Asymptotic Expansions for the Conditional Sojourn Time Distribution in the M/M/1M/M/1-PS Queue

We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service request, and heavy traffic, where the arrival rate is only slightly less than the service rate. The asymptotic formulas relate to, and extend, some results of Morrison \cite{MO} and Flatto \cite{FL}.Comment: 30 pages, 3 figures and 1 tabl

SRPT Scheduling Discipline in Many-Server Queues with Impatient Customers

The shortest-remaining-processing-time (SRPT) scheduling policy has been extensively studied, for more than 50 years, in single-server queues with infinitely patient jobs. Yet, much less is known about its performance in multiserver queues. In this paper, we present the first theoretical analysis of SRPT in multiserver queues with abandonment. In particular, we consider the M/GI/s+GI queue and demonstrate that, in the many-sever overloaded regime, performance in the SRPT queue is equivalent, asymptotically in steady state, to a preemptive two-class priority queue where customers with short service times (below a threshold) are served without wait, and customers with long service times (above a threshold) eventually abandon without service. We prove that the SRPT discipline maximizes, asymptotically, the system throughput, among all scheduling disciplines. We also compare the performance of the SRPT policy to blind policies and study the effects of the patience-time and service-time distributions

Quality-of-service management in IP networks

Quality of Service (QoS) in Internet Protocol (IF) Networks has been the subject of active research over the past two decades. Integrated Services (IntServ) and Differentiated Services (DiffServ) QoS architectures have emerged as proposed standards for resource allocation in IF Networks. These two QoS architectures support the need for multiple traffic queuing systems to allow for resource partitioning for heterogeneous applications making use of the networks. There have been a number of specifications or proposals for the number of traffic queuing classes (Class of Service (CoS)) that will support integrated services in IF Networks, but none has provided verification in the form of analytical or empirical investigation to prove that its specification or proposal will be optimum. Despite the existence of the two standard QoS architectures and the large volume of research work that has been carried out on IF QoS, its deployment still remains elusive in the Internet. This is not unconnected with the complexities associated with some aspects of the standard QoS architectures. [Continues.

Delay versus energy consumption of the IEEE 802.16e sleep-mode mechanism

We propose a discrete-time queueing model for the evaluation of the IEEE 802.16e sleep-mode mechanism of Power Saving Class (PSC) I in wireless access networks. Contrary to previous studies, we model the downlink traffic by means of a Discrete Batch Markov Arrival Process (D-BMAP) with N phases, which allows to take traffic correlation into account. The tradeoff between energy saving and increased packet delay is discussed. In many situations, the sleep-mode performance improves for heavily correlated traffic. Also, when compared to other strategies, the exponential sleep-period update strategy of PSC I may not always be the best

Perfect and Nearly Perfect Sampling of Work-conserving Queues

We present sampling-based methods to treat work-conserving queueing systems. A variety of models are studied. Besides the First Come First Served (FCFS) queues, many efforts are putted on the accumulating priority queue (APQ), where a customer accumulates priority linearly while waiting. APQs have Poisson arrivals, multi-class customers with corresponding service durations, and single or multiple servers. Perfect sampling is an approach to draw a sample directly from the steady-state distribution of a Markov chain without explicitly solving for it. Statistical inference can be conducted without initialization bias. If an error can be tolerated within some limit, i.e. the total variation distance between the simulated draw and the stationary distribution can be bounded by a specified number, then we get a so called nearly perfect sampling. Coupling from the past (CFTP) is one approach to perfect sampling, but it usually requires a bounded state space. One strategy for perfect sampling on unbounded state spaces relies on construction of a reversible dominating process. If only the dominating property is guaranteed, then regenerative method (RM) becomes an alternative choice. In the case where neither the reversibility nor dominance hold, a nearly perfect sampling method will be proposed. It is a variant of dominated CFTP that we call the CFTP Block Absorption (CFTP-BA) method. Time-varying queues with periodic Poisson arrivals are being considered in this thesis. It has been shown that a particular limiting distribution can be obtained for each point in time in the periodic cycle. Because there are no analytical solutions in closed forms, we explore perfect (or nearly perfect) sampling of these systems

The treatment of time in distributed simulation

Simulation is one of the most important tools to analyse, design, and operate complex processes and systems. Simulation allows us to make a 'trial and error' in order to understand a system and describe a problem. Therefore, it is of great interest to use simulation easily and practically. The advent of parallel processors and languages help simulation studies. A recent simulation trend is distributed simulation which may be called discrete- event simulation, because distributed simulation has a great potential for the speed-up. This thesis will survey discrete-event simulation and examine one particular algorithm. It will first survey simulation in general and secondly, distributed simulation. Distributed simulation has broadly two mechanisms: conservative and optimistic. The treatment of time in these mechanisms is different, we will look into both mechanisms. Finally, we will examine the conservative mechanism on a network of transputers using Occam. We will conclude with the result of the experiments and the perspective of distributed simulation

On some queueing systems with server vacations, extended vacations, breakdowns, delayed repairs and stand-bys

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This research investigates a batch arrival queueing system with a Bernoulli scheduled vacation and random system breakdowns. It is assumed that the repair process does not start immediately after the breakdown. Consequently there maybe a delay in starting repairs. After every service completion the server may go on an optional vacation. When the original vacation is completed the server has the option to go on an extended vacation. It is assumed that the system is equipped with a stand-by server to serve the customers during the vacation period of the main server as well as during the repair process. The service times, vacation times, repair times, delay times and extended vacation times are assumed to follow different general distributions while the breakdown times and the service times of the stand-by server follow an exponential distribution. By introducing a supplementary variable we are able to obtain steady state results in an explicit closed form in terms of the probability generating functions. Some important performance measures including; the average length of the queue, the average number of customers in the system, the mean response time, and the value of the traffic intensity are presented. The professional MathCad 2001 software has been used to illustrate the numerical results in this study

Non-ergodic Jackson Networks with Infinite Supply - Local Stabilization and Local Equilibrium Analysis

Classical Jackson networks are a well established tool for the analysis of complex systems. In this paper we analyze Jackson networks with the additional features that (i) nodes may have an in nite supply of low priority work and (ii) nodes may be unstable in the sense that the queue length at these nodes grows beyond any bound. We provide the limiting distribution of the queue length distribution at stable nodes, which turns out to be of product-form. A key step in establishing this result is the development of a new algorithm based on adjusted trac equations for detecting instable nodes. Our results complement the results known in the literature for the sub-cases of Jackson networks with either innite supply nodes or unstable nodes by providing an analysis of the signicantly more challenging case of networks with both types of nonstandard nodes present. Building on our product-form results, we provide closed-form solutions for common customer and system oriented performance measures

On the Sojourn Time Distribution in a Finite Population Markovian Processor Sharing Queue

We consider a finite population processor-sharing (PS) queue, with Markovian arrivals and an exponential server. Such a queue can model an interactive computer system consisting of a bank of terminals in series with a central processing unit (CPU). For systems with a large population $N$ and a commensurately rapid service rate, or infrequent arrivals, we obtain various asymptotic results. We analyze the conditional sojourn time distribution of a tagged customer, conditioned on the number $n$ of others in the system at the tagged customer's arrival instant, and also the unconditional distribution. The asymptotics are obtained by a combination of singular perturbation methods and spectral methods. We consider several space/time scales and parameter ranges, which lead to different asymptotic behaviors. We also identify precisely when the finite population model can be approximated by the standard infinite population $M/M/1$-PS queue.Comment: 60 pages and 3 figure