By studying the spectral properties of the underlying operator corresponding to the M/G/1 queueing model with optional second service we obtain that the time-dependent solution of the model strongly converges to its s...By studying the spectral properties of the underlying operator corresponding to the M/G/1 queueing model with optional second service we obtain that the time-dependent solution of the model strongly converges to its steady-state solution. We also show that the time-dependent queueing size at the departure point converges to the corresponding steady-state queueing size at the departure point.展开更多
The article deals with the waiting time process of the GI/G/1 queueing system.We shall give that the rate of convergence to the stationary distribution and the decay of the stationary tail only depend on the tail of t...The article deals with the waiting time process of the GI/G/1 queueing system.We shall give that the rate of convergence to the stationary distribution and the decay of the stationary tail only depend on the tail of the service distribution,but not on the interarrival distribution.We shall also give explicit criteria for the rate of convergence and decay of stationary tail for three specific types of subgeometric cases（Case 1：the rate function r（n）=exp（sn1/1＋α）,α〉0,s〉0;Case 2：polynomial rate function r（n）=nα,α〉0;Case 3：logarithmic rate function r（n）=logαn,α〉0）.展开更多
In this paper, by considering the stochastic proces s of the busy period and the idle period, and introducing the unfinished work as a supplementary variable, a new vector Markov process was presented to study th e M...In this paper, by considering the stochastic proces s of the busy period and the idle period, and introducing the unfinished work as a supplementary variable, a new vector Markov process was presented to study th e M/G/1 queue again. Through establishing and solving the density evolution equa tions, the busy-period distribution, and the stationary distributions of waitin g time and queue length were obtained. In addition, the stability condition of th is queue system was given by means of an imbedded renewal process.展开更多
Based on the number of customers and the server’s workload,this paper proposes a modified Min(N,D)-policy and discusses an M/G/1 queueing model with delayed randomized multiple vacations under such a policy.Applying ...Based on the number of customers and the server’s workload,this paper proposes a modified Min(N,D)-policy and discusses an M/G/1 queueing model with delayed randomized multiple vacations under such a policy.Applying the well-known stochastic decomposition property of the steady-state queue size,the probability generating function of the steady-state queue length distribution is obtained.Moreover,the explicit expressions of the expected queue length and the additional queue length distribution are derived by some algebraic manipulations.Finally,employing the renewal reward theorem,the explicit expression of the long-run expected cost per unit time is given.Furthermore,we analyze the optimal policy for economizing the expected cost and compare the optimal Min(N,D)-policy with the optimal N-policy and the optimal D-policy by using numerical examples.展开更多
The M/G/1 queueing system with multiclass customer arrivals, fixed feedback, and first come first served policy is considered, where different classes of customers have different arrival rates, service-time distributi...The M/G/1 queueing system with multiclass customer arrivals, fixed feedback, and first come first served policy is considered, where different classes of customers have different arrival rates, service-time distributions, and feedback numbers. The joint probabifity generation function of queue size of each class and the Laplace-Stieltjes transform of the total sojourn time of a customer in each class are presented, which extended the results obtained by Choi B D. The mean queue size of each class and mean total sojourn time of a customer in each class are obtained with this result. The results can be used in computer and communication networks for their performance analysis.展开更多
In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the as...In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the asymptotic rate of the increasing variability around the mean value of the RP in numerical and functional forms respectively. For the GI/G/1 queue, the method provides a complete analysis for both the LIL and the FLIL limits for four performance functions: The queue length, workload, busy time and idle time processes, covering three regimes divided by the traffic intensity.展开更多
A GI/G/1 queue with vacations is considered in this paper. We develop an approximating technique on max function of independent and identically distributed （i.i.d.） random variables, that is max{ηi, 1 ≤ i ≤ n}. T...A GI/G/1 queue with vacations is considered in this paper. We develop an approximating technique on max function of independent and identically distributed （i.i.d.） random variables, that is max{ηi, 1 ≤ i ≤ n}. The approximating technique is used to obtain the fluid approximation for the queue length, workload and busy time processes. Furthermore, under uniform topology, if the scaled arrival process and the scaled service process converge to the corresponding fluid processes with an exponential rate, we prove by the approximating technique that the scaled processes characterizing the queue converge to the corresponding fluid limits with the exponential rate only for large N. Here the scaled processes include the queue length process, workload process and busy time process.展开更多
The Maximum Likelihood Estimation(MLE)method is an established statistical method to estimate unknown parameters of a distribution.A disadvantage of the MLE method is that it requires an analytically tractable density...The Maximum Likelihood Estimation(MLE)method is an established statistical method to estimate unknown parameters of a distribution.A disadvantage of the MLE method is that it requires an analytically tractable density,which is not available in many cases.This is the case,for example,with applications in service systems,since waiting models from queueing theory typically have no closed-form solution for the underlying density.This problem is addressed in this paper.MLE is used in combination with Stochastic Approximation(SA)to calibrate the arrival parameterθof a G/G/1 queue via waiting time data.Three different numerical examples illustrate the application of the proposed estimator.Data sets of an M/G/1 queue,G/M/1 queue and model mismatch are considered.In a model mismatch,a mismatch is present between the used data and the postulated queuing model.The results indicate that the estimator is versatile and can be applied in many different scenarios.展开更多
This paper considers a discrete-time Geo/G/1 queue in a multi-phase service environment,where the system is subject to disastrous breakdowns, causing all present customers to leave the system simultaneously. At a fail...This paper considers a discrete-time Geo/G/1 queue in a multi-phase service environment,where the system is subject to disastrous breakdowns, causing all present customers to leave the system simultaneously. At a failure epoch, the server abandons the service and the system undergoes a repair period. After the system is repaired, it jumps to operative phase i with probability qi, i = 1, 2 ···, n.Using the supplementary variable technique, we obtain the distribution for the stationary queue length at the arbitrary epoch, which are then used for the computation of other performance measures. In addition, we derive the expected length of a cycle time, the generating function of the sojourn time of an arbitrary customer, and the generating function of the server’s working time in a cycle. We also give the relationship between the discrete-time queueing system to its continuous-time counterpart. Finally,some examples and numerical results are presented.展开更多
基金supported by the National Natural Science Foundation of China(11371303)Natural Science Foundation of Xinjiang(2012211A023)Science Foundation of Xinjiang University(XY110101)
文摘By studying the spectral properties of the underlying operator corresponding to the M/G/1 queueing model with optional second service we obtain that the time-dependent solution of the model strongly converges to its steady-state solution. We also show that the time-dependent queueing size at the departure point converges to the corresponding steady-state queueing size at the departure point.
基金partially supported by the Fundamental Research Funds for the Central Universities (BUPT2011RC0703)
文摘The article deals with the waiting time process of the GI/G/1 queueing system.We shall give that the rate of convergence to the stationary distribution and the decay of the stationary tail only depend on the tail of the service distribution,but not on the interarrival distribution.We shall also give explicit criteria for the rate of convergence and decay of stationary tail for three specific types of subgeometric cases（Case 1：the rate function r（n）=exp（sn1/1＋α）,α〉0,s〉0;Case 2：polynomial rate function r（n）=nα,α〉0;Case 3：logarithmic rate function r（n）=logαn,α〉0）.
基金Project supported by the National Natural Science Foundation of China(Grant No.70171059)
文摘In this paper, by considering the stochastic proces s of the busy period and the idle period, and introducing the unfinished work as a supplementary variable, a new vector Markov process was presented to study th e M/G/1 queue again. Through establishing and solving the density evolution equa tions, the busy-period distribution, and the stationary distributions of waitin g time and queue length were obtained. In addition, the stability condition of th is queue system was given by means of an imbedded renewal process.
基金supported by the National Natural Science Foundation of China(No.71571127)the National Natural Science Youth Foundation of China(No.72001181).
文摘Based on the number of customers and the server’s workload,this paper proposes a modified Min(N,D)-policy and discusses an M/G/1 queueing model with delayed randomized multiple vacations under such a policy.Applying the well-known stochastic decomposition property of the steady-state queue size,the probability generating function of the steady-state queue length distribution is obtained.Moreover,the explicit expressions of the expected queue length and the additional queue length distribution are derived by some algebraic manipulations.Finally,employing the renewal reward theorem,the explicit expression of the long-run expected cost per unit time is given.Furthermore,we analyze the optimal policy for economizing the expected cost and compare the optimal Min(N,D)-policy with the optimal N-policy and the optimal D-policy by using numerical examples.
基金the National Natural Science Foundation of China (60703094)Mathematical Tianyuan Foundation of China (10626021)
文摘The M/G/1 queueing system with multiclass customer arrivals, fixed feedback, and first come first served policy is considered, where different classes of customers have different arrival rates, service-time distributions, and feedback numbers. The joint probabifity generation function of queue size of each class and the Laplace-Stieltjes transform of the total sojourn time of a customer in each class are presented, which extended the results obtained by Choi B D. The mean queue size of each class and mean total sojourn time of a customer in each class are obtained with this result. The results can be used in computer and communication networks for their performance analysis.
基金supported by the National Natural Science Foundation of China under Grant No.11471053
文摘In this paper, a unified method based on the strong approximation(SA) of renewal process(RP) is developed for the law of the iterated logarithm(LIL) and the functional LIL(FLIL), which quantify the magnitude of the asymptotic rate of the increasing variability around the mean value of the RP in numerical and functional forms respectively. For the GI/G/1 queue, the method provides a complete analysis for both the LIL and the FLIL limits for four performance functions: The queue length, workload, busy time and idle time processes, covering three regimes divided by the traffic intensity.
基金Supported by the National Natural Science Foundation of China (No. 10826047 and No.10901023)by the Fundamental Research Funds for the Central Universities under Contract BUPT2009RC0707
文摘A GI/G/1 queue with vacations is considered in this paper. We develop an approximating technique on max function of independent and identically distributed （i.i.d.） random variables, that is max{ηi, 1 ≤ i ≤ n}. The approximating technique is used to obtain the fluid approximation for the queue length, workload and busy time processes. Furthermore, under uniform topology, if the scaled arrival process and the scaled service process converge to the corresponding fluid processes with an exponential rate, we prove by the approximating technique that the scaled processes characterizing the queue converge to the corresponding fluid limits with the exponential rate only for large N. Here the scaled processes include the queue length process, workload process and busy time process.
文摘The Maximum Likelihood Estimation(MLE)method is an established statistical method to estimate unknown parameters of a distribution.A disadvantage of the MLE method is that it requires an analytically tractable density,which is not available in many cases.This is the case,for example,with applications in service systems,since waiting models from queueing theory typically have no closed-form solution for the underlying density.This problem is addressed in this paper.MLE is used in combination with Stochastic Approximation(SA)to calibrate the arrival parameterθof a G/G/1 queue via waiting time data.Three different numerical examples illustrate the application of the proposed estimator.Data sets of an M/G/1 queue,G/M/1 queue and model mismatch are considered.In a model mismatch,a mismatch is present between the used data and the postulated queuing model.The results indicate that the estimator is versatile and can be applied in many different scenarios.
基金Supported by the National Natural Science Foundation of China(61773014)
文摘This paper considers a discrete-time Geo/G/1 queue in a multi-phase service environment,where the system is subject to disastrous breakdowns, causing all present customers to leave the system simultaneously. At a failure epoch, the server abandons the service and the system undergoes a repair period. After the system is repaired, it jumps to operative phase i with probability qi, i = 1, 2 ···, n.Using the supplementary variable technique, we obtain the distribution for the stationary queue length at the arbitrary epoch, which are then used for the computation of other performance measures. In addition, we derive the expected length of a cycle time, the generating function of the sojourn time of an arbitrary customer, and the generating function of the server’s working time in a cycle. We also give the relationship between the discrete-time queueing system to its continuous-time counterpart. Finally,some examples and numerical results are presented.
