889 research outputs found
Second order approximation for the customer time in queue distribution under the FIFO service discipline
A single server with one customer class, serviced by the FIFO protocol, is considered and the instantaneous time in the queue profile of the customers is investigated. We provide the second order approximation for the random measure describing the customer time in the queue distribution under heavy traffic conditions
Some aspects of queueing and storage processes : a thesis in partial fulfilment of the requirements for the degree of Master of Science in Statistics at Massey University
In this study the nature of systems consisting of a single queue are first considered. Attention is then drawn to an analogy between such systems and storage systems.
A development of the single queue viz queues with feedback is considered after first considering feedback processes in general. The behaviour of queues, some with feedback loops, combined into networks is then considered. Finally, the application of such networks to the analysis of interconnected reservoir systems is considered and the conclusion drawn that such analytic methods complement the more recently developed mathematical programming methods by providing analytic solutions for
sub systems behaviour and thus guiding the development of a system model
Sample path large deviations for multiclass feedforward queueing networks in critical loading
We consider multiclass feedforward queueing networks with first in first out
and priority service disciplines at the nodes, and class dependent
deterministic routing between nodes. The random behavior of the network is
constructed from cumulative arrival and service time processes which are
assumed to satisfy an appropriate sample path large deviation principle. We
establish logarithmic asymptotics of large deviations for waiting time, idle
time, queue length, departure and sojourn-time processes in critical loading.
This transfers similar results from Puhalskii about single class queueing
networks with feedback to multiclass feedforward queueing networks, and
complements diffusion approximation results from Peterson. An example with
renewal inter arrival and service time processes yields the rate function of a
reflected Brownian motion. The model directly captures stationary situations.Comment: Published at http://dx.doi.org/10.1214/105051606000000439 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Accuracy of state space collapse for earliest-deadline-first Queues
This paper presents a second-order heavy traffic analysis of a single server
queue that processes customers having deadlines using the
earliest-deadline-first scheduling policy. For such systems, referred to as
real-time queueing systems, performance is measured by the fraction of
customers who meet their deadline, rather than more traditional performance
measures, such as customer delay, queue length or server utilization. To model
such systems, one must keep track of customer lead times (the time remaining
until a customer deadline elapses) or equivalent information. This paper
reviews the earlier heavy traffic analysis of such systems that provided
approximations to the system's behavior. The main result of this paper is the
development of a second-order analysis that gives the accuracy of the
approximations and the rate of convergence of the sequence of real-time
queueing systems to its heavy traffic limit.Comment: Published at http://dx.doi.org/10.1214/105051605000000809 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Perfect Simulation of Queues
In this paper we describe a perfect simulation algorithm for the stable
queue. Sigman (2011: Exact Simulation of the Stationary Distribution of
the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how
to build a dominated CFTP algorithm for perfect simulation of the super-stable
queue operating under First Come First Served discipline, with
dominating process provided by the corresponding queue (using Wolff's
sample path monotonicity, which applies when service durations are coupled in
order of initiation of service), and exploiting the fact that the workload
process for the queue remains the same under different queueing
disciplines, in particular under the Processor Sharing discipline, for which a
dynamic reversibility property holds. We generalize Sigman's construction to
the stable case by comparing the queue to a copy run under Random
Assignment. This allows us to produce a naive perfect simulation algorithm
based on running the dominating process back to the time it first empties. We
also construct a more efficient algorithm that uses sandwiching by lower and
upper processes constructed as coupled queues started respectively from
the empty state and the state of the queue under Random Assignment. A
careful analysis shows that appropriate ordering relationships can still be
maintained, so long as service durations continue to be coupled in order of
initiation of service. We summarize statistical checks of simulation output,
and demonstrate that the mean run-time is finite so long as the second moment
of the service duration distribution is finite.Comment: 28 pages, 5 figure
Multiclass queueing systems in heavy traffic: an asymptotic approach based on distributional and conservation laws
We propose a new approach to analyze multiclass queueing systems in heavy traffic based on what we consider as fundamental laws in queueing systems, namely distributional and conservation laws. Methodologically, we extend the distributional laws from single class queueing systems to multiple classes and combine them with conservation laws to find the heavy traffic behavior of the following systems: a)EGI/G/1 queue under FIFO, b) EGI/G/1 queue with priorities, c) Polling systems with general arrival distributions. Compared with traditional heavy traffic analysis via Brownian processes, our approach gives more insight to the asymptotics used, solves systems that traditional heavy traffic theory has not fully addressed, and more importantly leads to closed form answers, which compared to simulation are very accurate even for moderate traffic
- …