A preemptive repeat priority queue with resampling: Performance analysis

In this paper, we analyze a discrete-time preemptive repeat priority queue with resampling. High-priority packets have preemptive repeat priority, and interrupted low-priority packets are subjected to independent retransmission attempts. Both classes contain packets with generally distributed transmission times. We show that the use of generating functions is beneficial for analyzing the system contents and packet delay of both classes. The influence of the priority scheduling on the performance measures is illustrated by some numerical examples. This work has been supported by the Interuniversity Attraction Poles Programme–Belgian Science Policy.     

Recursive calculation of moments in priority queues

We reconsider the discrete-time priority queue with two classes. The server serves high-priority customers as long as there are such customers, and only turns to the low-priority customers when there are no high-priority customers. Relying on a multivariate recursive extension of Faà di Bruno's formula, we find recursive equations to calculate the moments of the queue lengths. This allows for calculation of many more moments in much shorter time than conventionally possible.     

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 .     

Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems

Abstract

The problem of the mean square exponential stability for a class of discrete-time linear stochastic systems subject to independent random perturbations and Markovian switching is investigated. The case of the linear systems whose coefficients depend both to present state and the previous state of the Markov chain is considered. Three different definitions of the concept of exponential stability in mean square are introduced and it is shown that they are not always equivalent. One definition of the concept of mean square exponential stability is done in terms of the exponential stability of the evolution defined by a sequence of linear positive operators on an ordered Hilbert space. The other two definitions are given in terms of different types of exponential behavior of the trajectories of the considered system. In our approach the Markov chain is not prefixed. The only available information about the Markov chain is the sequence of probability transition matrices and the set of its states. In this way one obtains that if the system is affected by Markovian jumping the property of exponential stability is independent of the initial distribution of the Markov chain.

The definition expressed in terms of exponential stability of the evolution generated by a sequence of linear positive operators, allows us to characterize the mean square exponential stability based on the existence of some quadratic Lyapunov functions.

The results developed in this article may be used to derive some procedures for designing stabilizing controllers for the considered class of discrete-time linear stochastic systems in the presence of a delay in the transmission of the data.