Markovian queues with correlated arrival processes

In an attempt to examine the effect of dependencies in the arrival process on the steady state queue length process in single server queueing models with exponential service time distribution, four different models for the arrival process, each with marginally distributed exponential interarrivals to the queueing system, are considered. Two of these models are based upon the upper and lower bounding joint distribution functions given by the Fréchet bounds for bivariate distributions with specified marginals, the third is based on Downton’s bivariate exponential distribution and fourthly the usual M/M/1 model. The aim of the paper is to compare conditions for stability and explore the queueing behaviour of the different models

Approximate solutions for multi-server queuing systems with Erlangian service times and an application to air traffic management

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1998.Includes bibliographical references (p. 209-213).This thesis is concerned with approximations of certain M(t)/G(t)/n(t)/n(t) + q queueing systems. More specifically, we are interested in such systems under very general conditions such as time-varying demand and capacity, and high utilization, including occasional oversaturation. Conditions such as these cannot be addressed with existing methodologies. We focus on M(t)/G(t)/n(t)/n(t) + q systems that can be approximated fairly well by M(t)/E&(t)/n(t)/n(t) + q systems. The latter have a large number of system states, that increase with the system parameters k, n, q and the utilization ratio, and involve complicated state transition probabilities. We propose numerical methods to solve the corresponding Chapman-Kolmogorov equations, exactly and approximately We first describe the exact solution technique of M(t)/Ek(t)/n(t)/n(t) + q queueing systems. Then, we develop two heuristic solution techniques of M(t)/E&(t)/ndt)/n(t) + q queueing systems, and provide the corresponding complete state descriptions. We compare the exact and approximate results to validate our heuristics and to select the heuristic that best approximates the exact results in steady-state and under stationary conditions. We also propose two algorithms to vary the number of servers in the system, since many real-life problems involve such changes in response to variations in demand. Further results using our ELC heuristic show that our practical approach behaves well under nonstationary conditions, including varying capacity, and during the transient period to steady-state. We conclude that our heuristic approach is an excellent alternative for studying and analyzing M(t)/E&(t)/n(t)/n(t)+q models and, as a by-product, many M(t)/G(t)/n(t)/n(t) +q systems that arise in practice. Finally, we present an application of the M(t)/E&(t)/n(t)/n(t) + q queueing model in the context of Air Traffic Management. This model appears to be a reasonable approach to estimating delays and congestion in an en-route sector in the air traffic system and can be used as an important building block in developing an analytical model of the entire Air Traffic Management system.by Marcos Escobar Fernández de la Vega.Ph.D

Stability of the Greedy Algorithm on the Circle

We consider a single-server system with service stations in each point of the circle. Customers arrive after exponential times at uniformly-distributed locations. The server moves at finite speed and adopts a greedy routing mechanism. It was conjectured by Coffman and Gilbert in~1987 that the service rate exceeding the arrival rate is a sufficient condition for the system to be positive recurrent, for any value of the speed. In this paper we show that the conjecture holds true

Another look at the transient behavior of the M/G/1 workload process

We use Palm measures, along with a simple approximation technique to derive new explicit expressions for all of the transient moments of the workload process of an M=G=1 queue. These expressions can also be used to derive a closed-form expression for the nth moment of the stationary workload, which solves the well-known Takacs recursion that generates the waiting time moments of an M=G=1 queue that serves customers in a first-come-first-serve manner

A coupled processor model with simultaneous arrivals and ordered service requirements

We study a coupled processor model with simultaneous arrivals. Under the assumption of ordered input, the Laplace-Stieltjes transform of the joint stationary amount of work in the system can be explicitly calculated by relating it to the amount of work in a parallel queueing system without coupling. This relation is first exploited for the system with two coupled queues. The method is then extended to higher dimensions. Keywords: Coupled processors; multivariate workloa