结果说明了方法的有效性.     

On the fluid approximation for a multiclass queue under non-preemptive SBP service discipline

A multi-class single server queue under non-preemptive static buffer priority (SBP) service discipline is considered in this paper. Using a bounding technique, we obtain the fluid approximation for the queue length and busy time processes. Furthermore, we prove that the convergence rate of the fluid approximation for the queue length and busy time processes is exponential for large N. Additionally, a sufficient condition for stability is obtained.     

On the optimal control of a single-server queueing system: Further remarks

This comment is in response to a reply by Scott and Jefferson (Ref. 3) concerning the application of control theory to a queueing problem.     

Optimal control of single-server fluid networks

We consider a stochastic single-server fluid network with both a discounted reward and a cost structure. It can be shown that the optimal policy is a priority index policy. The indices coincide with the optimal indices in a semi-Markovian Klimov problem. Several special cases like single-server reentrant fluid lines are considered. The approach we use is based on sample path arguments and Pontryagins maximum principle. This revised version was published online in June 2006 with corrections to the Cover Date.     

A discrete-time single-server queue with set-up time

This paper studies a generalization of the GI/G/1 queueing system in which there is a random ‘set-up’ time for customers who arrive when the server is idle. Mathematical methods are given for finding various transient characteristics of the system.     

Time-dependent analysis of a single-server retrial queue with state-dependent rates

For a single-server retrial queue with state-dependent exponential interarrival, service and inter-retrial times, we study the time-dependent system size probabilities by employing continued fractions and numerical illustrations are presented.     

A single-server batch arrival queue with returning customers

We consider a new class of batch arrival retrial queues. By contrast to standard batch arrival retrial queues we assume if a batch of primary customers arrives into the system and the server is free then one of the customers starts to be served and the others join the queue and then are served according to some discipline. With the help of Lyapunov functions we have obtained a necessary and sufficient condition for ergodicity of embedded Markov chain and the joint distribution of the number of customers in the queue and the number of customers in the orbit in steady state. We also have suggested an approximate method of analysis based on the corresponding model with losses.     

Analysis of a single server queue with semi-Markovian service interruption

In this paper we analyze a discrete-time single server queue where the service time equals one slot. The numbers of arrivals in each slot are assumed to be independent and identically distributed random variables. The service process is interrupted by a semi-Markov process, namely in certain states the server is available for service while the server is not available in other states. We analyze both the transient and steady-state models. We study the generating function of the joint probability of queue length, the state and the residual sojourn time of the semi-Markov process. We derive a system of Hilbert boundary value problems for the generating functions. The system of Hilbert boundary value problems is converted to a system of Fredholm integral equations. We show that the system of Fredholm integral equations has a unique solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

Dynamic scheduling of a single-server two-class queue with constant retrial policy

We analyze the non-preemptive assignment of a single server to two infinite-capacity retrial queues. Customers arrive at both queues according to Poisson processes. They are served on first-come-first-served basis following a cost-optimal routing policy. The customer at the head of a queue generates a Poisson stream of repeated requests for service, that is, we have a constant retrial policy. All service times are exponential, with rates depending on the queues. The costs to be minimized consist of costs per unit time that a customer spends in the system. In case of a scheduling problem that arise when no new customers arrive an explicit condition for server allocation to the first or the second queue is given. The condition presented covers all possible parameter choices. For scheduling that also considers new arrivals, we present the conditions under which server assignment to either queue 1 or queue 2 is cost-optimal.