Validity of heavy traffic steady-state approximations in generalized Jackson Networks

We consider a single class open queueing network, also known as a generalized Jackson network (GJN). A classical result in heavy-traffic theory asserts that the sequence of normalized queue length processes of the GJN converge weakly to a reflected Brownian motion (RBM) in the orthant, as the traffic intensity approaches unity. However, barring simple instances, it is still not known whether the stationary distribution of RBM provides a valid approximation for the steady-state of the original network. In this paper we resolve this open problem by proving that the re-scaled stationary distribution of the GJN converges to the stationary distribution of the RBM, thus validating a so-called ``interchange-of-limits'' for this class of networks. Our method of proof involves a combination of Lyapunov function techniques, strong approximations and tail probability bounds that yield tightness of the sequence of stationary distributions of the GJN.Comment: Published at http://dx.doi.org/10.1214/105051605000000638 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Decomposing the queue length distribution of processor-sharing models into queue lengths of permanent customer queues

We obtain a decomposition result for the steady state queue length distribution in egalitarian processor-sharing (PS) models. In particular, for an egalitarian PS queue with $K$ customer classes, we show that the marginal queue length distribution for class $k$ factorizes over the number of other customer types. The factorizing coefficients equal the queue length probabilities of a PS queue for type $k$ in isolation, in which the customers of the other types reside \textit{ permanently} in the system. Similarly, the (conditional) mean sojourn time for class $k$ can be obtained by conditioning on the number of permanent customers of the other types. The decomposition result implies linear relations between the marginal queue length probabilities, which also hold for other PS models such as the egalitarian processor-sharing models with state-dependent system capacity that only depends on the total number of customers in the system. Based on the exact decomposition result for egalitarian PS queues, we propose a similar decomposition for discriminatory processor-sharing (DPS) models, and numerically show that the approximation is accurate for moderate differences in service weights. \u

Two-stage queueing network models for quality control and testing

We study sojourn times in a two-node open queueing network with a processor sharing node and a delay node, with Poisson arrivals at the PS node. Motivated by quality control and blood testing applications, we consider a feedback mechanism in which customers may either leave the system after service at the PS node or move to the delay node; from the delay node, they always return to the PS node for new quality controls or blood tests. We propose various approximations for the distribution of the total sojourn time in the network; each of these approximations yields the exact mean sojourn time, and very accurate results for the variance. The best of the three approximations is used to tackle an optimization problem that is mainly inspired by a blood testing application

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