Interacting queues in heavy traffic

We consider a system of parallel queues with Poisson arrivals and exponentially distributed service requirements. The various queues are coupled through their service rates, causing a complex dynamic interaction. Specifically, the system consists of one primary queue and several secondary queues whose service rates depend on whether the primary queue is empty or not. Conversely, the service rate of the primary queue depends on which of the secondary queues are empty. An important special case arises when the service rates satisfy a specific relationship so that the various queues form a work-conserving system. This case is, in fact, equivalent to a so-called Generalized Processor Sharing (GPS) system. GPS-based scheduling algorithms have emerged as popular mechanisms for achieving service differentiation while providing statistical multiplexing gains. We consider a heavy-traffic scenario, and assume that each of the secondary queues is underloaded when the primary queue is busy. Using a perturbation procedure, we derive the lowest-order asymptotic approximation to the joint stationary distribution of the queue lengths, in terms of a small positive parameter measuring the closeness of the system to instability. Heuristic derivations of these results are presented. We also pursue two extensions: (i) the more general work-conserving case where the service rate of a secondary queue may depend on its own length, and is a slowly varying function of the length of the primary queue; and (ii) the non-work-conserving case where the service rate of a secondary queue may depend on its own length, but not on the length of the primary queue

Heavy-traffic analysis of k-limited polling systems

In this paper we study a two-queue polling model with zero switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$, $i=1,2$) in each queue. The arrival processes at the two queues are Poisson, and the service times are exponentially distributed. By increasing the arrival intensities until one of the queues becomes critically loaded, we derive exact heavy-traffic limits for the joint queue-length distribution using a singular-perturbation technique. It turns out that the number of customers in the stable queue has the same distribution as the number of customers in a vacation system with Erlang-$k_2$ distributed vacations. The queue-length distribution of the critically loaded queue, after applying an appropriate scaling, is exponentially distributed. Finally, we show that the two queue-length processes are independent in heavy traffic

Analysis of a two-class single-server discrete-time FCFS queue : the effect of interclass correlation

In this paper, we study a discrete-time queueing system with one server and two classes of customers. Customers enter the system according to a general independent arrival process. The classes of consecutive customers, however, are correlated in a Markovian way. The system uses a global FCFS service discipline, i.e., all arriving customers are accommodated in one single FCFS queue, regardless of their classes. The service-time distribution of the customers is general but class-dependent, and therefore, the exact order in which the customers of both classes succeed each other in the arrival stream is important, which is reflected by the complexity of the system content and waiting time analysis presented in this paper. In particular, a detailed waiting time analysis of this kind of multi-class system has not yet been published, and is considered to be one of the main novelties by the authors. In addition to that, a major aim of the paper is to estimate the impact of interclass correlation in the arrival stream on the total number of customers in the system, and the customer delay. The results reveal that the system can exhibit two different classes of stochastic equilibrium: a strong equilibrium where both customer classes give rise to stable behavior individually, and a compensated equilibrium where one customer type creates overload

15 september 2010: de internationale dag van de democratie

Since 2008 the International Community has been observing annually the International Day of Democracy. This article examines what exactly the international community celebrates on that day. In other words it is analyzed how the concept of democracy is defined within the UN framework

Interacting queues in heavy traffic

We consider a system of parallel queues with Poisson arrivals and exponentially distributed service requirements. The various queues are coupled through their service rates, causing a complex dynamic interaction. Specifically, the system consists of one primary queue and several secondary queues whose service rates depend on whether the primary queue is empty or not. Conversely, the service rate of the primary queue depends on which of the secondary queues are empty. An important special case arises when the service rates satisfy a specific relationship so that the various queues form a work-conserving system. This case is, in fact, equivalent to a so-called Generalized Processor Sharing (GPS) system. GPS-based scheduling algorithms have emerged as popular mechanisms for achieving service differentiation while providing statistical multiplexing gains. We consider a heavy-traffic scenario, and assume that each of the secondary queues is underloaded when the primary queue is busy. Using a perturbation procedure, we derive the lowest-order asymptotic approximation to the joint stationary distribution of the queue lengths, in terms of a small positive parameter measuring the closeness of the system to instability. Heuristic derivations of these results are presented. We also pursue two extensions: (i) the more general work-conserving case where the service rate of a secondary queue may depend on its own length, and is a slowly varying function of the length of the primary queue; and (ii) the non-work-conserving case where the service rate of a secondary queue may depend on its own length, but not on the length of the primary queue