Estimating customer impatience in a service system with unobserved balking

This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait for service or to leave the system. The main objective is to estimate the customers' patience-level distribution and the corresponding potential arrival rate, using knowledge of the actual queue-length process only. The main complication, and distinguishing feature of our setup, lies in the fact that customers who decide not to join are not observed, but, remarkably, we manage to devise a procedure to estimate the load they would generate. We express our system in terms of a multi-server queue with a Poisson stream of customers, which allows us to evaluate the corresponding likelihood function. Estimating the unknown parameters relying on a maximum likelihood procedure, we prove strong consistency and derive the asymptotic distribution of the estimation error. Several applications and extensions of the method are discussed. The performance of our approach is further assessed through a series of numerical experiments. By fitting parameters of hyperexponential and generalized-hyperexponential distributions our method provides a robust estimation framework for any continuous patience-level distribution

Approximations and Bounds for (n, k) Fork-Join Queues: A Linear Transformation Approach

Compared to basic fork-join queues, a job in (n, k) fork-join queues only needs its k out of all n sub-tasks to be finished. Since (n, k) fork-join queues are prevalent in popular distributed systems, erasure coding based cloud storages, and modern network protocols like multipath routing, estimating the sojourn time of such queues is thus critical for the performance measurement and resource plan of computer clusters. However, the estimating keeps to be a well-known open challenge for years, and only rough bounds for a limited range of load factors have been given. In this paper, we developed a closed-form linear transformation technique for jointly-identical random variables: An order statistic can be represented by a linear combination of maxima. This brand-new technique is then used to transform the sojourn time of non-purging (n, k) fork-join queues into a linear combination of the sojourn times of basic (k, k), (k+1, k+1), ..., (n, n) fork-join queues. Consequently, existing approximations for basic fork-join queues can be bridged to the approximations for non-purging (n, k) fork-join queues. The uncovered approximations are then used to improve the upper bounds for purging (n, k) fork-join queues. Simulation experiments show that this linear transformation approach is practiced well for moderate n and relatively large k.Comment: 10 page

Heavy Traffic Limit for a Tandem Queue with Identical Service Times

We consider a two-node tandem queueing network in which the upstream queue is M/G/1 and each job reuses its upstream service requirement when moving to the downstream queue. Both servers employ the first-in-first-out policy. We investigate the amount of work in the second queue at certain embedded arrival time points, namely when the upstream queue has just emptied. We focus on the case of infinite-variance service times and obtain a heavy traffic process limit for the embedded Markov chain

Need a Lift? An Elevator Queueing Problem

Various aspects of the behavior and dispatching of elevators (lifts) were studied. Monte Carlo simulation was used to study the statistics of the several models for the peak demand at uppeak times. Analytical models problems were used to prove or disprove whether schemes were optimal. A mostly integer programming problem was formulated but not studied further