2,858 research outputs found
Corrected phase-type approximations of heavy-tailed queueing models in a Markovian environment
Significant correlations between arrivals of load-generating events make the
numerical evaluation of the workload of a system a challenging problem. In this
paper, we construct highly accurate approximations of the workload distribution
of the MAP/G/1 queue that capture the tail behavior of the exact workload
distribution and provide a bounded relative error. Motivated by statistical
analysis, we consider the service times as a mixture of a phase-type and a
heavy-tailed distribution. With the aid of perturbation analysis, we derive our
approximations as a sum of the workload distribution of the MAP/PH/1 queue and
a heavy-tailed component that depends on the perturbation parameter. We refer
to our approximations as corrected phase-type approximations, and we exhibit
their performance with a numerical study.Comment: Received the Marcel Neuts Student Paper Award at the 8th
International Conference on Matrix Analytic Methods in Stochastic Models 201
Poisson's equation for discrete-time quasi-birth-and-death processes
We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and
we exploit the special transition structure of QBDs to obtain its solutions in
two different forms. One is based on a decomposition through first passage
times to lower levels, the other is based on a recursive expression for the
deviation matrix.
We revisit the link between a solution of Poisson's equation and perturbation
analysis and we show that it applies to QBDs. We conclude with the PH/M/1 queue
as an illustrative example, and we measure the sensitivity of the expected
queue size to the initial value
Scaling of avalanche queues in directed dissipative sandpiles
We simulate queues of activity in a directed sandpile automaton in 1+1
dimensions by adding grains at the top row with driving rate .
The duration of elementary avalanches is exactly described by the distribution
, limited either by the system size or by
dissipation at defects . Recognizing the probability
as a distribution of service time of jobs arriving at a server with frequency
, the model represents a new example of the server
queue in the queue theory. We study numerically and analytically the tail
behavior of the distributions of busy periods and energy dissipated in the
queue and the probability of an infinite queue as a function of driving rate.Comment: 11 pages, 9 figures; To appear in Phys. Rev.
On the Sojourn Time Distribution in a Finite Population Markovian Processor Sharing Queue
We consider a finite population processor-sharing (PS) queue, with Markovian
arrivals and an exponential server. Such a queue can model an interactive
computer system consisting of a bank of terminals in series with a central
processing unit (CPU). For systems with a large population and a
commensurately rapid service rate, or infrequent arrivals, we obtain various
asymptotic results. We analyze the conditional sojourn time distribution of a
tagged customer, conditioned on the number of others in the system at the
tagged customer's arrival instant, and also the unconditional distribution. The
asymptotics are obtained by a combination of singular perturbation methods and
spectral methods. We consider several space/time scales and parameter ranges,
which lead to different asymptotic behaviors. We also identify precisely when
the finite population model can be approximated by the standard infinite
population -PS queue.Comment: 60 pages and 3 figure
Heavy-traffic analysis of k-limited polling systems
In this paper we study a two-queue polling model with zero switch-over times
and -limited service (serve at most customers during one visit period
to queue , ) in each queue. The arrival processes at the two queues
are Poisson, and the service times are exponentially distributed. By increasing
the arrival intensities until one of the queues becomes critically loaded, we
derive exact heavy-traffic limits for the joint queue-length distribution using
a singular-perturbation technique. It turns out that the number of customers in
the stable queue has the same distribution as the number of customers in a
vacation system with Erlang- distributed vacations. The queue-length
distribution of the critically loaded queue, after applying an appropriate
scaling, is exponentially distributed. Finally, we show that the two
queue-length processes are independent in heavy traffic
- …