Mathematical Analysis of Queue with Phase Service: An Overview

We discuss various aspects of phase service queueing models. A large number of models have been developed in the area of queueing theory incorporating the concept of phase service. These phase service queueing models have been investigated for resolving the congestion problems of many day-to-day as well as industrial scenarios. In this survey paper, an attempt has been made to review the work done by the prominent researchers on the phase service queues and their applications in several realistic queueing situations. The methodology used by several researchers for solving various phase service queueing models has also been described. We have classified the related literature based on modeling and methodological concepts. The main objective of present paper is to provide relevant information to the system analysts, managers, and industry people who are interested in using queueing theory to model congestion problems wherein the phase type services are prevalent

Steady-state analysis of a multiclass MAP/PH/c queue with acyclic PH retrials

A multiclass c-server retrial queueing system in which customers arrive according to a class-dependent Markovian arrival process (MAP) is considered. Service and retrial times follow class-dependent phase-type (PH) distributions with the further assumption that PH distributions of retrial times are acyclic. A necessary and sufficient condition for ergodicity is obtained from criteria based on drifts. The infinite state space of the model is truncated with an appropriately chosen Lyapunov function. The truncated model is described as a multidimensional Markov chain, and a Kronecker representation of its generator matrix is numerically analyzed. © Applied Probability Trust 2016

MAP/PH/1 systems with group service: performance analysis under different admission strategies

2015 - 2016Recent advances in wireless communication networks led to possibility of multi-rate transmission of information. The queueing theory represents a valid tool to study how the performances of such communication systems can be improved, and to give proper solutions. Modeling a multi-rate transmission system, in terms of queueing theory, means that a particular discipline has to be considered: a group of requests from users can be processed simultaneously in parallel and processing of the whole group is supposed finished if processing of all individual requests belonging to this group is over. In order to model this typology of telecommunication systems, some particular assumption can be made on arrivals, which occur by a Markovian arrival process, and on service time and length of admission period, which are regulated by phase type distributions. Thus, in this thesis MAP/PH/1 queueing systems have been considered, with and without retrial to take into account all possible behaviours of the customers. The main goal of the research activity presented in this work is to introduce novel admission strategies for the described systems, in order to give a major contribute to the current performance analysys, in particular as regard the choice of the optimal length of admission period and optimal size of the groups. Dynamics of such systems are described by multidimensional Markov chains. Ergodicity condition for these Markov chains have been derived, stationary probability distribution of the states have been computed, formulas for the main performance measures of the system have been attained. Essential advantages of the proposed customer’s service disciplines have been numerically illustrated. [edited by author]I recenti progressi ottenuti per le reti di comunicazione wireless, permettono la trasmissione multi-frequenza delle informazioni. La teoria delle code rappresenta un valido strumento per studiare come le performance di tali sistemi di comunicazione possano essere migliorate, e individuare opportune soluzioni. In termini di teoria delle code, modellare un sistema di trasmissione multi-frequenza significa considerare una determinata disciplina: un gruppo di richieste da parte di utenti possono essere processate simultaneamente in parallelo, e il processo dell’intero gruppo risulta completato se tutte le richieste appartenenti a tale gruppo sono espletate. Al fine di modellare tale tipologia di sistemi di telecomunicazione, si possono definire particolari assunzioni sugli arrivi, determinati da processi di arrivo Markoviani, e sul tempo di servizio e lunghezza del periodo di ammissione, regolati da distribuzioni di tipo a fasi. Pertanto, in tale lavoro di tesi sono stati considerati sistemi a coda di tipo MAP/PH/1, con e senza retrial per considerare tutti i possibili comportamenti degli utenti. Il principale obiettivo dell’attivita` di ricerca presentata in tale lavoro `e introdurre nuove strategie di ammissione per i sistemi descritti, al fine di fornire un maggior contributo alle attuali analisi sulle performance, in particolare relativamente alla scelta della lunghezza ottimale del periodo di ammissione e la dimensione ottimale dei gruppi. Le dinamiche di tali sistemi sono descritte da catene di Markov multidimensionali. `E stata ricavata la condizione di ergodicit`a per tali catene di Markov, `e stata calcolata la distribuzione delle probabilita` stazionarie degli stati, e sono state ottenute le formule per le misure dei principali parametri prestazionali del sistema. I principali vantaggi delle discipline di servizio proposte sono state illustrate numericamente. [a cura dell'autore]XXIX n.s

Standard and retrial queueing systems: a comparative analysis

We describe main models and results of a new branch of the queueing theory, theory of retrial queues, which is characterized by the following basic assumption: a customer who cannot get service (due to finite capacity of the system, balking, impatience, etc.)leaves the service area, but after some random delay returns to the system again. Emphasis is done on comparison with standard queues with waiting line and queues with losses. We give a survey of main results for both single server M/G/1 type and multiserver M/M/c type retrial queues and discuss similarities and differences between the retrial queues and their standard counterparts. We demonstrate that although retrial queues are closely connected with these standard queueing models they, however, ossess unique distinguished features. We also mention some open problems.We describe main models and results of a new branch of the queueing theory, theory of retrial queues, which is characterized by the following basic assumption: a customer who cannot get service (due to finite capacity of the system, balking, impatience, etc.)leaves the service area, but after some random delay returns to the system again. Emphasis is done on comparison with standard queues with waiting line and queues with losses. We give a survey of main results for both single server M/G/1 type and multiserver M/M/c type retrial queues and discuss similarities and differences between the retrial queues and their standard counterparts. We demonstrate that although retrial queues are closely connected with these standard queueing models they, however, ossess unique distinguished features. We also mention some open problems

Queues: Flows, Systems, Networks

В сборнике излагаются новые результаты научных исследований в области разработки и оптимизации моделей процессов передачи информации в телекоммуникационных сетях с использованием аппарата теории систем и сетей массового обслуживания. Предназначен специалистам в области вероятностного анализа, случайных процессов, математического моделирования, и математической статистики, а также специалистам в области проектирования и эксплуатации сетей связи и компьютерных сетей

Unreliable Retrial Queues in a Random Environment

This dissertation investigates stability conditions and approximate steady-state performance measures for unreliable, single-server retrial queues operating in a randomly evolving environment. In such systems, arriving customers that find the server busy or failed join a retrial queue from which they attempt to regain access to the server at random intervals. Such models are useful for the performance evaluation of communications and computer networks which are characterized by time-varying arrival, service and failure rates. To model this time-varying behavior, we study systems whose parameters are modulated by a finite Markov process. Two distinct cases are analyzed. The first considers systems with Markov-modulated arrival, service, retrial, failure and repair rates assuming all interevent and service times are exponentially distributed. The joint process of the orbit size, environment state, and server status is shown to be a tri-layered, level-dependent quasi-birth-and-death (LDQBD) process, and we provide a necessary and sufficient condition for the positive recurrence of LDQBDs using classical techniques. Moreover, we apply efficient numerical algorithms, designed to exploit the matrix-geometric structure of the model, to compute the approximate steady-state orbit size distribution and mean congestion and delay measures. The second case assumes that customers bring generally distributed service requirements while all other processes are identical to the first case. We show that the joint process of orbit size, environment state and server status is a level-dependent, M/G/1-type stochastic process. By employing regenerative theory, and exploiting the M/G/1-type structure, we derive a necessary and sufficient condition for stability of the system. Finally, for the exponential model, we illustrate how the main results may be used to simultaneously select mean time customers spend in orbit, subject to bound and stability constraints

Single server retrial queueing models.

Most retrial queueing research assumes that each retrial customer has its own orbit, and the retrial customers retry to enter service independently of each other. A small selection of papers assume that the retrial customers themselves form a queue, and only one customer from the retrial queue can attempt to enter at any given time. Retrial queues with exponential retrial times have been extensively studied, but little attention has been paid to retrial queues with general retrial times. In this thesis, we consider four retrial queueing models of the type in which the retrial customers form their own queue. Model I is a type of M/G/1 retrial queue with general retrial times and server subject to breakdowns and repairs. In addition, we allow the customer in service to leave the service position and keep retrying for service until the server has been repaired. After repair, the server is not allowed to begin service on other customers until the current customer (in service) returns from its temporary absence. We say that the server is in reserved mode, when the current customer is absent and the server has already been repaired. We define the server to be blocked if the server is busy, under repair or in reserved mode. In Model II, we consider a single unreliable server retrial queue with general retrial times and balking customers. If an arriving primary customer finds the server blocked, the customer either enters a retrial queue with probability p or leaves the system with probability 1 - p. An unsuccessful arriving customer from the retrial queue either returns to its position at the head of the retrial queue with probability q or leaves the system with the probability 1 - q. If the server fails, the customer in service either remains in service with probability r or enters a retrial service orbit with probability 1 - r and keeps returning until the server is repaired. We give a formal description for these two retrial queueing models, with examples. The stability of the system is analyzed by using an embedded Markov chain. We get a necessary and sufficient condition for the ergodicity of the embedded Markov chain. By employing the method of supplementary variables, we describe the state of the system at each point in time. A system of partial differential equations related to the models is derived from a stochastic analysis of the model. The steady state distribution of the system is obtained by means of probability generating functions. In steady state, some performance measures of the system are reported, the distribution of some important performance characteristics in the waiting process are investigated, and the busy period is discussed. In addition, some numerical results are given. Model III consists of a single-server retrial queue with two primary sources and both a retrial queue and retrial orbits. Some results are obtained using matrix analytic methods. Also simulation results are obtained. Model IV consists of a single server system in which the retrial customers form a queue. The service times are discrete. A stability condition and performance measures are presented.Dept. of Mathematics and Statistics. Paper copy at Leddy Library: Theses & Major Papers - Basement, West Bldg. / Call Number: Thesis2005 .W87. Source: Dissertation Abstracts International, Volume: 67-07, Section: B, page: 3883. Thesis (Ph.D.)--University of Windsor (Canada), 2006

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

Performability modelling of homogenous and heterogeneous multiserver systems with breakdowns and repairs

This thesis presents analytical modelling of homogeneous multi-server systems with reconfiguration and rebooting delays, heterogeneous multi-server systems with one main and several identical servers, and farm paradigm multi-server systems. This thesis also includes a number of other research works such as, fast performability evaluation models of open networks of nodes with repairs and finite queuing capacities, multi-server systems with deferred repairs, and two stage tandem networks with failures, repairs and multiple servers at the second stage. Applications of these for the popular Beowulf cluster systems and memory servers are also accomplished. Existing techniques used in performance evaluation of multi-server systems are investigated and analysed in detail. Pure performance modelling techniques, pure availability models, and performability models are also considered. First, the existing approaches for pure performance modelling are critically analysed with the discussions on merits and demerits. Then relevant terminology is defined and explained. Since the pure performance models tend to be too optimistic and pure availability models are too conservative, performability models are used for the evaluation of multi-server systems. Fault-tolerant multi-server systems can continue service in case of certain failures. If failure does not occur at a critical point (such as breakdown of the head processor of a farm paradigm system) the system continues serving in a degraded mode of operation. In such systems, reconfiguration and/or rebooting delays are expected while a processor is being mapped out from the system. These delay stages are also taken into account in addition to failures and repairs, in the exact performability models that are developed. Two dimensional Markov state space representations of the systems are used for performability modelling. Following the critical analysis of the existing solution techniques, the Spectral Expansion method is chosen for the solution of the models developed. In this work, open queuing networks are also considered. To evaluate their performability, existing modelling approaches are expanded and validated by simulations, for performability analysis of multistage open networks with finite queuing capacities. The performances of two extended modelling approaches are compared in terms of accuracy for open networks with various queuing capacities. Deferred repair strategies are becoming popular because of the cost reductions they can provide. Effects of using deferred repairs are analysed and performability models are provided for homogeneous multi-server systems and highly available farm paradigm multi-server systems. Since one of the random variables is used to represent the number of jobs in one of the queues, analytical models for performance evaluation of two stage tandem networks suffer because of numerical cumbersomeness. Existing approaches for modelling these systems are actually pure performance models since breakdowns and repairs cannot be considered. One way of modelling these systems can be to divide one of the random variables to present both the operative and non-operative states of the server in one dimension. However, this will give rise to state explosion problem severely limiting the maximum queue capacity that can be handled. In order to overcome this problem a new approach is presented for modelling two stage tandem networks in three dimensions. An approximate solution is presented to solve such a system. This approach manifests itself as a novel contribution for alleviating the state space explosion problem for large and/or complex systems. When two state tandem networks with feedback are modelled using this approach, the operative states can be handled independently and this makes it possible to consider multiple operative states at the second stage. The analytical models presented can be used with various parameters and they are extendible to consider systems with similar architectures. The developed three dimensional approach is capable to handle two stage tandem networks with various characteristics for performability measures. All the approaches presented give accurate results. Numerical solutions are presented for all models developed. In case the solution presented is not exact, simulations are performed to validate the accuracy of the results obtained