Asymptotic Expansions for the Congestion Period for the M/M/∞ Queue

We consider the M/M/ queue with arrival rate , service rate and traffic intensity =/. We analyze the first passage distribution of the time the number of customers N(t) reaches the level c, starting from N(0)=m>c. If m=c+1 we refer to this time period as the congestion period above the level c. We give detailed asymptotic expansions for the distribution of this first passage time for , various ranges of m and c, and several different time scales. Numerical studies back up the asymptotic results.     

Some Asymptotic Results for the M/M/∞ Queue with Ranked Servers

We consider an M/M/ model with m primary servers and infinitely many secondary ones. An arriving customer takes a primary server, if one is available. We derive integral representations for the joint steady state distribution of the number of occupied primary and secondary servers. Letting =/ be the ratio of arrival and service rates (all servers work at rate ), we study the joint distribution asymptotically for . We consider both m=O(1) and m scaled to be of the same order as . We also give results for the marginal distribution of the number of secondary servers that are occupied.     

The Busy Period of the M/GI/∞ Queue

An equation for the distribution Z() of the duration T of the busy period in a stationary M/GI/ service system is constructed from first principles. Two scenarios are examined, being distinguished by the half-plane Re()>₀ for some ₀0 in which the generic service time random variable S, always assumed to have a finite mean E(S), has an analytic Laplace–Stieltjes transform E(e^–S ). If ₀<0 then E(e^–T ) is analytic in a half-plane (₁,), where ₀₁<0 and ₁ is determined by the distribution of S; then for any 0<s<|₁|.When ₀=0, E(e^–T ) is analytic in (0,), and now more is known about T. Inequalities on the tail () are used to show that for any 1, E(T ) is finite if and only if E(S ) is finite. It follows that the point process consisting of the starting epochs of busy periods is long range dependent if and only if E(S ²)=, in which case it has Hurst index equal to [frac12](3–), where is the moment index of S.If also the tail (x)=Pr{Sx} of the service time distribution satisfies the subexponential density condition ₀ ^x (x–u) (u)du/ (x)2E(S) as x, then (x)/ (x)e^E(S), where is the arrival rate.     

Queue lengths in the GIX/MR/∞ service system

Service systems with queueing often have both batch arrivals and batch services. This paper focuses on the number of busy servers and waiting customers in theGI ^X/M^R/ system. For the number of busy servers, we obtain a recursive relation for the partial binomial moments in terms of matrices and explicit expressions for the marginal binomial moments. Special cases are also discussed to provide a more heuristic understanding of the model.This research has been supported in part by the Natural Science and Engineering Council of Canada through Grant A5639.     

M/G/∞ with batch arrivals

Let p_∞(n) be the distribution of the number N(∞) in the system at ergodicity for systems with an infinite number of servers, batch arrivals with general batch size distribution and general holding times. This distribution is of importance to a variety of studies in congestion theory, inventory and storage systems. To obtain this distribution, a more general problem is addressed. In this problem, each epoch of a Poisson process gives rise to an independent stochastic function on the lattice of integers, which may be viewed as stochastic impulse response. A continuum analogue to the lattice process is also provided.     

M/G/∞ with alternating renewal breakdowns

We consider an M/G/ queue where the service station is subject to occasional interruptions which form an alternating renewal process ofup anddown periods. We show that under some natural conditions the random measure process associated with the residual service times of the customers is regenerative in the strict sense, and study its steady state characteristics. In particular we show that the steady state distribution of this random measure is a convolution of two distributions of (independent) random measures, one of which is associated with a standard M/G/ queue.     

Large Buffer Asymptotics for Fluid Queues with Heterogeneous M/G/∞ Weibullian Inputs

In this paper we consider a generalization of the so called M/G/ model where M types of sessions enter a buffer. The instantaneous rates of the sessions are functions of the occupancy of an M/G/ system with Weibullian G distributions. In particular we assume that a session of type i transmits r _i cells per unit time and lasts for a random time with a Weibull distribution given by x) \sim {\text{e}}^{{\text{ - }}\gamma ix^{\alpha i} } $$ " align="middle" border="0"> , where 0< _i <1, _i >0. We show that the complementary buffer occupancy distribution for large buffer size is Weibullian whose parameters can be determined as the solution of a deterministic nonlinear knapsack problem. For _i <0.5, upper and lower bound factors are determined. When specialized to the homogeneous case, i.e., when all the sessions are identical, the result coincides with a lower bound reported in the literature.     

N-策略M/G/1/∞排队系统的队长分布表达式

本文考虑N-策略M／G／1／∞排队系统，研究了队长的瞬态和稳态性质。通过引进“服务员忙期”和使用全概率分解技术，我们导出了在任意时刻t瞬态队长分布的L变换的递推表达式和稳态队长分布的递推表达式，以及平稳队长的随机分解。特别地，通过本文可直接获得一些特殊排队系统相应的结果。     

M/M/∞ Queues in series with non-homogeneous inputs

This paper studies the transient behaviour of tandem queueing system consisting of an arbitrary number r of queues in series with infinite server service facility at each queue. Poisson arrivals with time dependent parameter and exponential service times have been assumed. Infinite server queues realistically describe those queues in which sufficient service capacity exist to prevent virtually any waiting by the customer present. The model is suitable for both phase type service as well services in series. Very elegant solutions have been obtained and it has been shown that if the queue sizes are initially independent and Poisson then they remain independent and Poisson for all t.     

成批到来GI/M/∞排队问题

M/G/∞的排队问题在数学形式上比较简单,相应的成批到来排队问题也在1966年为Shanbhag所研究解决。然而,尽管GI/M/∞排队问题也早已成为古典结果,但相应的成批到来排队问题则至今尚未解决。本文分析了这一问题,并得到完整的结果。     

An M/M/1 Driven Fluid Queue – Continued Fraction Approach

This paper presents complete solutions of the stationary distributions of buffer occupancy and buffer content of a fluid queue driven by an M/M/1 queue. We assume a general boundary condition when compared to the model discussed in Virtamo and Norros [Queueing Systems 16 (1994) 373–386] and Adan and Resing [Queueing Systems 22 (1996) 171–174]. We achieve the required solutions by transforming the underlying system of differential equations using Laplace transforms to a system of difference equations leading to a continued fraction. This continued fraction helps us to find complete solutions. We also obtain the buffer content distribution for this fluid model using the method of Sericola and Tuffin [Queueing Systems 31 (1999) 253–264].     

M/M/∞随机服务系统的一个递推方法

本文提出一个处理 M/M/∞随机服务系统瞬时行为的交错递推方法.由此不仅可得瞬时状态分布,还给出各种二维随机过程及输出过程的分布、一系列瞬时条件分布、诸过程的瞬时相关系数.最后,当 t 充分大时,对各种瞬时概率给出方便的渐近公式.     

On the GI/M/∞ queue with batch arrivals of constant size

In this note, the GI/M/ queue with batch arrivals of constant sizek is investigated. It is shown that the stationary probabilities that an arriving batch findsi customers in the system can be computed in terms of the corresponding binomial moments (Jordan's formula), which are determined by a recursive relation. This generalizes well-known results by Takács [12] for GI/M/. Furthermore, relations between batch arrival- and time-stationary probabilities are given.     

同输入M/M/∞排队群的联合队长过程

本提出一个偏微分方程方法，用这一方法研究同输入M/M／∞排队群中的联合队长分布。在任意初始条件下，给出了瞬时联合队长分布的多元母函数，也讨论了稳态队长的联合分布及各排队系统之间的相关性。     

Estimation for the Dilatation of the Generalized Beurling-Ahlfors' Extension

51.IntroductionLethbeahomeomorphismontherealaxisR,andsatisfyh(lco)=loo.Wecallaquasisymmetricfunction.lfthereexistsa'constantMsuchthatM-1Sp(x,t)SM,x,teR,(l.2)then(1.2)iscalledtheM-condition-Byvirtueoftheclassicresultofpaper[lj,ifp(x,t)sat-isfiestheM-condition,thenthereexistsaK(M')-quasiconformaIextensiononthel1alfplaneH,whichisthewell-knownBeurling-Ahlfors'extension:ytz)=u(x,y) iv(x,y),whereAfterpaper[lj,manyworkshavebeendoneforestimatingK-Particularly,itshouldbere-markedheretl1atM.Leht…     

On a random variable associated with excursions in an M/M/∞ system

We show in this paper how the theory of continued fractions can be used to invert the Laplace transform of a transient characteristic associated with excursions in an M/M/∞ system with unit service rate and input intensity u. The characteristic under consideration is the area V swept under the occupation process of an M/M/∞ queue during an excursion period above a given threshold C. The Laplace transform V ^⋆ of this random variable has been established in earlier studies and can be expressed as a ratio of Tricomi functions. In this paper, we first establish the continued fraction representation of V ^⋆, which allows us to obtain an alternative expression of the Laplace transform in terms of Kummer functions. It then turns out that the continued fraction considered is the even part of a Stieltjes (S) fraction, which provides information on the location of the poles of V ^⋆. It appears that the Laplace transform has simple poles on the real negative axis. Taking benefit of the fact that the spectrum is compact and that the numerical values of the Laplace transform can easily be computed by means of the continued fraction, we finally use a classical Laplace transform inversion technique to numerically compute the survivor probability distribution function x➙ℙ{V > fx} of the random variable V, which exhibits an exponential decay only for very large values of the argument x when the ratio u/C is sufficiently smaller than one. This revised version was published online in June 2006 with corrections to the Cover Date.     

Heavy traffic limits associated with >M/G/∞ input processes

We study the heavy traffic regime of a discrete-time queue driven by correlated inputs, namely the M/G/ input processes of Cox. We distinguish between M/G/ processes with short- and long-range dependence, identifying in each case the appropriate heavy traffic scaling that results in a nondegenerate limit. As expected, the limits we obtain for short-range dependent inputs involve the standard Brownian motion. Of particular interest are the conclusions for the long-range dependent case: the normalized queue length can be expressed as a function not of a fractional Brownian motion, but of an -stable, 1/ self-similar independent increment Lévy process. The resulting buffer content distribution in heavy traffic is expressed through a Mittag–Leffler special function and displays a hyperbolic decay of power 1-. Thus, M/G/ processes already demonstrate that under long-range dependence, fractional Brownian motion does not necessarily assume the ubiquitous role that standard Brownian motion plays in the short-range dependence setup.