Alternative proof and interpretations for a recent state-dependent importance sampling scheme

Recently, a state-dependent change of measure for simulating overflows in the two-node tandem queue was proposed by Dupuis et al. (Ann. Appl. Probab. 17(4):1306–1346, 2007), together with a proof of its asymptotic optimality. In the present paper, we present an alternative, shorter and simpler proof. As a side result, we obtain interpretations for several of the quantities involved in the change of measure in terms of likelihood ratios

Waiting times in queueing networks with a single shared server

We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the system or is routed to another queue. This model is very generic and finds many applications in computer systems, communication networks, manufacturing systems, and robotics. Special cases of the introduced network include well-known polling models, tandem queues, systems with a waiting room, multi-stage models with parallel queues, and many others. A complicating factor of this model is that the internally rerouted customers do not arrive at the various queues according to a Poisson process, causing standard techniques to find waiting-time distributions to fail. In this paper we develop a new method to obtain exact expressions for the Laplace-Stieltjes transforms of the steady-state waiting-time distributions. This method can be applied to a wide variety of models which lacked an analysis of the waiting-time distribution until now

Parallel discrete event simulation: A shared memory approach

With traditional event list techniques, evaluating a detailed discrete event simulation model can often require hours or even days of computation time. Parallel simulation mimics the interacting servers and queues of a real system by assigning each simulated entity to a processor. By eliminating the event list and maintaining only sufficient synchronization to insure causality, parallel simulation can potentially provide speedups that are linear in the number of processors. A set of shared memory experiments is presented using the Chandy-Misra distributed simulation algorithm to simulate networks of queues. Parameters include queueing network topology and routing probabilities, number of processors, and assignment of network nodes to processors. These experiments show that Chandy-Misra distributed simulation is a questionable alternative to sequential simulation of most queueing network models

Recoverable DTN Routing based on a Relay of Cyclic Message-Ferries on a MSQ Network

An interrelation between a topological design of network and efficient algorithm on it is important for its applications to communication or transportation systems. In this paper, we propose a design principle for a reliable routing in a store-carry-forward manner based on autonomously moving message-ferries on a special structure of fractal-like network, which consists of a self-similar tiling of equilateral triangles. As a collective adaptive mechanism, the routing is realized by a relay of cyclic message-ferries corresponded to a concatenation of the triangle cycles and using some good properties of the network structure. It is recoverable for local accidents in the hierarchical network structure. Moreover, the design principle is theoretically supported with a calculation method for the optimal service rates of message-ferries derived from a tandem queue model for stochastic processes on a chain of edges in the network. These results obtained from a combination of complex network science and computer science will be useful for developing a resilient network system.Comment: 6 pages, 12 figures, The 3rd Workshop on the FoCAS(Fundamentals of Collective Adaptive Systems) at The 9th IEEE International Conference on SASO(Self-Adaptive and Self-Organizing systems), Boston, USA, Sept.21, 201

Stationary distributions of the multi-type ASEP

We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or systems of queues in tandem. Let $q$ be the asymmetry parameter of the system. The queueing construction generalises the one previously known for the totally asymmetric ($q=0$) case, by introducing queues in which each potential service is unused with probability $q^k$ when the queue-length is $k$. The analysis is based on the matrix product representation of Prolhac, Evans and Mallick. Consequences of the construction include: a simple method for sampling exactly from the stationary distribution for the system on a ring; results on common denominators of the stationary probabilities, expressed as rational functions of $q$ with non-negative integer coefficients; and probabilistic descriptions of "convoy formation" phenomena in large systems.Comment: 54 pages, 4 figure

Time-Limited and k-Limited Polling Systems: A Matrix Analytic Solution

In this paper, we will develop a tool to analyze polling systems with the autonomous-server, the time-limited, and the k-limited service discipline. It is known that these disciplines do not satisfy the well-known branching property in polling system, therefore, hardly any exact result exists in the literature for them. Our strategy is to apply an iterative scheme that is based on relating in closed-form the joint queue-length at the beginning and the end of a server visit to a queue. These kernel relations are derived using the theory of absorbing Markov chains. Finally, we will show that our tool works also in the case of a tandem queueing network with a single server that can serve one queue at a time

Analysis of State-Independent Importance-Sampling Measures for the Two-Node Tandem Queue

We investigate the simulation of overflow of the total population of a Markovian two-node tandem queue model during a busy cycle, using importance sampling with a state-independent change of measure. We show that the only such change of measure that may possibly result in asymptotically efficient simulation for large overflow levels is exchanging the arrival rate with the smallest service rate. For this change of measure, we classify the model's parameter space into regions of asymptotic efficiency, exponential growth of the relative error, and infinite variance, using both analytical and numerical techniques