Standard and retrial queueing systems: a comparative analysis

We describe main models and results of a new branch of the queueing theory, theory of retrial queues, which is characterized by the following basic assumption: a customer who cannot get service (due to finite capacity of the system, balking, impatience, etc.)leaves the service area, but after some random delay returns to the system again. Emphasis is done on comparison with standard queues with waiting line and queues with losses. We give a survey of main results for both single server M/G/1 type and multiserver M/M/c type retrial queues and discuss similarities and differences between the retrial queues and their standard counterparts. We demonstrate that although retrial queues are closely connected with these standard queueing models they, however, ossess unique distinguished features. We also mention some open problems.We describe main models and results of a new branch of the queueing theory, theory of retrial queues, which is characterized by the following basic assumption: a customer who cannot get service (due to finite capacity of the system, balking, impatience, etc.)leaves the service area, but after some random delay returns to the system again. Emphasis is done on comparison with standard queues with waiting line and queues with losses. We give a survey of main results for both single server M/G/1 type and multiserver M/M/c type retrial queues and discuss similarities and differences between the retrial queues and their standard counterparts. We demonstrate that although retrial queues are closely connected with these standard queueing models they, however, ossess unique distinguished features. We also mention some open problems

Analysis of generic discrete-time buffer models with irregular packet arrival patterns

De kwaliteit van de multimediadiensten die worden aangeboden over de huidige breedband-communicatienetwerken, wordt in hoge mate bepaald door de performantie van de buffers die zich in de diverse netwerkele-menten (zoals schakelknooppunten, routers, modems, toegangsmultiplexers, netwerkinter- faces, ...) bevinden. In dit proefschrift bestuderen we de performantie van een dergelijke buffer met behulp van een geschikt stochastisch discrete-tijd wachtlijnmodel, waarbij we het geval van meerdere uitgangskanalen en (niet noodzakelijk identieke) pakketbronnen beschouwen, en de pakkettransmissietijden in eerste instantie één slot bedragen. De grillige, of gecorreleerde, aard van een pakketstroom die door een bron wordt gegenereerd, wordt gekarakteriseerd aan de hand van een algemeen D-BMAP (discrete-batch Markovian arrival process), wat een generiek kader creëert voor het beschrijven van een superpositie van dergelijke informatiestromen. In een later stadium breiden we onze studie uit tot het geval van transmissietijden met een algemene verdeling, waarbij we ons beperken tot een buffer met één enkel uitgangskanaal. De analyse van deze wachtlijnmodellen gebeurt hoofdzakelijk aan de hand van een particuliere wiskundig-analytische aanpak waarbij uitvoerig gebruik gemaakt wordt van probabiliteitsgenererende functies, die er toe leidt dat de diverse performantiematen (min of meer expliciet) kunnen worden uitgedrukt als functie van de systeemparameters. Dit resul-teert op zijn beurt in efficiënte en accurate berekeningsalgoritmen voor deze grootheden, die op relatief eenvoudige wijze geïmplementeerd kunnen worden

Simple and explicit bounds for multi-server queues with 1/(1−ρ)1/(1 - \rho) (and sometimes better) scaling

We consider the FCFS $GI/GI/n$ queue, and prove the first simple and explicit bounds that scale as $\frac{1}{1-\rho}$ (and sometimes better). Here $\rho$ denotes the corresponding traffic intensity. Conceptually, our results can be viewed as a multi-server analogue of Kingman's bound. Our main results are bounds for the tail of the steady-state queue length and the steady-state probability of delay. The strength of our bounds (e.g. in the form of tail decay rate) is a function of how many moments of the inter-arrival and service distributions are assumed finite. More formally, suppose that the inter-arrival and service times (distributed as random variables $A$ and $S$ respectively) have finite $r$th moment for some $r > 2.$ Let $\mu_A$ (respectively $\mu_S$) denote $\frac{1}{\mathbb{E}[A]}$ (respectively $\frac{1}{\mathbb{E}[S]}$). Then our bounds (also for higher moments) are simple and explicit functions of $\mathbb{E}\big[(A \mu_A)^r\big], \mathbb{E}\big[(S \mu_S)^r\big], r$, and $\frac{1}{1-\rho}$ only. Our bounds scale gracefully even when the number of servers grows large and the traffic intensity converges to unity simultaneously, as in the Halfin-Whitt scaling regime. Some of our bounds scale better than $\frac{1}{1-\rho}$ in certain asymptotic regimes. More precisely, they scale as $\frac{1}{1-\rho}$ multiplied by an inverse polynomial in $n(1 - \rho)^2.$ These results formalize the intuition that bounds should be tighter in light traffic as well as certain heavy-traffic regimes (e.g. with $\rho$ fixed and $n$ large). In these same asymptotic regimes we also prove bounds for the tail of the steady-state number in service. Our main proofs proceed by explicitly analyzing the bounding process which arises in the stochastic comparison bounds of amarnik and Goldberg for multi-server queues. Along the way we derive several novel results for suprema of random walks and pooled renewal processes which may be of independent interest. We also prove several additional bounds using drift arguments (which have much smaller pre-factors), and make several conjectures which would imply further related bounds and generalizations

Optimum cost analysis for an Geo/Geo/c/N feedback queue under synchronous working vacations and impatient customers

This paper concerns the cost optimisation analysis of a discrete-time finite-capacity multiserver queueing system with Bernoulli feedback, synchronous multiple and single working vacations, balking, and reneging during both busy and working vacation periods. A reneged customer can be retained in the system by employing certain persuasive mechanism for completion of service. Using recursive method, the explicit expressions for the stationary state probabilities are obtained. Various system performance measures are presented. Further, a cost model is formulated. Then, the optimization of the model is carried out using quadratic fit search method (QFSM). Finally, the impact of various system parameters on the performance measures of the queueing system is shown numerically.</p

EUROPEAN CONFERENCE ON QUEUEING THEORY 2016

International audienceThis booklet contains the proceedings of the second European Conference in Queueing Theory (ECQT) that was held from the 18th to the 20th of July 2016 at the engineering school ENSEEIHT, Toulouse, France. ECQT is a biannual event where scientists and technicians in queueing theory and related areas get together to promote research, encourage interaction and exchange ideas. The spirit of the conference is to be a queueing event organized from within Europe, but open to participants from all over the world. The technical program of the 2016 edition consisted of 112 presentations organized in 29 sessions covering all trends in queueing theory, including the development of the theory, methodology advances, computational aspects and applications. Another exciting feature of ECQT2016 was the institution of the Takács Award for outstanding PhD thesis on "Queueing Theory and its Applications"

Scheduling for today’s computer systems: bridging theory and practice

Scheduling is a fundamental technique for improving performance in computer systems. From web servers to routers to operating systems, how the bottleneck device is scheduled has an enormous impact on the performance of the system as a whole. Given the immense literature studying scheduling, it is easy to think that we already understand enough about scheduling. But, modern computer system designs have highlighted a number of disconnects between traditional analytic results and the needs of system designers. In particular, the idealized policies, metrics, and models used by analytic researchers do not match the policies, metrics, and scenarios that appear in real systems. The goal of this thesis is to take a step towards modernizing the theory of scheduling in order to provide results that apply to today’s computer systems, and thus ease the burden on system designers. To accomplish this goal, we provide new results that help to bridge each of the disconnects mentioned above. We will move beyond the study of idealized policies by introducing a new analytic framework where the focus is on scheduling heuristics and techniques rather than individual policies. By moving beyond the study of individual policies, our results apply to the complex hybrid policies that are often used in practice. For example, our results enable designers to understand how the policies that favor small job sizes are affected by the fact that real systems only have estimates of job sizes. In addition, we move beyond the study of mean response time and provide results characterizing the distribution of response time and the fairness of scheduling policies. These results allow us to understand how scheduling affects QoS guarantees and whether favoring small job sizes results in large job sizes being treated unfairly. Finally, we move beyond the simplified models traditionally used in scheduling research and provide results characterizing the effectiveness of scheduling in multiserver systems and when users are interactive. These results allow us to answer questions about the how to design multiserver systems and how to choose a workload generator when evaluating new scheduling designs

Strong approximations for time-varying infinite-server queues with non-renewal arrival and service processes

In real stochastic systems, the arrival and service processes may not be renewal processes. For example, in many telecommunication systems such as internet traffic where data traffic is bursty, the sequence of inter-arrival times and service times are often correlated and dependent. One way to model this non-renewal behavior is to use Markovian Arrival Processes (MAPs) and Markovian Service Processes (MSPs). MAPs and MSPs allow for inter-arrival and service times to be dependent, while providing the analytical tractability of simple Markov processes. To this end, we prove fluid and diffusion limits for MAP(t)/MSPt/ queues by constructing a new Poisson process representation for the queueing dynamics and leveraging strong approximations for Poisson processes. As a result, the fluid and diffusion limit theorems illuminate how the dependence structure of the arrival or service processes can affect the sample path behavior of the queueing process. Finally, our Poisson representation for MAPs and MSPs is useful for simulation purposes and may be of independent interest.111sciescopu