Application of Birth and Death Processes to Queueing Theory

2004 ◽  
pp. 67-112
Keyword(s):  
Queueing Theory ◽  
Birth And Death Processes

scholarly journals ON EXTREME VALUES OF BIRTH AND DEATH PROCESSES

2021 ◽  
Vol 9 (1) ◽  
pp. 237-249
Author(s):  
I. Matsak
Keyword(s):  
Limit Theorem ◽  
Convergence Rate ◽  
Exponential Distribution ◽  
Queueing Theory ◽  
Extreme Values ◽  
Birth And Death Processes ◽  
Uniform Estimates ◽  
Regeneration Cycle ◽  
The Right ◽  
Right Order

We establish the convergence rate to exponential distribution in a limit theorem for extreme values of birth and death processes. Some applications of this result are given to processes specifying queue length.). We establish uniform estimates for the convergence rate in the exponential distribution in a limit theorem for extreme values of birth and death processes. This topic is closely related to the problem on the time of first intersection of some level u by a regenerating process. Of course, we assume that both time t and level u grow infinitely. The proof of our main result is based on an important estimate for general regenerating processes. Investigations of the kind are needed in different fields: mathematical theory of reliability, queueing theory, some statistical problems in physics. We also provide with examples of applications of our results to extremal queueing problems M/M/s. In particular case of queueing M/M/1, we show that the obtained estimates have the right order with respect to the probability q(u) of the exceeding of a level u at one regeneration cycle, that is, only improvement of the corresponding constants is possible.

The Approximation of Sum of Independent Distributions by the Erlang Distribution Function

2002 ◽  
Vol 7 (1) ◽  
pp. 55-60 ◽  
Author(s):  
Antanas Karoblis
Keyword(s):  
Distribution Function ◽  
Exponential Distribution ◽  
Queueing Theory ◽  
Erlang Distribution ◽  
Estimation Of Error

The exponential distribution and the Erlang distribution function are been used in numerous areas of mathematics, and specifically in the queueing theory. Such and similar applications emphasize the importance of estimation of error of approximation by the Erlang distribution function. The article gives an analysis and technique of error’s estimation of an accuracy of such approximation, especially in some specific cases.

Book Review:Introduction to Queueing Theory. Robert B. Cooper

1973 ◽  
Vol 46 (4) ◽  
pp. 649
Author(s):  
E. G. Coffman, Jr.
Keyword(s):  
Queueing Theory

scholarly journals Denumerable state continuous time Markov decision processes with unbounded cost and transition rates under average criterion

2002 ◽  
Vol 43 (4) ◽  
pp. 541-557 ◽  
Author(s):  
Xianping Guo ◽  
Weiping Zhu
Keyword(s):  
Markov Decision Processes ◽  
Continuous Time ◽  
Decision Processes ◽  
Transition Rates ◽  
Birth And Death Processes ◽  
Optimality Equation ◽  
Average Criterion ◽  
Markov Decision ◽  
Unbounded Cost ◽  
Queue Model

AbstractIn this paper, we consider denumerable state continuous time Markov decision processes with (possibly unbounded) transition and cost rates under average criterion. We present a set of conditions and prove the existence of both average cost optimal stationary policies and a solution of the average optimality equation under the conditions. The results in this paper are applied to an admission control queue model and controlled birth and death processes.

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