On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process

We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes

Store-Forward and its implications for Proportional Scheduling

The Proportional Scheduler was recently proposed as a scheduling algorithm for multi-hop switch networks. For these networks, the BackPressure scheduler is the classical benchmark. For networks with fixed routing, the Proportional Scheduler is maximum stable, myopic and, furthermore, will alleviate certain scaling issued found in BackPressure for large networks. Nonetheless, the equilibrium and delay properties of the Proportional Scheduler has not been fully characterized. In this article, we postulate on the equilibrium behaviour of the Proportional Scheduler though the analysis of an analogous rule called the Store-Forward allocation. It has been shown that Store-Forward has asymptotically allocates according to the Proportional Scheduler. Further, for Store-Forward networks, numerous equilibrium quantities are explicitly calculable. For FIFO networks under Store-Forward, we calculate the policies stationary distribution and end-to-end route delay. We discuss network topologies when the stationary distribution is product-form, a phenomenon which we call \emph{product form resource pooling}. We extend this product form notion to independent set scheduling on perfect graphs, where we show that non-neighbouring queues are statistically independent. Finally, we analyse the large deviations behaviour of the equilibrium distribution of Store-Forward networks in order to construct Lyapunov functions for FIFO switch networks

Loss systems in a random environment

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service process is completely blocked: Service is interrupted and newly arriving customers are lost. We prove an if-and-only-if-condition for a product form steady state distribution of the joint queueing-environment process. A consequence is a strong insensitivity property for such systems. We discuss several applications, e.g. from inventory theory and reliability theory, and show that our result extends and generalizes several theorems found in the literature, e.g. of queueing-inventory processes. We investigate further classical loss systems, where due to finite waiting room loss of customers occurs. In connection with loss of customers due to blocking by the environment and service interruptions new phenomena arise. We further investigate the embedded Markov chains at departure epochs and show that the behaviour of the embedded Markov chain is often considerably different from that of the continuous time Markov process. This is different from the behaviour of the standard M/G/1, where the steady state of the embedded Markov chain and the continuous time process coincide. For exponential queueing systems we show that there is a product form equilibrium of the embedded Markov chain under rather general conditions. For systems with non-exponential service times more restrictive constraints are needed, which we prove by a counter example where the environment represents an inventory attached to an M/D/1 queue. Such integrated queueing-inventory systems are dealt with in the literature previously, and are revisited here in detail

The preservation of likelihood ratio ordering under convolution

AbstractUnlike stochastic ordering (⩾st), which is preserved under convolution (i.e., summation of independent random variables), so far it is only known that likelihood ratio ordering (⩾lr) is preserved under convolution of log-concave (PF2) random variables. In this paper we define a stronger version of likelihood ratio ordering, termed shifted likelihood ratio ordering (⩾lr↑) and show that it is preserved, under convolution. An application of this closure property to closed queueing network is given. Other properties of shifted likelihood ratio ordering are also discussed