Unreliable Retrial Queues in a Random Environment

This dissertation investigates stability conditions and approximate steady-state performance measures for unreliable, single-server retrial queues operating in a randomly evolving environment. In such systems, arriving customers that find the server busy or failed join a retrial queue from which they attempt to regain access to the server at random intervals. Such models are useful for the performance evaluation of communications and computer networks which are characterized by time-varying arrival, service and failure rates. To model this time-varying behavior, we study systems whose parameters are modulated by a finite Markov process. Two distinct cases are analyzed. The first considers systems with Markov-modulated arrival, service, retrial, failure and repair rates assuming all interevent and service times are exponentially distributed. The joint process of the orbit size, environment state, and server status is shown to be a tri-layered, level-dependent quasi-birth-and-death (LDQBD) process, and we provide a necessary and sufficient condition for the positive recurrence of LDQBDs using classical techniques. Moreover, we apply efficient numerical algorithms, designed to exploit the matrix-geometric structure of the model, to compute the approximate steady-state orbit size distribution and mean congestion and delay measures. The second case assumes that customers bring generally distributed service requirements while all other processes are identical to the first case. We show that the joint process of orbit size, environment state and server status is a level-dependent, M/G/1-type stochastic process. By employing regenerative theory, and exploiting the M/G/1-type structure, we derive a necessary and sufficient condition for stability of the system. Finally, for the exponential model, we illustrate how the main results may be used to simultaneously select mean time customers spend in orbit, subject to bound and stability constraints

Analysis of queueing models with batch service

This dissertation is the result of my research work at the SMACS research group (Department of Telecommunications and Information Processing, Ghent University) and it concerns the analysis of queueing models with batch service. A queueing model basically is a mathematical abstraction of a situation where customers arrive and queue up until they receive some kind of service. These phenomena are omnipresent in real life: people waiting at a counter of a post office or bank, people in the waiting room of a doctor, airplanes waiting to take off, people waiting until they get connected with the call center, data packets which are temporarily stored into a buffer until the transmisssion channel is available, et cetera. The analysis of queueing models constitutes the subject of the applied mathematical discipline called queueing theory and amounts to answering questions such as “How many customers are waiting on average?”, “How long do customers have to wait?”, “Is there a large variation on the waiting time?”, “What is the probability that data packets are lost due to a full buffer?”, “What is the probability that a customer suffers a lengthy delay?”, et cetera. In queueing theory, the number of customers and their waiting time are often denominated by respectively buffer content and customer delay. In addition, the probability that a quantity, such as the buffer content or customer delay, is very large or lengthy, is generally called a tail probability. The models we investigate throughout this dissertation have in common that customers can be served in batches, meaning that several customers can be served simultaneously. An elevator can be viewed as a classic example, as several people can be transported simultaneously to another floor. Also, in a variety of production or transport processes several goods can be processed together. Furthermore, in quality control, classification of items as good or bad can often be achieved more economically by examining the items in groups rather than individually. If the result of a group test is good, all items within it can then be classified as good, whereas one or more items are bad in the opposite case, where the items can then be retested by considering smaller groups. Group testing is especially of importance when the percentage of bad items is small. In addition, in telecommunications networks, packets with the same destination and quality of service (QoS) requirements are often aggregated into so-called bursts and these bursts are transmitted over the network. This is mainly done for efficiency reasons, since only one header per aggregated burst has to be constructed, instead of one header per single information unit, thus leading to an increased throughput. Technologies using packet aggregation include for instance Optical burst switched (OBS) networks and IEEE 802.11n wireless local area networks (WLANs). An inherent aspect of batch service is that newly arriving customers cannot join the ongoing service, even if there is free capacity (we denominate the maximum number of customers that can be served simultaneously by server capacity). For instance, an arriving person cannot enter an elevator that has just left, even if space is available. This person has to wait until the elevator has transported its occupants to their requested floors and has returned, which might take a long time in high buildings. In view of this, it is of importance to take a well-considered decision when the server becomes available and finds less customers than it can serve in theory. This decision is called the service policy. A whole spectrum of service policies exist. The server could, for instance, start serving the already present customers immediately. Although the present customers benefit from this approach, capacity is wasted: customers that arrive later cannot join the ongoing service. An alternative for this so-called immediate-batch service policy is the full-batch service policy. In this case, the available server postpones service until the number of present customers reaches or exceeds the server capacity, which, in turn, has a negative effect on the delay of the customers waiting to form a full batch (postponing delay). The threshold-based policy is a kind of compromise between immediate-batch service policy and full-batch service policy. When the number of present customers is below some service threshold, service is postponed, whereas service is initiated when the number of present customers reaches or exceeds this threshold. It is important to realize that even with this compromise, long postponing delays are possible. Therefore, in this dissertation, we combine a thresholdbased policy with a timer mechanism that avoids excessive postponing delays. The purpose of this dissertation is to calculate a large spectrum of performance measures, which enable to evaluate a broad set of situations with batch service and aid in selecting an efficient service policy. The studied performance measures are moments, such as the mean value and variance, and tail probabilities of the buffer content and the customer delay. This dissertation is structured as follows. In chapter 1, we motivate our work and we introduce crucial concepts such as probability generating functions (PGFs), whose useful properties are frequently relied upon throughout the analysis. Then we deduce moments and tail probabilities of the buffer content in chapter 2. The resulting formulas still contain unknown probabilities that have to be calculated numerically. As this might become unfeasible in some cases, we compute in chapter 3 approximations for the buffer content. Next, moments and tail probabilities of the customer delay are covered in respectively chapters 4 and 5. In order to analyze the moments, we conceive the customer delay as the sum of two non-overlapping parts, whereas for the tail probabilities, it turns out to be more convenient to interpret the delay as the maximum of two time periods. Further, in real life the customer arrival process often exhibits some kind of dependency. For instance, if a large amount of customers have recently arrived, it is likely that many customers arrive in the near future, as it might be an indication of a peak moment. Therefore, we investigate in chapter 6 the influence of dependency in the arrival process on the behaviour of batch-service phenomena and on the selection of an efficient service policy. Finally, the main contributions are summarized in chapter 7

Analysis of a M/M/c queue with single and multiple synchronous working vacations

We consider a M/M/c queuing system with synchronous working vacation and two different policies of working vacation i.e. a multiple working vacation policy and a single working policy. During a working vacation the server does not completely halts the service rather than it will render service at a lower rate. In synchronous vacation policy all the servers leave for a vacation simultaneously, when the server finds the system empty after finishing serving a customer. In multiple working vacation (MWV) policy the servers continue to take vacation till they find the system nonempty at a vacation completion instant. Single working vacation (SWV) policy is different from the multiple working vacation policy in a way that, when the working vacation ends and servers find the system empty, they remains idle until the first arrival occurs rather than taking another vacation. We have derived explicit expressions for some performance measures in terms of two indexes by using PGF method. We derived some results regarding the limiting behavior of some performance measures based on these two indexes. A comparison between the models is carried out and numerical results are provided to illustrate the effects of various parameters on system performance measures

GI/Geom/1/N/MWV queue with changeover time and searching for the optimum service rate in working vacation period

AbstractIn this paper, we consider a finite buffer size discrete-time multiple working vacation queue with changeover time. Employing the supplementary variable and embedded Markov chain techniques, we derive the steady state system length distributions at different time epochs. Based on the various system length distributions, the blocking probability, probability mass function of sojourn time and other performance measures along with some numerical examples have been discussed. Then, we use the parabolic method to search the optimum value of the service rate in working vacation period under a given cost structure

Mathematical Analysis of Queue with Phase Service: An Overview

We discuss various aspects of phase service queueing models. A large number of models have been developed in the area of queueing theory incorporating the concept of phase service. These phase service queueing models have been investigated for resolving the congestion problems of many day-to-day as well as industrial scenarios. In this survey paper, an attempt has been made to review the work done by the prominent researchers on the phase service queues and their applications in several realistic queueing situations. The methodology used by several researchers for solving various phase service queueing models has also been described. We have classified the related literature based on modeling and methodological concepts. The main objective of present paper is to provide relevant information to the system analysts, managers, and industry people who are interested in using queueing theory to model congestion problems wherein the phase type services are prevalent