Joint distribution of sojourn time and queue length in the M/G/1 queue with (in) finite capacity

For the M/G/1 queue we study the joint distribution of the number of customers x present immediately before an arrival epoch and of the residual service time ζ of the customer in service at this epoch. The correlation coefficient ? (x, ζ) is shown to be positive (negative) when the service time distribution is DFR (IFR). The result for the joint distribution of x and ζ leads to the joint distribution of x, of the sojourn time s of the arriving customer and of the number of customers z left behind by this customer at his departure. ?(x, s), ?(z, s) and ?(x, z) are shown to be positive; ?(x, s) and ?(z, s) are compared in some detail.Subsequently the M/G/1 queue with finite capacity is considered; the joint distributions of x and ζ and of x and s are derived. These results may be used to study the cycle time distribution in a two-stage cyclic queue.     

The infinite server queue and heuristic approximations to the multi-server queue with and without retrials

In this paper, properties of the time-dependent state probabilities of theM _t /G/∞ queue, when the queue is assumed to start empty are studied. Those results are compared with corresponding time-dependent results for theM/M/1 queue. Approximation to the time-dependent state probabilities of theM/G/m/m queue by means of the corresponding time-dependent state probabilities of theM/G/∞ queue are discussed. Through a decomposition formula it is shown that the main performance characteristics of the ergodicM/M/m/m+d queue are sums of the corresponding random variables for the ergodicM/M/m/m andM/M/1/1+(d−1) queues, respectively, weighted by the 3-rd Erlang formula (stationary probability of waiting or being lost for theM/M/m/m+d queue). Successful exact and approximation extensions of this kind of decomposition formula to theM/M/m/m+d queue with retrials are presented.     

Subexponential loss rates in a GI/GI/1 queue with applications

Consider a single server queue with i.i.d. arrival and service processes, $\{ A,A_n ,n \geqslant 0\} $ and $\{ C,\;C_n ,n\;\; \geqslant \;\;0\} $ , respectively, and a finite buffer B. The queue content process $\{ Q_n^B ,n \geqslant 0\} $ is recursively defined as $Q_{n + 1}^B = \min ((Q_n^B + A_{n + 1} - C_{n + 1} )^ + ,B),\;\;q^ + = \max (0,q)$ . When $\mathbb{E}(A - C) < 0$ , and A has a subexponential distribution, we show that the stationary expected loss rate for this queue $E(Q_n^B + A_{n + 1} - C_{n + 1} - B)^ + $ has the following explicit asymptotic characterization: $${\mathbb{E}}\left( {Q_n^B + A_{n + 1} - C_{n + 1} - B} \right)^ + ~{\mathbb{E}}\left( {A - B} \right)^ + {as} B \to \infty ,$$ independently of the server process C _n . For a fluid queue with capacity c, M/G/∞ arrival process A _t , characterized by intermediately regularly varying on periods σ^on, which arrive with Poisson rate Λ, the average loss rate $\lambda _{{loss}}^B $ satisfies λ _loss ^B ～ Λ E(τ^onη — B)⁺ as B → ∞, where $\eta = r + \rho - c,\;\rho \; = \mathbb{E}A_t < \;\;c;r\;\;(c \leqslant r)$ is the rate at which the fluid is arriving during an on period. Accuracy of the above asymptotic relations is verified with extensive numerical and simulation experiments. These explicit formulas have potential application in designing communication networks that will carry traffic with long-tailed characteristics, e.g., Internet data services.     

On The Postulation of The Multiples of The Nodes for Generic Nodal Curves on Generic Rational Surfaces

Fix integers x > 0, m₁ ≥ … ≥ ^m _x > 0 and P₁,…,P_x ∈ P² such that no 3 of them are collinear. Let C ? P² a “ general ” degree d plane curve with an ordinary point with multiplicity m _i at each P _i and y further singularities which are ordinary nodes. Fix any A ? Sing(C){P₁,…, P_x} and any integer m > 0. Here we study the postulation of the fat points m A ? ∪_Q∈AmQ.     

A note on the C2/G/1 queue and the C2/G/1 loss system

In this note, we consider the steady-state probability of delay (PW) in the C₂/G/1 queue and the steady-state probability of loss (p_loss) in the C₂/G/1 loss system, in both of which the interarrival time has a two-phase Coxian distribution. We show that, for c_X ²<1, where c_X is the coefficient of variation of the interarrival time, both p_loss and PW are increasing in β(s), the Laplace–Stieltjes transform of the general service-time distribution. This generalises earlier results for the GE₂/G/1 queue and the GE₂/G/1 loss system. The practical significance of this is that, for c_X ²<1, p_loss in the C₂/G/1 loss system and PW in the C₂/G/1 queue are both increasing in the variability of the service time. This revised version was published online in June 2006 with corrections to the Cover Date.     

Некоторые точные инт егральные оценки про изводных рациональных и алгеб раических функций. Пр иложения

Exact estimates are obtained for integrals of absolute values of derivatives and gradients, for integral moduli of continuity and for major variations of piecewise algebraic functions (in particular, for polynomials, rational functions, splines, etc.). These results are applied to the problems of approximation theory and to the estimates of Laurent and Fourier coefficients. Typical results:

1. IfE is a measurable subset of the circle or of a line in thez-plane andR(z) is a rational function of degree ≦n, ¦R(z)¦≦ (z∈E), then ∝_E ¦R′(z)¦dz¦≦ 2πn; the latter estimate is exact forn=0, 1, ... and everyE with positive measure;
2. Iff(x ₁,x ₂, ...,x _m) is a real valued piecewise algebraic function of order (n, k) on the unit ballD?R ^m (in particular, a real valued rational function of order ≦n), and ¦f¦≦1 onD, then ∝_D¦gradf¦dx≦2π ^m/2n/Π(m/2); herem≧1, n≧0, 1≦k<∞;
3. LetE=Π={z∶¦z¦=1}, and letc _m(R) be the mth Laurent coefficient ofR onΠ,C _m(n)=sup{¦cm(R)¦}, where sup is taken over allR from 1), then 1/7 min {n/¦m¦, 1} ≦C _m(n) ≦ min {n/¦m¦, 1}.

     

Uniform approximations for the M/G/1 queue with subexponential processing times

This paper studies the asymptotic behavior of the steady-state waiting time, W _∞, of the M/G/1 queue with Subexponential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide insights into the regions of large deviations where the so-called heavy-traffic approximation and heavy-tail asymptotic hold. For queues whose service time distribution decays slower than \(e^{-\sqrt{t}}\) we identify a third region of asymptotics where neither the heavy-traffic nor the heavy-tail approximations are valid. These results are obtained by deriving approximations for P(W _∞>x) that are either uniform in the traffic intensity as the tail value goes to infinity or uniform on the positive axis as the traffic intensity converges to one. Our approach makes clear the connection between the asymptotic behavior of the steady-state waiting time distribution and that of an associated random walk.     

Asymptotic expansions for waiting time probabilities in an M/G/1 queue with long-tailed service time

We consider anM/G/1 queue with FCFS queue discipline. We present asymptotic expansions for tail probabilities of the stationary waiting time when the service time distribution is longtailed and we discuss an extension of our methods to theM ^[x]/G/1 queue with batch arrivals.     

A necessary condition for the local solvability of the operator Pm2(x, D) + P2m − 1(x, D)

It is shown that a necessary condition for the local solvability of the operator P(x, D) = P_m²(x, D) + P_{2m ? 1}(x, D), where P_m(x, D) is an mth-order homogeneous differential operator of principal type with real coefficients, is that along any null-bicharacteristic strip of P_m(x, ξ) the imaginary part of the sub-principal symbol cannot have an odd-order zero where its real part does not vanish.     

Classifying Hilbert bundles. II

A Hilbert bundle (p, B, X) is a type of fibre space p: B → X such that each fibre p^?1(x) is a Hilbert space. However, p^?1(x) may vary in dimension as x varies in X, even when X is connected. We give two “homotopy” type classification theorems for Hilbert bundles having primarily finite dimensional fibres. An (m, n)-bundle over the pair (X, A) is a Hilbert bundle over (p, B, X) such that the dimension of p^?1(x) is m for x in A and n otherwise. As a special case, we show that if X is a compact metric space, C₊X the upper cone of the suspension SX, then the isomorphism classes of (m, n)-bundles over (SX, C₊X) are in one-to-one correspondence with the members of [X, V_m($\text{C}$ⁿ)] where V_m($\text{C}$ⁿ) is the Stiefel manifold. The results are all applicable to the classification of separable, continuous trace C¹-algebras, with specific results given to illustrate.     

On the connection between weak and strong convergencies in Cm

In this work wome connections are pursued between weak and strong convergence in the spaces C^m (m-times continuously differentiable functions on Rⁿ). Let f_n, f?C^{m + 1}, where n = 1, 2,…, and m is a nonnegative integer. Suppose that the sequence {f_n} converges to f relative to the weak topology of C^{m + 1}. It is shown that this implies the convergence of {f_n} to f with respect to the strong topology of C^m. Several corollaries to this theorem are established; among them is a sufficient condition for uniform convergence. A stronger result is shown to exist when the sequence constitutes an output sequence of a linear weakly continuous operator.     

完全不确定Hamburger矩阵矩量问题的有限阶解

该文描述带有矩量序列{v_m}_0~∞■C~(q×q)的完全不确定Hamburger矩阵矩量问题:v_m=integral from n=-∞to∞x~m dρ(x),m=0,1,…的有限阶解,即该问题的那些解ρ,使得C~(q×q)-值多项式的线性空间P在对应的空间L~2(R,dρ/E(x))内稠密,这里E(x)为在实轴R上取正值的某个数值多项式.作为预备知识,作者考虑所谓广义Akhiezer插值的矩阵变种与它的相关矩阵矩量问题之间的一种关系.     

On the finite-source G/M/r queue

The aim of the present paper is to give the main characteristics of the finite-source $\text{G}\text{/}\text{M}\text{/r}$ queue in equilibrium. Here unit i stays in the source for a random time having general distribution function F_i(x) with density f_i(x). The service times of all units are assumed to be identically and exponentially distributed random variables with means 1/μ. It is shown that the solution to this $\text{G}\text{/}\text{M}\text{/r}$ model is similar in most important respects to that for the M/M/r model.     

A Remark on the Sobolev Regularity of Classical Solutions to Uniformly Parabolic Equations

We prove that C^2+α,1+α/2 (Q?) solutions of problem (1.6) below are in a subspace H_c^m+2(Q) of H^{m+2,(m+2)/2(Q)} for all m ∈ ?, if f and the coefficients are in H_c^m(Q)∪C^α,α/2 (Q?). We apply this result to obtain global existence of Sobolev solutions to the quasilinear problem (1.26) below.     

Queues where customers of one queue act as servers of the other queue

We consider a system comprised of two connected M/M/?/? type queues, where customers of one queue act as servers for the other queue. One queue, Q ₁, operates as a limited-buffer M/M/1/N?1 system. The other queue, Q ₂, has an unlimited-buffer and receives service from the customers of Q ₁. Such analytic models may represent applications like SETI@home, where idle computers of users are used to process data collected by space radio telescopes. Let L ₁ denote the number of customers in Q ₁. Then, two models are studied, distinguished by their service discipline in Q ₂: In Model 1, Q ₂ operates as an unlimited-buffer, single-server M/M/1/∞ queue with Poisson arrival rate λ ₂ and dynamically changing service rate μ ₂ L ₁. In Model 2, Q ₂ operates as a multi-server M/M/L ₁/∞ queue with varying number of servers, L ₁, each serving at a Poisson rate of μ ₂. We analyze both models and derive the Probability Generating Functions of the system’s steady-state probabilities. We then calculate the mean total number of customers present in each queue. Extreme cases are indicated.     

Continuous time control of the arrival process in an m/g/1 queue

The problem of continuously controlling the arrival process in an M/G/1 queue is studied. The control is exercised by keeping the facility open or closed for potential arrivals, and is based on the residual workload process. The reward structure includes a reward rate R when the server is busy, and a holding cost rate cx when the residual workload is x. The economic criterion used is long run average return. A control limit policy is shown to be optimal. An iterative method for calculating this control limit policy is suggested.     

On the estimation of a restricted normal mean

Let X ∼ N(θ,1), where θ ϵ [−m, m], for some m > 0, and consider the problem of estimating θ with quadratic loss. We show that the Bayes estimator δ_m, corresponding to the uniform prior on [−m, m], dominates δ⁰ (x) = x on [−m, m] and it also dominates the MLE over a large part of the parameter interval. We further offer numerical evidence to suggest that δ_m has quite satisfactory risk performance when compared with the minimax estimators proposed by Casella and Strawderman (1981) and the estimators proposed by Bickel (1981).     

Continuity of the M/G/c queue

Consider an M/G/c queue with homogeneous servers and service time distribution F. It is shown that an approximation of the service time distribution F by stochastically smaller distributions, say F _n , leads to an approximation of the stationary distribution π of the original M/G/c queue by the stationary distributions π _n of the M/G/c queues with service time distributions F _n . Here all approximations are in weak convergence. The argument is based on a representation of M/G/c queues in terms of piecewise deterministic Markov processes as well as some coupling methods.      

On the Mx/G/1 queue with vacation time

We consider an M^x/G/1 queueing system in which the server takes a vacation each time that the system, becomes empty. Using supplementary variables, we derive the general queue length distribution at an arbitrary time. We also obtain the waiting time and busy period distributions.     

The isometries ofC p n,m intoC P

We characterize the isometries ofC _p ^n,m intoC _P (l≦p<∞, p ≠ 2, 2≦n,m). In particular, we find that ifX ?C _P is isometric toC _p ^n,m , then there exists a contractive projection from C_p ontoX.