Queueing Systems

http://link.springer.com/journal/11134

List of Papers (Total 107)

Pollaczek contour integrals for the fixed-cycle traffic-light queue

The fixed-cycle traffic-light (FCTL) queue is the standard model for intersections with static signaling, where vehicles arrive, form a queue and depart during cycles controlled by a traffic light. Classical analysis of the FCTL queue based on transform methods requires a computationally challenging step of finding the complex-valued roots of some characteristic equation...

Robust heavy-traffic approximations for service systems facing overdispersed demand

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete-time stochastic models for which we derive heavy-traffic approximations that are scalable in the system size. Subsequently, we show how this leads to...

Sharing delay information in service systems: a literature survey

Service providers routinely share information about upcoming waiting times with their customers, through delay announcements. The need to effectively manage the provision of these announcements has led to a substantial growth in the body of literature which is devoted to that topic. In this survey paper, we systematically review the relevant literature, summarize some of its key...

Stability of linear EDF networks with resource sharing

We consider a linear real-time, multiresource network with generally distributed stochastic primitives and soft customer deadlines, in which some users require service from several shared resources simultaneously. We show that a strictly subcritical network of this type is stable under the preemptive Earliest Deadline First scheduling strategy. Our argument is direct, without...

Many-server scaling of the N-system under FCFS–ALIS

The N-system with independent Poisson arrivals and exponential server-dependent service times under the first come first served and assign to the longest idle server policy has an explicit steady-state distribution. We scale the arrival rate and the number of servers simultaneously, and obtain the fluid and central limit approximation for the steady state. This is the first step...

Analysis of Jackson networks with infinite supply and unreliable nodes

Jackson networks are versatile models for analyzing complex networks. In this paper we study generalized Jackson networks with single-server stations, where nodes may have an infinite supply of work. We allow simultaneous breakdown of servers and consider group repair strategies. We establish the existence of a steady-state distribution of the queue-length vector at stable nodes...

Time-dependent analysis of an M / M / c preemptive priority system with two priority classes

We analyze the time-dependent behavior of an M / M / c priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace transforms of the transition functions when the system is initially empty. The Laplace transforms corresponding to states with at least c high...

On a tandem queue with batch service and its applications in wireless sensor networks

We present a tandem network of queues \(0,\dots , s-1.\) Customers arrive at queue 0 according to a Poisson process with rate \(\lambda \). There are s independent batch service processes at exponential rates \(\mu _0, \dots , \mu _{s-1}\). Service process i, \(i=0, \dots , s-1\), at rate \(\mu _i\) is such that all customers of all queues \(0, \dots , i\) simultaneously receive...

A single-server queue with batch arrivals and semi-Markov services

We investigate the transient and stationary queue length distributions of a class of service systems with correlated service times. The classical \(M^X/G/1\) queue with semi-Markov service times is the most prominent example in this class and serves as a vehicle to display our results. The sequence of service times is governed by a modulating process J(t). The state of \(J(\cdot...

Queue-length balance equations in multiclass multiserver queues and their generalizations

A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: The distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a departure epoch. The constraint for this result to be valid is that arrivals, and also service completions, with probability one occur...

Networks of \(\cdot /G/\infty \) queues with shot-noise-driven arrival intensities

We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by a shot-noise process. A shot-noise rate emerges naturally in cases where the arrival rate tends to exhibit sudden increases (or shots) at random epochs, after which the rate is inclined to revert to lower values. Exponential...

Fluid and diffusion approximations of probabilistic matching systems

This paper focuses on probabilistic matching systems where two classes of users arrive at the system to match with users from the other class. The users are selective and the matchings occur probabilistically. Recently, Markov chain models were proposed to analyze these systems; however, an exact analysis of these models to completely characterize the performance is not possible...

Transient error approximation in a Lévy queue

Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with Lévy input. From a cost minimization perspective, we investigate the error induced by using stationary congestion measures as opposed to time-dependent measures. Invoking recent results from fluctuation theory of Lévy processes, we derive a...

The analysis of batch sojourn-times in polling systems

We consider a cyclic polling system with general service times, general switch-over times, and simultaneous batch arrivals. This means that at an arrival epoch, a batch of customers may arrive simultaneously at the different queues of the system. For the exhaustive service discipline, we study the batch sojourn-time, which is defined as the time from an arrival epoch until...

Large deviations for the total queue size in non-Markovian tandem queues

We consider a d-node tandem queue with arrival process and light-tailed service processes at all queues i.i.d. and independent of each other. We consider three variations of the probability that the number of customers in the system reaches some high level N, namely during a busy cycle, in steady state, and upon arrival of a new customer. We show that their decay rates for large...

Dominant poles and tail asymptotics in the critical Gaussian many-sources regime

The dominant pole approximation (DPA) is a classical analytic method to obtain from a generating function asymptotic estimates for its underlying coefficients. We apply DPA to a discrete queue in a critical many-sources regime, in order to obtain tail asymptotics for the stationary queue length. As it turns out, this regime leads to a clustering of the poles of the generating...

A tandem fluid network with Lévy input in heavy traffic

In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of Lévy input, covering compound Poisson, \(\alpha \)-stable Lévy motion (with \(1<\alpha <2\)), and Brownian motion. In our analysis, we separately deal with Lévy input processes with increments that have finite and infinite variance. A distinguishing...

Steady-state analysis of shortest expected delay routing

We consider a queueing system consisting of two nonidentical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue promising the shortest expected delay, which is a natural and near-optimal policy for systems with nonidentical servers. This system can be...

An ASIP model with general gate opening intervals

We consider an asymmetric inclusion process, which can also be viewed as a model of n queues in series. Each queue has a gate behind it, which can be seen as a server. When a gate opens, all customers in the corresponding queue instantaneously move to the next queue and form a cluster with the customers there. When the nth gate opens, all customers in the nth site leave the...

A large deviations principle for infinite-server queues in a random environment

This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements, and the server work rate are modulated by a general càdlàg stochastic background process. To prove a large deviations principle, the concept of attainable parameters is introduced. Scaling both the arrival rates and the background process, a large...