The NxD-BMAP/G/1 queueing model : queue contents and delay analysis

We consider a single-server discrete-time queueing system with N sources, where each source is modelled as a correlated Markovian customer arrival process, and the customer service times are generally distributed. We focus on the analysis of the number of customers in the queue, the amount of work in the queue, and the customer delay. For each of these quantities, we will derive an expression for their steady-state probability generating function, and from these results, we derive closed-form expressions for key performance measures such as their mean value, variance, and tail distribution. A lot of emphasis is put on finding closed-form expressions for these quantities that reduce all numerical calculations to an absolute minimum

Markovian arrivals in stochastic modelling: a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension.Peer Reviewe

Analysis of queueing models with batch service

This dissertation is the result of my research work at the SMACS research group (Department of Telecommunications and Information Processing, Ghent University) and it concerns the analysis of queueing models with batch service. A queueing model basically is a mathematical abstraction of a situation where customers arrive and queue up until they receive some kind of service. These phenomena are omnipresent in real life: people waiting at a counter of a post office or bank, people in the waiting room of a doctor, airplanes waiting to take off, people waiting until they get connected with the call center, data packets which are temporarily stored into a buffer until the transmisssion channel is available, et cetera. The analysis of queueing models constitutes the subject of the applied mathematical discipline called queueing theory and amounts to answering questions such as “How many customers are waiting on average?”, “How long do customers have to wait?”, “Is there a large variation on the waiting time?”, “What is the probability that data packets are lost due to a full buffer?”, “What is the probability that a customer suffers a lengthy delay?”, et cetera. In queueing theory, the number of customers and their waiting time are often denominated by respectively buffer content and customer delay. In addition, the probability that a quantity, such as the buffer content or customer delay, is very large or lengthy, is generally called a tail probability. The models we investigate throughout this dissertation have in common that customers can be served in batches, meaning that several customers can be served simultaneously. An elevator can be viewed as a classic example, as several people can be transported simultaneously to another floor. Also, in a variety of production or transport processes several goods can be processed together. Furthermore, in quality control, classification of items as good or bad can often be achieved more economically by examining the items in groups rather than individually. If the result of a group test is good, all items within it can then be classified as good, whereas one or more items are bad in the opposite case, where the items can then be retested by considering smaller groups. Group testing is especially of importance when the percentage of bad items is small. In addition, in telecommunications networks, packets with the same destination and quality of service (QoS) requirements are often aggregated into so-called bursts and these bursts are transmitted over the network. This is mainly done for efficiency reasons, since only one header per aggregated burst has to be constructed, instead of one header per single information unit, thus leading to an increased throughput. Technologies using packet aggregation include for instance Optical burst switched (OBS) networks and IEEE 802.11n wireless local area networks (WLANs). An inherent aspect of batch service is that newly arriving customers cannot join the ongoing service, even if there is free capacity (we denominate the maximum number of customers that can be served simultaneously by server capacity). For instance, an arriving person cannot enter an elevator that has just left, even if space is available. This person has to wait until the elevator has transported its occupants to their requested floors and has returned, which might take a long time in high buildings. In view of this, it is of importance to take a well-considered decision when the server becomes available and finds less customers than it can serve in theory. This decision is called the service policy. A whole spectrum of service policies exist. The server could, for instance, start serving the already present customers immediately. Although the present customers benefit from this approach, capacity is wasted: customers that arrive later cannot join the ongoing service. An alternative for this so-called immediate-batch service policy is the full-batch service policy. In this case, the available server postpones service until the number of present customers reaches or exceeds the server capacity, which, in turn, has a negative effect on the delay of the customers waiting to form a full batch (postponing delay). The threshold-based policy is a kind of compromise between immediate-batch service policy and full-batch service policy. When the number of present customers is below some service threshold, service is postponed, whereas service is initiated when the number of present customers reaches or exceeds this threshold. It is important to realize that even with this compromise, long postponing delays are possible. Therefore, in this dissertation, we combine a thresholdbased policy with a timer mechanism that avoids excessive postponing delays. The purpose of this dissertation is to calculate a large spectrum of performance measures, which enable to evaluate a broad set of situations with batch service and aid in selecting an efficient service policy. The studied performance measures are moments, such as the mean value and variance, and tail probabilities of the buffer content and the customer delay. This dissertation is structured as follows. In chapter 1, we motivate our work and we introduce crucial concepts such as probability generating functions (PGFs), whose useful properties are frequently relied upon throughout the analysis. Then we deduce moments and tail probabilities of the buffer content in chapter 2. The resulting formulas still contain unknown probabilities that have to be calculated numerically. As this might become unfeasible in some cases, we compute in chapter 3 approximations for the buffer content. Next, moments and tail probabilities of the customer delay are covered in respectively chapters 4 and 5. In order to analyze the moments, we conceive the customer delay as the sum of two non-overlapping parts, whereas for the tail probabilities, it turns out to be more convenient to interpret the delay as the maximum of two time periods. Further, in real life the customer arrival process often exhibits some kind of dependency. For instance, if a large amount of customers have recently arrived, it is likely that many customers arrive in the near future, as it might be an indication of a peak moment. Therefore, we investigate in chapter 6 the influence of dependency in the arrival process on the behaviour of batch-service phenomena and on the selection of an efficient service policy. Finally, the main contributions are summarized in chapter 7

Markovian arrivals in stochastic modelling : a survey and some new results

This paper aims to provide a comprehensive review on Markovian arrival processes (MAPs), which constitute a rich class of point processes used extensively in stochastic modelling. Our starting point is the versatile process introduced by Neuts (1979) which, under some simplified notation, was coined as the batch Markovian arrival process (BMAP). On the one hand, a general point process can be approximated by appropriate MAPs and, on the other hand, the MAPs provide a versatile, yet tractable option for modelling a bursty flow by preserving the Markovian formalism. While a number of well-known arrival processes are subsumed under a BMAP as special cases, the literature also shows generalizations to model arrival streams with marks, nonhomogeneous settings or even spatial arrivals. We survey on the main aspects of the BMAP, discuss on some of its variants and generalizations, and give a few new results in the context of a recent state-dependent extension

Stochastic Processes with Applications

Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included

A workload factorization for BMAP/G/1 vacation queues under variable service speed

This paper proposes a simple factorization property for the workload distribution of the BMAP/G/1/ vacation queues under variable service speed. The server provides service at different service speeds depending on the phases of the underlying Markov chain. Using the factorization principle, the workload distribution at any arbitrary time point can be easily derived only by obtaining the distribution during the idle period. We prove the factorization property and the moments formula. Lastly, we provide some applications of our factorization principle

Stability Problems for Stochastic Models: Theory and Applications II

Most papers published in this Special Issue of Mathematics are written by the participants of the XXXVI International Seminar on Stability Problems for Stochastic Models, 21­25 June, 2021, Petrozavodsk, Russia. The scope of the seminar embraces the following topics: Limit theorems and stability problems; Asymptotic theory of stochastic processes; Stable distributions and processes; Asymptotic statistics; Discrete probability models; Characterization of probability distributions; Insurance and financial mathematics; Applied statistics; Queueing theory; and other fields. This Special Issue contains 12 papers by specialists who represent 6 countries: Belarus, France, Hungary, India, Italy, and Russia