Block-Structured Supermarket Models

Supermarket models are a class of parallel queueing networks with an adaptive control scheme that play a key role in the study of resource management of, such as, computer networks, manufacturing systems and transportation networks. When the arrival processes are non-Poisson and the service times are non-exponential, analysis of such a supermarket model is always limited, interesting, and challenging. This paper describes a supermarket model with non-Poisson inputs: Markovian Arrival Processes (MAPs) and with non-exponential service times: Phase-type (PH) distributions, and provides a generalized matrix-analytic method which is first combined with the operator semigroup and the mean-field limit. When discussing such a more general supermarket model, this paper makes some new results and advances as follows: (1) Providing a detailed probability analysis for setting up an infinite-dimensional system of differential vector equations satisfied by the expected fraction vector, where "the invariance of environment factors" is given as an important result. (2) Introducing the phase-type structure to the operator semigroup and to the mean-field limit, and a Lipschitz condition can be obtained by means of a unified matrix-differential algorithm. (3) The matrix-analytic method is used to compute the fixed point which leads to performance computation of this system. Finally, we use some numerical examples to illustrate how the performance measures of this supermarket model depend on the non-Poisson inputs and on the non-exponential service times. Thus the results of this paper give new highlight on understanding influence of non-Poisson inputs and of non-exponential service times on performance measures of more general supermarket models.Comment: 65 pages; 7 figure

A Computational Framework for the Mixing Times in the QBD Processes with Infinitely-Many Levels

In this paper, we develop some matrix Poisson's equations satisfied by the mean and variance of the mixing time in an irreducible positive-recurrent discrete-time Markov chain with infinitely-many levels, and provide a computational framework for the solution to the matrix Poisson's equations by means of the UL-type of $RG$-factorization as well as the generalized inverses. In an important special case: the level-dependent QBD processes, we provide a detailed computation for the mean and variance of the mixing time. Based on this, we give new highlight on computation of the mixing time in the block-structured Markov chains with infinitely-many levels through the matrix-analytic method

Exact Solutions for M/M/c/Setup Queues

Recently multiserver queues with setup times have been extensively studied because they have applications in power-saving data centers. The most challenging model is the M/M/$c$/Setup queue where a server is turned off when it is idle and is turned on if there are some waiting jobs. Recently, Gandhi et al.~(SIGMETRICS 2013, QUESTA 2014) present the recursive renewal reward approach as a new mathematical tool to analyze the model. In this paper, we derive exact solutions for the same model using two alternative methodologies: generating function approach and matrix analytic method. The former yields several theoretical insights into the systems while the latter provides an exact recursive algorithm to calculate the joint stationary distribution and then some performance measures so as to give new application insights.Comment: Submitted for revie

Super-Exponential Solution in Markovian Supermarket Models: Framework and Challenge

Marcel F. Neuts opened a key door in numerical computation of stochastic models by means of phase-type (PH) distributions and Markovian arrival processes (MAPs). To celebrate his 75th birthday, this paper reports a more general framework of Markovian supermarket models, including a system of differential equations for the fraction measure and a system of nonlinear equations for the fixed point. To understand this framework heuristically, this paper gives a detailed analysis for three important supermarket examples: M/G/1 type, GI/M/1 type and multiple choices, explains how to derive the system of differential equations by means of density-dependent jump Markov processes, and shows that the fixed point may be simply super-exponential through solving the system of nonlinear equations. Note that supermarket models are a class of complicated queueing systems and their analysis can not apply popular queueing theory, it is necessary in the study of supermarket models to summarize such a more general framework which enables us to focus on important research issues. On this line, this paper develops matrix-analytical methods of Markovian supermarket models. We hope this will be able to open a new avenue in performance evaluation of supermarket models by means of matrix-analytical methods.Comment: Randomized load balancing, supermarket model, matrix-analytic method, super-exponential solution, density-dependent jump Markov process, Batch Markovian Arrival Process (BMAP), phase-type (PH) distribution, fixed poin

Many-server queues with customer abandonment: numerical analysis of their diffusion models

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without service. Two diffusion models are proposed in this paper. They differ in how the patience time distribution is built into them. The first diffusion model uses the patience time density at zero and the second one uses the entire patience time distribution. To analyze these diffusion models, we develop a numerical algorithm for computing the stationary distribution of such a diffusion process. A crucial part of the algorithm is to choose an appropriate reference density. Using a conjecture on the tail behavior of a limit queue length process, we propose a systematic approach to constructing a reference density. With the proposed reference density, the algorithm is shown to converge quickly in numerical experiments. These experiments also show that the diffusion models are good approximations for many-server queues, sometimes for queues with as few as twenty servers

(R2053) Analysis of MAP/PH/1 Queueing Model Subject to Two-stage Vacation Policy with Imperfect Service, Setup Time, Breakdown, Delay Time, Phase Type Repair and Reneging Customer

In this paper, we study a continuous-time single server queueing system with an infinite system of capacity, a two-stage vacation policy with imperfect service, setup, breakdown, delay time, phase-type of repair and customer reneging. The Markovian Arrival Process is used for the arrival of a customer and the phase-type distribution is used when offering service. This encompasses the policy of two vacations: a single working vacation and multiple vacations. Using the Matrix-Analytic Method to approach the system generates an invariant probability vector for this model. Henceforth, the busy period, waiting time distribution and cost analysis are the additional findings. The indicators are secured as a result of this performance. The outcomes result of numerical order can be graphically interpreted in the form of 2D and 3D

Analysis of MAP/PH/1 Queueing Model with Breakdown, Instantaneous Feedback and Server Vacation

In this article, we analyze a single server queueing model with feedback, a single vacation under Bernoulli schedule, breakdown and repair. The arriving customers follow the Markovian Arrival Process (MAP) and service follow the phase-type distribution. When the server returns from vacation, if there is no one present in the system, the server will wait until the customer’s arrival. When the service completion epoch if the customer is not satisfied then that customer will get the service immediately. Under the steady-state probability vector that the total number of customers are present in the system is probed by the Matrix-analytic method. In our model, the stability condition, some system performance measures are discussed and we have examined the analysis of the busy period. Numerical results and some graphical representation are discussed for the proposed model