Stochastic decomposition in discrete-time queues with generalized vacations and applications

For several specific queueing models with a vacation policy, the stationary system occupancy at the beginning of a rantdom slot is distributed as the sum of two independent random variables. One of these variables is the stationary number of customers in an equivalent queueing system with no vacations. For models in continuous time with Poissonian arrivals, this result is well-known, and referred to as stochastic decomposition, with proof provided by Fuhrmann and Cooper. For models in discrete time, this result received less attention, with no proof available to date. In this paper, we first establish a proof of the decomposition result in discrete time. When compared to the proof in continuous time, conditions for the proof in discrete time are somewhat more general. Second, we explore four different examples: non-preemptive proirity systems, slot-bound priority systems, polling systems, and fiber delay line (FDL) buffer systems. The first two examples are known results from literature that are given here as an illustration. The third is a new example, and the last one (FDL buffer systems) shows new results. It is shown that in some cases the queueing analysis can be considerably simplified using this property

On deciding stability of multiclass queueing networks under buffer priority scheduling policies

One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue is how to determine the exact conditions under which a given queueing network operating under a given scheduling policy remains stable. While there was much initial progress in addressing this question, most of the results obtained were partial at best and so the complete characterization of stable queueing networks is still lacking. In this paper, we resolve this open problem, albeit in a somewhat unexpected way. We show that characterizing stable queueing networks is an algorithmically undecidable problem for the case of nonpreemptive static buffer priority scheduling policies and deterministic interarrival and service times. Thus, no constructive characterization of stable queueing networks operating under this class of policies is possible. The result is established for queueing networks with finite and infinite buffer sizes and possibly zero service times, although we conjecture that it also holds in the case of models with only infinite buffers and nonzero service times. Our approach extends an earlier related work [Math. Oper. Res. 27 (2002) 272--293] and uses the so-called counter machine device as a reduction tool.Comment: Published in at http://dx.doi.org/10.1214/09-AAP597 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Content Based Status Updates

Consider a stream of status updates generated by a source, where each update is of one of two types: high priority or ordinary (low priority). These updates are to be transmitted through a network to a monitor. However, the transmission policy of each packet depends on the type of stream it belongs to. For the low priority stream, we analyze and compare the performances of two transmission schemes: (i) Ordinary updates are served in a First-Come-First-Served (FCFS) fashion, whereas, in (ii), the ordinary updates are transmitted according to an M/G/1/1 with preemption policy. In both schemes, high priority updates are transmitted according to an M/G/1/1 with preemption policy and receive preferential treatment. An arriving priority update discards and replaces any currently-in-service high priority update, and preempts (with eventual resume for scheme (i)) any ordinary update. We model the arrival processes of the two kinds of updates, in both schemes, as independent Poisson processes. For scheme (i), we find the arrival and service rates under which the system is stable and give closed-form expressions for average peak age and a lower bound on the average age of the ordinary stream. For scheme (ii), we derive closed-form expressions for the average age and average peak age of the high priority and low priority streams. We finally show that, if the service time is exponentially distributed, the M/M/1/1 with preemption policy leads to an average age of the low priority stream higher than the one achieved using the FCFS scheme. Therefore, the M/M//1/1 with preemption policy, when applied on the low priority stream of updates and in the presence of a higher priority scheme, is not anymore the optimal transmission policy from an age point of view