Asymptotic Analysis of Two Coupled Queues with Vastly Different Arrival Rates and Finite Customer Capacities

We consider two coupled queues, with each having a finite capacity of customers. When both queues are nonempty they evolve independently, but when one becomes empty the service rate in the other changes. Such a model corresponds to a generalized processor sharing (GPS) discipline. We study the joint distribution p(m, n) of finding (m, n) customers in the (first, second) queue, in the steady state. We study the problem in an asymptotic limit of “heavy traffic,” where also the arrival rate to the second queue is assumed to be small relative to that of the first. The capacity of the first queue is scaled to be large, while that of the second queue is held constant. We consider several different scalings, and in each case obtain limiting differential and/or difference equation for p(m, n), and these we explicitly solve. We show that our asymptotic approximations are quite accurate numerically. This work supplements previous investigations into this GPS model, which assumed infinite capacities/buffers. The present model corresponds to a random walk in a lattice rectangle, where p(m, n) satisfies a different boundary condition on each edge.     

����˿͹����Ŷ�ϵͳ����Ϣ����

The discriminatory processor sharing queues with multiple classes of customers (abbreviated as DPS queues) are an important but difficult research direction in queueing theory, and it has many important practical applications in the fields of, such as, computer networks, manufacturing systems, transportation networks, and so forth. Recently, researchers have carried out some key work for the DPS queues. They gave the generating function of the steady-state joint queue lengths, which leads to the first two moments of the steady-state joint queue lengths. However, using the generating function to provide explicit expressions for the steady-state joint queue lengths has been a difficult and challenging problem for many years. Based on this, this paper applies the maximum entropy principle in the information theory to providing an approximate expression with high precision, and this approximate expression can have the same first three moments as those of its exact expression. On the other hand, this paper gives efficiently numerical computation by means of this approximate expression, and analyzes how the key variables of this approximate expression depend on the original parameters of this queueing system in terms of some numerical experiments. Therefore, this approximate expression has important theoretical significance to promote practical applications of the DPS queues. At the same time, not only do the methodology and results given in this paper provide a new line in the study of DPS queues, but they also provide the theoretical basis and technical support for how to apply the information theory to the study of queueing systems, queueing networks and more generally, stochastic models.     

The Asymptotic Workload Behavior of Two Coupled Queues

We consider a system of two coupled queues Q ₁ and Q ₂. When both queues are backlogged, they are each served at unit rate. However, when one queue empties, the service rate at the other queue increases. Thus, the two queues are coupled through the mechanism for dynamically sharing surplus service capacity. We derive the asymptotic workload behavior at Q ₁ for various scenarios where at least one of the two queues has a heavy-tailed service time distribution. First of all, we consider a situation where the traffic load at Q ₁ is below the nominal unit service rate. We show that if the service time distribution at Q ₁ is heavy-tailed, then the workload behaves exactly as if Q ₁ is served in isolation at a constant rate, which only depends on the service time distribution at Q ₂ through its mean. In addition, we establish that if the service time distribution at Q ₁ is exponential, then the workload distribution is either exponential or semi-exponential, depending on whether the traffic load at Q ₂ exceeds the nominal service rate or not. Next, we focus on a regime where the traffic load at Q ₁ exceeds the nominal service rate, so that Q ₁ relies on the surplus capacity from Q ₂ to maintain stability. In that case, the workload distribution at Q ₁ is determined by the heaviest of the two service time distributions, so that Q ₁ may inherit potentially heavier-tailed characteristics from Q ₂.     

Analysis of Lamb waves with Spectral Finite Elements

For the analysis of the elastic wave propagation at high frequencies, the spectral finite element method (SFEM) is under investigation. The SFEM uses high-order shape functions which are composed of Lagrange polynomials with nodes at the Gauss-Lobatto quadrature points. In this way we obtain a diagonal mass matrix which makes an explicit time scheme more efficient. In a numerical example a computation by Montjoie of an elastic wave propagation within a Reissner-Mindlin (RM) model is presented. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Transient Properties of Many-Server Queues and Related QBDs

The time τ(n) of first passage from queue length x to queue length n>x in a many-server queue with both the arrival process and service intensities governed by a finite Markov process is considered. The mean and the Laplace transform are computed as solutions of systems of linear equations coming out by optional stopping of a martingale obtained as a stochastic integral of the exponential Wald martingale for Markov additive processes. Compared to existing techniques for QBD's, the approach has the advantage of being far more efficient for large n.     

Asymptotic and Spectral Analysis of the Spatially Nonhomogeneous Timoshenko Beam Model

We develop spectral and asymptotic analysis for a class of nonselfadjoint operators which are the dynamics generators for the systems governed by the equations of the spatially nonhomogeneous Timoshenko beam model with a 2–parameter family of dissipative boundary conditions. Our results split into two groups. We prove asymptotic formulas for the spectra of the aforementioned operators (the spectrum of each operator consists of two branches of discrete complex eigenvalues and each branch has only two points of accumulation: +∞ and —∞), and for their generalized eigenvectors. Our second main result is the fact that these operators are Riesz spectral. To obtain this result, we prove that the systems of generalized eigenvectors form Riesz bases in the corresponding energy spaces. We also obtain the asymptotics of the spectra and the eigenfunctions for the nonselfadjoint polynomial operator pencils associated with these operators. The pencil asymptotics are essential for the proofs of the spectral results for the aforementioned dynamics generators.     

Finite Deformations of Thin Beams, Asymptotic Analysis by Singular Perturbation Methods

Boundary-value problems for a system of singularly perturbednon-linear ordinary differential equations modelling large deflectionsof thin beams are examined. Using the theory of singularly perturbedboundary value problems we establish the existence of locallyunique solutions and derive asymptotic expansions.     

Asymptotic Invertibility and the Collective Asymptotic Spectral Behavior of Generalized One-Dimensional Discrete Convolutions

We study the asymptotic invertibility as of matrices of the form and , where a and b are functions defined on the sets . The joint asymptotic behavior of the spectrum of these matrices is analyzed.     

Analysis of the M/M/1 Queue with Processor Sharing via Spectral Theory

We show in this paper that the computation of the distribution of the sojourn time of an arbitrary customer in a M/M/1 with the processor sharing discipline (abbreviated to M/M/1 PS queue) can be formulated as a spectral problem for a self-adjoint operator. This approach allows us to improve the existing results for this queue in two directions. First, the orthogonal structure underlying the M/M/1 PS queue is revealed. Second, an integral representation of the distribution of the sojourn time of a customer entering the system while there are n customers in service is obtained.     

Asymptotic Formulas for Precision of Discrete Spectral Problems

We find principal terms in the power expansion, with respect to the step of a square grid, of the eigenvalue error for a discrete analogue of spectral problems for elliptic operators of the second and fourth order. We use the compactness of a bounded set in a Hilbert space, which gives the mean convergence of piecewise-constant fillings of grid eigenfunctions and the weak convergence of these fillings for difference derivatives. This, in turn, allows one to prove that eigenfunctions of the initial problems belong to the corresponding Sobolev spaces.     

Asymptotic Analysis for Random Walks with Nonidentically Distributed Jumps Having Finite Variance

Let ξ₁,ξ₂,... be independent random variables with distributions F₁F₂,... in a triangular array scheme (F _i may depend on some parameter). Assume that Eξ _i = 0, Eξ _i ² < ∞, and put \(S_n = \sum {_{i = 1}^n \;} \xi _i ,\;\overline S _n = \max _{k \leqslant n} S_k\). Assuming further that some regularly varying functions majorize or minorize the “averaged” distribution \(F = \frac{1}{n}\sum {_{i = 1}^n F_i }\), we find upper and lower bounds for the probabilities P(S _n > x) and \(P(\bar S_n > x)\). We also study the asymptotics of these probabilities and of the probabilities that a trajectory {S _k } crosses the remote boundary {g(k)}; that is, the asymptotics of P(max_k≤n(S _k ? g(k)) > 0). The case n = ∞ is not excluded. We also estimate the distribution of the first crossing time.     

Asymptotic Properties of Backfitting Estimators

When additive models with more than two covariates are fitted with the backfitting algorithm proposed by Buja et al. [2], the lack of explicit expressions for the estimators makes study of their theoretical properties cumbersome. Recursion provides a convenient way to extend existing theoretical results for bivariate additive models to models of arbitrary dimension. In the case of local polynomial regression smoothers, recursive asymptotic bias and variance expressions for the backfitting estimators are derived. The estimators are shown to achieve the same rate of convergence as those of univariate local polynomial regression. In the case of independence between the covariates, non-recursive bias and variance expressions, as well as the asymptotically optimal values for the bandwidth parameters, are provided.     

条件自回归极差模型的渐近性质

在误差项独立同分布的条件下，本文讨论了条件自回归极差模型条件解和无条件解的渐近性质．利用随机游动的极限性质得到了条件解收敛于无条件解的充分条件，任意阶矩有限的充要条件以及外生变量与内生变量持续性的充要条件．所得到的结论适用于已得到应用的平稳条件自回归极差模型，也适用于包含单位根的模型和满足条件的其他类型的非平稳过程，为模型的统计推断提供了理论基础．     

Krawtchouk多项式的渐近性态

在前人的基础上,对Krawtchouk多项式及其零点的渐近性态进行了研究.首先推导出对于任意固定的u=n/N∈(0,P)或(0,q)Krawtchouk多项式Kn(λN)(其中λ=xN,0<λ<1)的一致有效渐近展开式.然后又得到了它的零点的渐近性态,并对其相应的误差限进行分析.该误差限为o(n-4/3).     

Robust Optimal Service Analysis of Single-Server Re-Entrant Queues

We generalize the analysis of J.A. Ball, M.V. Day, and P. Kachroo (Mathematics of Control, Signals, and Systems, vol. 12, pp. 307–345, 1999) to a fluid model of a single server re-entrant queue. The approach is to solve the Hamilton-Jacobi-Isaacs equation associated with optimal robust control of the system. The method of staged characteristics is generalized from Ball et al. (1999) to construct the solution explicitly. Formulas are developed allowing explicit calculations for the Skorokhod problem involved in the system equations. Such formulas are particularly important for numerical verification of conditions on the boundary of the nonnegative orthant. The optimal control (server) strategy is shown to be of linear-index type. Dai-type stability properties are discussed. A modification of the model in which new customers are allowed only at a specified entry queue is considered in 2 dimensions. The same optimal strategy is found in that case as well.     

Semi-Classical Asymptotic of Spectral Function for Some h-Admissible Operators

In this paper the results from [7, 8], concerning the asymptotic behaviour of the spectral function on the diagonal for Schrodinger operators h →0, are extended to the case of some h-admissible operators, acting in Rⁿ, no 2.     

Asymptotic Expansion for the Derivative of Finite Elements

It is proved in this paper that there exists an expansion for the derivative of the linear finite element approximation to a model Dirichlet problem in a polygonal domain with a piecewise uniform triangulation.     

Asymptotic Properties of Delay Differential Equations

The aim of this paper is to deduce oscillatory and asymptotic behavior of the solutions of the ordinary differential equation and the delay differential equation by comparing these equations with a set of the first order advanced differential inequalities.     

拟单位根过程的渐近性质

West[4],Phillips[3]的关于AR（1）过程的一些有关渐近正态性的结果推广到了拟整过程，所得的结果更具一般性，从而可用来进行单位根据检验及协整检验的功效分析。