No Arabic abstract
It is interesting and challenging to study double-ended queues with First-Come-First-Match discipline under customers impatient behavior and non-Poisson inputs. Note that the system stability can be guaranteed by the customers impatient behavior, but the existence of impatient customers makes analysis of such double-ended queues more difficult or even impossible to find any explicitly analytic solution due to having to deal with more complicated level-dependent Markov processes. Thus it becomes more and more important to develop effective algorithms in a variety of practical matching problems. This paper studies a block-structured double-ended queue, whose block structure comes from two independent Markovian arrival processes (MAPs), which are non-Poisson inputs. We first show that such a queue can be expressed as a new bilateral quasi birth-and-death (QBD) process which has its own interest. Based on this, we provide a detailed analysis for the bilateral QBD process and the double-ended queue, including the system stability, the stationary queue length distributions, the average stationary queue lengths, and the sojourn time of any arriving customers. Then we develop three effective algorithms for computing the performance measures (e.g., the stationary queue length distributions, the average stationary queue lengths, and the average sojourn time) of the double-ended queue. Finally, we use some numerical examples in tabular and graphical to illustrate how the performance measures are influenced by some key system parameters. We believe that the methodology and results given in this paper can be applicable to deal with more general double-ended queues in practice, and develop effective algorithms for the purpose of many actual uses.
In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $Ntoinfty$. This fluid limit depends on the initial number of tasks. In order to prove these results, we develop extreme value theory and diffusion approximations for the queue lengths.
In this paper, we derive a simple drift condition for the stability of a class of two-dimensional Markov processes, for which one of the coordinates (also referred to as the {em phase} for convenience) has a well understood behaviour dependent on the other coordinate (also referred as {em level}). The first (phase) components transitions may depend on the second component and are only assumed to be eventually independent. The second (level) component has partially bounded jumps and it is assumed to have a negative drift given that the first one is in its stationary distribution. The results presented in this work can be applied to processes of the QBD (quasi-birth-and-death) type on the quarter- and on the half-plane, where the phase and level are interdependent. Furthermore, they provide an off-the-shelf technique to tackle stability issues for a class of two-dimensional Markov processes. These results set the stepping stones towards closing the existing gap in the literature of deriving easily verifiable conditions/criteria for two-dimensional processes with unbounded jumps and interdependence between the two components.
We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be used as a model in a priority service system, especially when the time scales involved are fast. The input (local time) in our model is always singular with respect to the Lebesgue measure which in many applications is ``close to reality. We first discuss how to rigorously construct the (necessarily) unique stationary version of the system under some natural stability conditions. We then consider the distribution of performance steady-state characteristics, namely, the buffer content, the idle period and the busy period. These derivations are much based on the fact that the inverse of the local time of a Markov process is a Levy process (a subordinator) hence making the theory of Levy processes applicable. Another important ingredient in our approach is the Palm calculus coming from the point process point of view.
Exponential single server queues with state dependent arrival and service rates are considered which evolve under influences of external environments. The transitions of the queues are influenced by the environments state and the movements of the environment depend on the status of the queues (bi-directional interaction). The structure of the environment is constructed in a way to encompass various models from the recent Operation Research literature, where a queue is coupled e.g. with an inventory or with reliability issues. With a Markovian joint queueing-environment process we prove separability for a large class of such interactive systems, i.e. the steady state distribution is of product form and explicitly given: The queue and the environment processes decouple asymptotically and in steady state. For non-separable systems we develop ergodicity criteria via Lyapunov functions. By examples we show principles for bounding throughputs of non-separable systems by throughputs of two separable systems as upper and lower bound.
We consider a service system with two Poisson arrival queues. A server chooses which queue to serve at each moment. Once a queue is served, all the customers will be served within a fixed amount of time. This model is useful in studying airport shuttling or certain online computing systems. We propose a simple yet optimal state-independent policy for this problem which is not only easy to implement, but also performs very well.