396 research outputs found

    Asymptotic Behavior of the Number of Lost Messages

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    The goal of the paper is to study asymptotic behavior of the number of lost messages. Long messages are assumed to be divided into a random number of packets which are transmitted independently of one another. An error in transmission of a packet results in the loss of the entire message. Messages arrive to the M/GI/1M/GI/1 finite buffer model and can be lost in two cases as either at least one of its packets is corrupted or the buffer is overflowed. With the parameters of the system typical for models of information transmission in real networks, we obtain theorems on asymptotic behavior of the number of lost messages. We also study how the loss probability changes if redundant packets are added. Our asymptotic analysis approach is based on Tauberian theorems with remainder.Comment: 18 pages, The list of references and citations slightly differ from these appearing in the journa

    On transient queue-size distribution in the batch arrival system with the N-policy and setup times

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    In the paper the MX/G/1M^{X}/G/1 queueing system with the NN-policy and setup times is considered. An explicit formula for the Laplace transform of the transient queue-size distribution is derived using the approach consisting of few steps. Firstly, a "special\u27\u27 modification of the original system is investigated and, using the formula of total probability, the analysis is reduced to the case of the corresponding system without limitation in the service. Next, a renewal process generated by successive busy cycles is used to obtain the general result. Sample numerical computations illustrating theoretical results are attached as well

    USING SINGULARITY ANALYSIS TO APPROXIMATE TRANSIENT CHARACTERISTICS IN QUEUEING SYSTEMS

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    In this article, we develop a simple method to approximate the transient behavior of queueing systems. In particular, it is shown how singularity analysis of a known generating function of a transient sequence of some performance measure leads to an approximation of this sequence. To illustrate our approach, several specific transient sequences are investigated in detail. By means of some numerical examples, we validate our approximations and demonstrate the usefulness of the technique

    On transient queue-size distribution in the batch arrival system with the N-policy and setup times

    Get PDF
    In the paper the MX/G/1M^{X}/G/1 queueing system with the NN-policy and setup times is considered. An explicit formula for the Laplace transform of the transient queue-size distribution is derived using the approach consisting of few steps. Firstly, a "special\u27\u27 modification of the original system is investigated and, using the formula of total probability, the analysis is reduced to the case of the corresponding system without limitation in the service. Next, a renewal process generated by successive busy cycles is used to obtain the general result. Sample numerical computations illustrating theoretical results are attached as well

    Charting the landscape of stochastic gene expression models using queueing theory

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    Stochastic models of gene expression are typically formulated using the chemical master equation, which can be solved exactly or approximately using a repertoire of analytical methods. Here, we provide a tutorial review of an alternative approach based on queuing theory that has rarely been used in the literature of gene expression. We discuss the interpretation of six types of infinite server queues from the angle of stochastic single-cell biology and provide analytical expressions for the stationary and non-stationary distributions and/or moments of mRNA/protein numbers, and bounds on the Fano factor. This approach may enable the solution of complex models which have hitherto evaded analytical solution.Comment: 24 pages, 6 figure

    Rare-event analysis of mixed Poisson random variables, and applications in staffing

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    A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this paper we consider a mixed Poisson arrival process with arrival rates that are resampled every NaN^{a} time units, where a>0a> 0 and NN a scaling parameter. In the first part of the paper we analyse the asymptotic tail distribution of this doubly stochastic arrival process. That is, for large NN and i.i.d. arrival rates X1,,XNX_1, \dots, X_N, we focus on the evaluation of PN(A)P_N(A), the probability that the scaled number of arrivals exceeds NANA. Relying on elementary techniques, we derive the exact asymptotics of PN(A)P_N(A): For a3a 3 we identify (in closed-form) a function P~N(A)\tilde{P}_N(A) such that PN(A)/PN(A)P_N(A) / P_N(A) tends to 11 as NN \to \infty. For a[13,12)a \in [\frac{1}{3},\frac{1}{2}) and a[2,3)a\in [2, 3) we find a partial solution in terms of an asymptotic lower bound. For the special case that the XiX_is are gamma distributed, we establish the exact asymptotics across all a>0a> 0. In addition, we set up an asymptotically efficient importance sampling procedure that produces reliable estimates at low computational cost. The second part of the paper considers an infinite-server queue assumed to be fed by such a mixed Poisson arrival process. Applying a scaling similar to the one in the definition of PN(A)P_N(A), we focus on the asymptotics of the probability that the number of clients in the system exceeds NANA. The resulting approximations can be useful in the context of staffing. Our numerical experiments show that, astoundingly, the required staffing level can actually decrease when service times are more variable
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