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Montagnon P. Stability of piecewise deterministic Markovian metapopulation processes on networks. Stoch Process Their Appl 2020. [DOI: 10.1016/j.spa.2019.05.012] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/26/2022]
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Abstract
This paper generalizes previous results for sojourn-time distributions along so-called overtake-free routes in product-form networks of queues.
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A generalization of little's law to moments of queue lengths and waiting times in closed, product-form queueing networks. J Appl Probab 2016. [DOI: 10.1017/s0021900200041851] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
Little's theorem states that under very general conditions L = λW, where L is the time average number in the system, W is the expected sojourn time in the system, and λ is the mean arrival rate to the system. For certain systems it is known that relations of the form E((L)
l
) = λ lE((W)
l
) are also true, where (L)
l
= L(L – 1)· ·· (L – l + 1). It is shown in this paper that closely analogous relations hold in closed, product-form queueing networks. Similar expressions relate Nji
and Sji, where Nji
is the total number of class j jobs at center i and Sji
is the total sojourn time of a class j job at center i, when center i is a single-server, FCFS center. When center i is a c-server, FCFS center, Qji
and Wji
are related this way, where Qji
is the number of class j jobs queued, but not in service at center i and Wji
is the waiting time in queue of a class j job at center i. More remarkably, generalizations of these results to joint moments of queue lengths and sojourn times along overtake-free paths are shown to hold.
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Abstract
Products of the Laplace transforms of exponential distributions with different parameters are inverted to give a mixture of Erlang densities, i.e. an expression for the convolution of exponentials. The formula for these inversions is expressed both as an explicit sum and in terms of a recurrence relation which is better suited to numerical computation. The recurrence for the inversion of certain weighted sums of these transforms is then solved by converting it into a linear first-order partial differential equation. The result may be used to find the density function of passage times between states in a Markov process and it is applied to derive an expression for cycle time distribution in tree-structured Markovian queueing networks.
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Passage times for overtake-free paths in Gordon–Newell networks. ADV APPL PROBAB 2016. [DOI: 10.1017/s000186780002070x] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
Consider a path in a multiclass Gordon–Newell network such that a customer present in a node of this path cannot be overtaken by any other customer behind him in a node of this path or by probabilistic influences created by such customers. The passage time through such a path is a mixture of Erlangian distributions, where the mixing distribution is given by the steady state of the network.
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Abstract
Cycle-time distribution is shown to take the form of a linear combination of M Erlang-N density functions in a cyclic queueing network of M servers and N customers. For paths of m servers in tree-like networks, the components in the more complex linear combination are convolutions of Erlang-N with at most m − 1 negative exponentials.
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7
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Abstract
This paper obtains the stationary joint distribution of a customer's sojourn times along an overtake-free path in a closed multiclass Jackson network. The distribution has a simple representation in terms of the product form distribution for the state of the network at an arrival instant.
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Abstract
Cycle-time distribution is shown to take the form of a linear combination of M Erlang-N density functions in a cyclic queueing network of M servers and N customers. For paths of m servers in tree-like networks, the components in the more complex linear combination are convolutions of Erlang-N with at most m − 1 negative exponentials.
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Burke's theorem on passage times in Gordon–Newell networks. ADV APPL PROBAB 2016. [DOI: 10.1017/s0001867800022977] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
In a closed cycle of exponential queues where the first and the last nodes are multiserver queues while the other nodes are single-server queues, the cycle-time distribution has a simple product form. The same result holds for passage-time distributions on overtake-free paths in Gordon–Newell networks. In brief, we prove Burke's theorem on passage times in closed networks.
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Abstract
This paper obtains the stationary joint distribution of a customer's sojourn times along an overtake-free path in a closed multiclass Jackson network. The distribution has a simple representation in terms of the product form distribution for the state of the network at an arrival instant.
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A note on sojourn times in queuing networks with multiserver nodes. J Appl Probab 1990. [DOI: 10.1017/s002190020003895x] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
Time-reversal arguments can be used to re-derive (and slightly generalize) previous results for sojourn-time distributions in product-form queuing networks.
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On sojourn time in Jackson networks of queues. J Appl Probab 1987. [DOI: 10.1017/s0021900200031132] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
Abstract
This paper is about representations for equilibrium sojourn time distributions in Jackson networks of queues. For a network with N single-server nodes let hi
be the Laplace transform of the residual system sojourn time for a customer ‘arriving' to node i, ‘arrival' meaning external input or internal transfer. The transforms {hi
: i = 1, ···, N} are shown to satisfy a system of equations we call the network flow equations. These equations lead to a general recursive representation for the higher moments of the sojourn time variables {Ti
: i = 1, ···, N}. This recursion is discussed and then, by way of illustration, applied to the single-server Markovian queue with feedback.
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The dependence of sojourn times on service times in tandem queues. J Appl Probab 1984. [DOI: 10.1017/s0021900200028862] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
Abstract
In this paper we study a series of servers with exponentially distributed service times. We find that the sojourn time of a customer at any server depends on the customer's past history only through the customer's interarrival time to that server. A method of calculating the conditional probabilities of sojourn times is developed.
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