2,893 research outputs found
Power series approximations for two-class generalized processor sharing systems
We develop power series approximations for a discrete-time queueing system with two parallel queues and one processor. If both queues are nonempty, a customer of queue 1 is served with probability beta, and a customer of queue 2 is served with probability 1-beta. If one of the queues is empty, a customer of the other queue is served with probability 1. We first describe the generating function U(z (1),z (2)) of the stationary queue lengths in terms of a functional equation, and show how to solve this using the theory of boundary value problems. Then, we propose to use the same functional equation to obtain a power series for U(z (1),z (2)) in beta. The first coefficient of this power series corresponds to the priority case beta=0, which allows for an explicit solution. All higher coefficients are expressed in terms of the priority case. Accurate approximations for the mean stationary queue lengths are obtained from combining truncated power series and Pad, approximation
The effective bandwidth problem revisited
The paper studies a single-server queueing system with autonomous service and
priority classes. Arrival and departure processes are governed by marked
point processes. There are buffers corresponding to priority classes,
and upon arrival a unit of the th priority class occupies a place in the
th buffer. Let , denote the quota for the total
th buffer content. The values are assumed to be large, and
queueing systems both with finite and infinite buffers are studied. In the case
of a system with finite buffers, the values characterize buffer
capacities.
The paper discusses a circle of problems related to optimization of
performance measures associated with overflowing the quota of buffer contents
in particular buffers models. Our approach to this problem is new, and the
presentation of our results is simple and clear for real applications.Comment: 29 pages, 11pt, Final version, that will be published as is in
Stochastic Model
Critically loaded multi-server queues with abandonments, retrials, and time-varying parameters
In this paper, we consider modeling time-dependent multi-server queues that
include abandonments and retrials. For the performance analysis of those, fluid
and diffusion models called "strong approximations" have been widely used in
the literature. Although they are proven to be asymptotically exact, their
effectiveness as approximations in critically loaded regimes needs to be
investigated. To that end, we find that existing fluid and diffusion
approximations might be either inaccurate under simplifying assumptions or
computationally intractable. To address that concern, this paper focuses on
developing a methodology by adjusting the fluid and diffusion models so that
they significantly improve the estimation accuracy. We illustrate the accuracy
of our adjusted models by performing a number of numerical experiments
Two extensions of Kingman's GI/G/1 bound
A simple bound in GI/G/1 queues was obtained by Kingman using a discrete martingale transform. We extend this technique to 1) multiclass queues and 2) Markov Additive Processes (MAPs) whose background processes can be time-inhomogeneous or have an uncountable state-space. Both extensions are facilitated by a necessary and sufficient ordinary differential equation (ODE) condition for MAPs to admit continuous martingale transforms. Simulations show that the bounds on waiting time distributions are almost exact in heavy-traffic, including the cases of 1) heterogeneous input, e.g., mixing Weibull and Erlang-k classes and 2) Generalized Markovian Arrival Processes, a new class extending the Batch Markovian Arrival Processes to continuous batch sizes
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