Expansions for Joint Laplace Transform of Stationary Waiting Times in (max,+)-linear Systems with Poisson Input

We give a Taylor series expansion for the joint Laplace transform of stationary waiting times in open (max,+)-linear stochastic systems with Poisson input. Probabilistic expressions are derived for coefficients of all orders. Even though the computation of these coefficients can be hard for certain systems, it is sufficient to compute only a few coefficients to obtain good approximations (especially under the assumption of light traffic). Combining this new result with the earlier expansion formula for the mean stationary waiting times, we also provide a Taylor series expansion for the covariance of stationary waiting times in such systems.It is well known that (max,+)-linear systems can be used to represent stochastic Petri nets belonging to the class of event graphs. This class contains various instances of queueing networks like acyclic or cyclic fork-and-join queueing networks, finite or infinite capacity tandem queueing networks with various types of blocking, synchronized queueing networks and so on. It also contains some basic manufacturing models such as kanban networks, assembly systems and so forth. The applicability of this expansion technique is discussed for several systems of this type.     

Transient and stationary waiting times in (max,+)-linear systems with Poisson input

We consider a certain class of vectorial evolution equations, which are linear in the (max,+) semi-field. They can be used to model several Types of discrete event systems, in particular queueing networks where we assume that the arrival process of customers (tokens, jobs, etc.) is Poisson. Under natural Cramér Type conditions on certain variables, we show that the expected waiting time which the nth customer has to spend in a given subarea of such a system can be expanded analytically in an infinite power series with respect to the arrival intensity λ. Furthermore, we state an algorithm for computing all coefficients of this series expansion and derive an explicit finite representation formula for the remainder term. We also give an explicit finite expansion for expected stationary waiting times in (max,+)-linear systems with deterministic queueing services. This revised version was published online in June 2006 with corrections to the Cover Date.     

Two-server queue with one server idle below a threshold

A birth-death queueing system with two identical servers, first-come first-served discipline, and Poisson arrivals is considered. Only one of the servers is active when the number of customers in the system does not exceed a prescribed threshold, whereas both are active above the threshold. The problem of determining the equilibrium density of the waiting time is formulated. A generating function is given for the Laplace transform of the density of the waiting time, and it is pointed out that it leads to an explicit expression for this quantity. Explicit expressions are obtained for the first and second moments of the waiting and sojourn times, and they are compared with the corresponding quantities for a single-server system with the same state-dependent mean service rates.     

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.     

A characterisation of (max,+)-linear queueing systems

The (max,+)-algebra has been successfully applied to many areas of queueing theory, like stability analysis and ergodic theory. These results are mainly based on two ingredients: (1) a (max,+)-linear model of the time dynamic of the system under consideration, and (2) the time-invariance of the structure of the (max,+)-model. Unfortunately, (max,+)-linearity is a purely algebraic concept and it is by no means immediate if a queueing network admits a (max,+)-linear representation satisfying (1) and (2). In this paper we derive the condition a queueing network must meet if it is to have a (max,+)-linear representation. In particular, we study (max,+)-linear systems with time-invariant transition structures. For this class of systems, we find a surprisingly simple necessary and sufficient condition for (max,+)-linearity, based on the flow of customers through the network. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the Counting Process for a Class of Markovian Arrival Processes with an Application to a Queueing System

In this paper, we consider the counting process for a class of Markovian arrival processes (MAPs). We assume that the representing matrices in such MAPs are expanded in terms of matrix representations of the standard generators in the Lie algebra of the special linear group. The primary purpose of this paper is to construct an explicit solution of the time-dependent distribution and factorial moments of the number of arrival events in (0,t] of the counting process for this class of MAPs. Our construction relies on the Baker–Hausdorff lemma and the specific structure of the representing matrices. To investigate the efficiency of CPU usage with the explicit solution, we have conducted numerical experiments on computing the time-dependent distribution of the counting process through the explicit solution and uniformization-based method. We show that the CPU times required to compute the time-dependent distribution of the number of arrival events in (0,t] through the explicit solution have little sensitivity to t, while the consumption of CPU times with the uniformization-based method becomes greater as t increases. For illustrative purposes, we present a system performance analysis of a queueing system for possible use in automatic call distribution (ACD) systems. As an application of the explicit solution, we use it to express the waiting time distribution of the queueing system. Some numerical examples are also given with comparisons to computer simulations.AMS subject classification: 60K20, 60K25, 68M20This revised version was published online in June 2005 with corrected coverdate     

Waiting time analysis of a two-stage queueing system with priorities

A two-stage queueing system with two types of customers and non-preemptive priorities is analyzed. There is no waiting space between stages and so the blocking phenomenon is observed. The arrivals follow a Poisson distribution for the high priority customers and a gamma distribution for the low priority customers, while all service times are arbitrarily distributed. We derive expressions for the Laplace transform of the waiting time density of a low priority customer both in the transient and the steady state.     

Laplace transforms for residual waiting times*

Laplace transform expressions are derived for the distribution functions and moments of residual waiting times in renewal theory. These expressions are inverted numerically, and the results are contrasted with appropriate asymptotic expressions.     

Moments of first passage times in general birth–death processes

We consider ordinary and conditional first passage times in a general birth–death process. Under existence conditions, we derive closed-form expressions for the kth order moment of the defined random variables, k ≥ 1. We also give an explicit condition for a birth–death process to be ergodic degree 3. Based on the obtained results, we analyze some applications for Markovian queueing systems. In particular, we compute for some non-standard Markovian queues, the moments of the busy period duration, the busy cycle duration, and the state-dependent waiting time in queue.      

On the M/G/2 queeing model

The M/G/2 queueing model with service time distribution a mixture of m negative exponential distributions is analysed. The starting point is the functional relation for the Laplace–Stieltjes transform of the stationary joint distribution of the workloads of the two servers. By means of Wiener–Hopf decompositions the solution is constructed and reduced to the solution of m linear equations of which the coefficients depend on the zeros of a polynome. Once this set of equations has been solved the moments of the waiting time distribution can be easily obtained. The Laplace–Stieltjes transform of the stationary waiting time distribution has been derived, it is an intricate expression.     

First passage times for Markov renewal processes and applications

This paper proposes a uniformly convergent algorithm for the joint transform of the first passage time and the first passage number of steps for general Markov renewal processes with any initial state probability vector. The uniformly convergent algorithm with arbitrarily prescribed error can be efficiently applied to compute busy periods, busy cycles, waiting times, sojourn times, and relevant indices of various generic queueing systems and queueing networks. This paper also conducts a numerical experiment to implement the proposed algorithm.     

在D-策略控制下服务员单重休假且休假不中断的M/G/1排队系统分析

该文研究在D-策略控制下服务员单重休假且休假不中断的M/G/1 排队系统,其中当服务员休假结束归来时,如果系统中等待服务的顾客所需的总服务时间之和不小于事先给定的正数阀值D,服务员就立即开始服务.运用全概率分解技术、更新过程理论和拉普拉斯变换工具,本文在任意初始状态下讨论了队长的瞬态分布,导出了队长瞬态分布的拉普拉斯变...     

The Discrete-Time GI/Geo/1 Queue with Multiple Vacations

We study a discrete-time GI/Geo/1 queue with server vacations. In this queueing system, the server takes vacations when the system does not have any waiting customers at a service completion instant or a vacation completion instant. This type of discrete-time queueing model has potential applications in computer or telecommunication network systems. Using matrix-geometric method, we obtain the explicit expressions for the stationary distributions of queue length and waiting time and demonstrate the conditional stochastic decomposition property of the queue length and waiting time in this system.     

Time-dependent analysis of a queue with batch arrivals andn levels of nonpreemptive priority

A queueing system with batch arrivals andn classes of customers with nonpreemptive priorities between them is considered. Each batch arrives according to the Poisson distribution and contains customers of all classes while the service times follow arbitrary distributions with different probability density functions for each class. For such a model the system states probabilities both in the transient and in the steady state are analysed and also expressions for the Laplace transforms of the busy period densities for each class and for the general busy period are obtained.     

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.     

Packet loss characteristics for <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/1/<Emphasis Type="Italic">N</Emphasis> queueing systems

In this contribution we investigate higher-order loss characteristics for M/G/1/N queueing systems. We focus on the lengths of the loss and non-loss periods as well as on the number of arrivals during these periods. For the analysis, we extend the Markovian state of the queueing system with the time and number of admitted arrivals since the instant where the last loss occurred. By combining transform and matrix techniques, expressions for the various moments of these loss characteristics are found. The approach also yields expressions for the loss probability and the conditional loss probability. Some numerical examples then illustrate our results.     

Boundary Crossing for the Difference of Two Ordinary or Compound Poisson Processes

We consider the lower boundary crossing problem for the difference of two independent compound Poisson processes. This problem arises in the busy period analysis of single-server queueing models with work removals. The Laplace transform of the crossing time is derived as the unique solution of an integral equation and is shown to be given by a Neumann series. In the case of ±1 jumps, corresponding to queues with deterministic service times and work removals, we obtain explicit results and an approximation useful for numerical purposes. We also treat upper boundaries and two-sided stopping times, which allows to derive the conditional distribution of the maximum workload up to time t, given the busy period is longer than t.     

Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs

We consider a general k-dimensional discounted infinite server queueing process (alternatively, an incurred but not reported claim process) where the multivariate inputs (claims) are given by a k-dimensional finite-state Markov chain and the arrivals follow a renewal process. After deriving a multidimensional integral equation for the moment-generating function jointly to the state of the input at time t given the initial state of the input at time 0, asymptotic results for the first and second (matrix) moments of the process are provided. In particular, when the interarrival or service times are exponentially distributed, transient expressions for the first two moments are obtained. Also, the moment-generating function for the process with deterministic interarrival times is considered to provide more explicit expressions. Finally, we demonstrate the potential of the present model by showing how it allows us to study semi-Markovian modulated infinite server queues where the customers (claims) arrival and service (reporting delay) times depend on the state of the process immediately before and at the switching times.

     

Higher order approximations for tandem queueing networks

In this paper a higher order approximation for single server queues and tandem queueing networks is proposed and studied. Different from the most popular two-moment based approximations in the literature, the higher order approximation uses the higher moments of the interarrival and service distributions in evaluating the performance measures for queueing networks. It is built upon the MacLaurin series analysis, a method that is recently developed to analyze single-node queues, along with the idea of decomposition using higher orders of the moments matched to a distribution. The approximation is computationally flexible in that it can use as many moments of the interarrival and service distributions as desired and produce the corresponding moments for the waiting and interdeparture times. Therefore it can also be used to study several interesting issues that arise in the study of queueing network approximations, such as the effects of higher moments and correlations. Numerical results for single server queues and tandem queueing networks show that this approximation is better than the two-moment based approximations in most cases.