Vessel Arrival Process and Queueing in Marine Ports Handling Bulk Materials

We study the vessel arrival process in bulk ports handling either cargo containers or minerals. Then we introduce the SHIP/G/1 queue to be able to study the queueing behavior at the port. We present approximations for the asymptotic probabilities of delay and the number of vessels at the port. Numerical examples show the accuracy of the approximations. In appendices, we provide details of the analysis of the number of vessels at the port and the correlation properties of the vessel arrival process.     

Analysis of a Multiserver Queue with Setup Times

This paper deals with the analysis of an M/M/c queueing system with setup times. This queueing model captures the major characteristics of phenomena occurring in production when the system consists in a set of machines monitored by a single operator. We carry out an extensive analysis of the system including limiting distribution of the system state, waiting time analysis, busy period and maximum queue length. AMS subject classification: 90B22, 60K25     

A Tandem Queue with Coupled Processors: Computational Issues

In Resing and Örmeci [16] it is shown that the two-stage tandem queue with coupled processors can be solved using the theory of boundary value problems. In this paper we consider the issues that arise when calculating performance measures like the mean queue length and the fraction of time a station is empty. It is assumed that jobs arrive at the first station according to a Poisson process and require service at both stations before leaving the system. The amount of work that a job requires at each of the stations is an independent, exponentially distributed random variable. When both stations are nonempty, the total service capacity is shared among the stations according to fixed proportions. When one of the stations becomes empty, the total service capacity is given to the nonempty station. We study the two-dimensional Markov process representing the numbers of jobs at the two stations. The problem of finding the generating function of the stationary distribution can be reduced to two different Riemann-Hilbert boundary value problems, where both problems yield a complete analytical solution. We discuss the similarities and differences between the two problems, and relate them to the computational aspects of obtaining performance measures.     

An interpolation approximation for the GI/G/1 queue based on multipoint Padé approximation

The performance evaluation of many complex manufacturing, communication and computer systems has been made possible by modeling them as queueing systems. Many approximations used in queueing theory have been drawn from the behavior of queues in light and heavy traffic conditions. In this paper, we propose a new approximation technique, which combines the light and heavy traffic characteristics. This interpolation approximation is based on the theory of multipoint Padé approximation which is applied at two points: light and heavy traffic. We show how this can be applied for estimating the waiting time moments of the ^GI/G/1 queue. The light traffic derivatives of any order can be evaluated using the MacLaurin series analysis procedure. The heavy traffic limits of the ^GI/G/1 queue are well known in the literature. Our technique generalizes the previously developed interpolation approximations and can be used to approximate any order of the waiting time moments. Through numerical examples, we show that the moments of the steady state waiting time can be estimated with extremely high accuracy under all ranges of traffic intensities using low orders of the approximant. We also present a framework for the development of simple analytical approximation formulas. This revised version was published online in June 2006 with corrections to the Cover Date.     

Pricing and distributed QoS control for elastic network traffic

We study a processor-sharing model in which users choose between a high- and a low-priority service, based on their utility functions and prices charged by the service provider. The latter aims at revenue maximization. The model is motivated by file transmissions in data networks with distributed congestion control.     

Single-server queues with spatially distributed arrivals

Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time.     

A decomposition result for a class of polling models

Boxma and Groenendijk have shown that the workload in polling models decomposes into two independent variables. This paper demonstrates a different type of decomposition that has an explicit multi-dimensional form. This decomposition does not apply to all polling models, but does, for example, apply to models with constant switch-over times and either exhaustive or gated service disciplines. For such models, we show that the population of customers present in the system (represented by a vector indicating the number of customers at each queue) at key time points breaks into two independent subpopulations: (1) the population of customers present in the related model with zero switch-over times; (2) another population, which is particularly easy to analyze. This result has a number of theoretical and applied implications.     

A two-echelon base-stock inventory model with Poisson demand and the sequential processing of orders at the upper echelon

We consider a two-echelon inventory system with a number of non-identical, independent ‘retailers’ at the lower echelon and a single ‘supplier’ at the upper echelon. Each retailer experiences Poisson demand and operates a base stock policy with backorders. The supplier manufactures to order and holds no stock. Orders are produced, in first-come first-served sequence, with a fixed production time. The supplier therefore functions as an M/D/1 queue. We are interested in the performance characteristics (average inventory, average backorder level) at each retailer. By finding the distribution of order lead time and hence the distribution of demand during order lead time, we find the steady state inventory and backorder levels based on the assumption that order lead times are independent of demand during order lead time at a retailer. We also propose two alternative approximation procedures based on assumed forms for the order lead time distribution. Finally we provide a derivation of the steady state inventory and backorder levels which will be exact as long as there is no transportation time on orders between the supplier and retailers. A numerical comparison is made between the exact and approximate measures. We conclude by recommending an approach which is intuitive and computationally straightforward.     

监测Lévy稳定过程均值变点的平均运行时间估计

平均运行长度(时间)(ARL)是判断一控制图监测变点效果好坏的一个重要工具.本文主要研究Lévy稳定过程的均值变点监测问题.我们给出了三个控制图,即EWMA,GEWMA和GLR的ARL估计,并通过数值模拟比较了4个控制图监测均值变点的效果和差异.     

Dependence of calculated electron effective attenuation lengths on transport mean free paths obtained from two atomic potentials

We report changes in electron effective attenuation lengths (EALs) resulting from use of transport mean free paths (TMFPs) obtained from the Dirac–Hartree–Fock (DHF) potential instead of the Thomas–Fermi–Dirac (TFD) potential in an algorithm used in the National Institute of Standards and Technology (NIST) Electron Effective‐Attenuation‐Length Database (SRD 82). TMFPs from the former potential are believed to be more reliable than those obtained from the latter potential. We investigated changes in the EALs for selected photoelectron and Auger‐electron lines in four elemental solids (Si, Cu, Ag, and W), for Si 2p photoelectrons of varying energy in SiO₂, and for photoelectrons excited by Al Kα X rays in four candidate gate‐dielectric materials (HfO₂, ZrO₂, HfSiO₄, and ZrSiO₄). For each material, we computed the change in the average EAL for a range of overlayer‐film thicknesses from zero to a maximum value corresponding to attenuation of the substrate signal to 10% of its original value. This EAL change was a maximum for electrons emitted normally from the surface and decreased monotonically with increasing emission angle. The maximum EAL change varied between ?4.4% and 2.6% for the three groups of materials. We found that the maximum EAL change correlated mainly with the TMFP change. We found that TMFP changes in other solids could generally lead to maximum EAL changes between ?2.6% and 1.9% for electron energies between 500 and 2000 eV. For lower energies, the maximum EAL changes could be larger for some solids. Our revised EALs for Si 2p photoelectrons in SiO₂ excited by Mg and Al Kα X rays agree within 0.5% with values reported by Seah and Spencer from a detailed analysis of SiO₂ film‐thickness measurements by XPS and other techniques. Copyright © 2006 John Wiley & Sons, Ltd.