Queue-length balance equations in multiclass multiserver queues and their generalizations

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a departure epoch. The constraint for this result to be valid is that arrivals, and also service completions, with probability one occur individually, i.e., not in batches. We show that it is easy to write down somewhat similar balance equations for {\em multidimensional} queue-length processes for a quite general network of multiclass multiserver queues. We formally derive those balance equations under a general framework. They are called distributional relationships, and are obtained for any external arrival process and state dependent routing as long as certain stationarity conditions are satisfied and external arrivals and service completions do not simultaneously occur. We demonstrate the use of these balance equations, in combination with PASTA, by (i) providing very simple derivations of some known results for polling systems, and (ii) obtaining new results for some queueing systems with priorities. We also extend the distributional relationships for a non-stationary framework

Batch queues, reversibility and first-passage percolation

We consider a model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have geometric distributions has also been previously studied. We describe a common extension to a more general class where the batches are the product of a Bernoulli and a geometric, and use reversibility arguments to prove versions of Burke's theorem for these models. Extensions to models with continuous time or continuous workload are also described. As an application, we show how these results can be combined with methods of Seppalainen and O'Connell to provide exact solutions for a new class of first-passage percolation problems.Comment: 16 pages. Mostly minor revisions; some new explanatory text added in various places. Thanks to a referee for helpful comments and suggestion

Fixed points for multi-class queues

Burke's theorem can be seen as a fixed-point result for an exponential single-server queue; when the arrival process is Poisson, the departure process has the same distribution as the arrival process. We consider extensions of this result to multi-type queues, in which different types of customer have different levels of priority. We work with a model of a queueing server which includes discrete-time and continuous-time M/M/1 queues as well as queues with exponential or geometric service batches occurring in discrete time or at points of a Poisson process. The fixed-point results are proved using interchangeability properties for queues in tandem, which have previously been established for one-type M/M/1 systems. Some of the fixed-point results have previously been derived as a consequence of the construction of stationary distributions for multi-type interacting particle systems, and we explain the links between the two frameworks. The fixed points have interesting "clustering" properties for lower-priority customers. An extreme case is an example of a Brownian queue, in which lower-priority work only occurs at a set of times of measure 0 (and corresponds to a local time process for the queue-length process of higher priority work).Comment: 25 page

Reversibility in Queueing Models

In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different time directions. In particular, if some property is unchanged under time reversal, we may better understand that property. A concept of reversibility is invented for this invariance. Local balance for a stationary Markov chain has been used for a weaker version of the reversibility. However, it is still too strong for queueing applications. We are concerned with a continuous time Markov chain, but dose not assume it has the stationary distribution. We define reversibility in structure as an invariant property of a family of the set of models under certain operation. The member of this set is a pair of transition rate function and its supporting measure, and each set represents dynamics of queueing systems such as arrivals and departures. We use a permutation {\Gamma} of the family menmbers, that is, the sets themselves, to describe the change of the dynamics under time reversal. This reversibility is is called {\Gamma}-reversibility in structure. To apply these definitions, we introduce new classes of models, called reacting systems and self-reacting systems. Using those definitions and models, we give a unified view for queues and their networks which have reversibility in structure, and show how their stationary distributions can be obtained. They include symmetric service, batch movements and state dependent routing.Comment: Submitted for publicatio

Analysis and Computation of the Joint Queue Length Distribution in a FIFO Single-Server Queue with Multiple Batch Markovian Arrival Streams

This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of customers may be different for different arrival streams. After briefly discussing the actual waiting time distributions of customers from respective arrival streams, we derive a formula for the vector generating function of the time-average joint queue length distribution in terms of the virtual waiting time distribution. Further assuming the discrete phase-type batch size distributions, we develop a numerically feasible procedure to compute the joint queue length distribution. Some numerical examples are provided also