The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

2004 ◽  
Vol 36 (4) ◽  
pp. 1231-1251 ◽  
Author(s):  
Masakiyo Miyazawa ◽  
Yiqiang Q. Zhao
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Priority Queue ◽  
Decay Rates ◽  
Single Server ◽  
Renewal Theorem ◽  
Tail Probabilities ◽  
Markov Renewal Equation ◽  
Geometric Decay ◽  
Background State

We consider the asymptotic behaviour of the stationary tail probabilities in the discrete-time GI/G/1-type queue with countable background state space. These probabilities are presented in matrix form with respect to the background state space, and shown to be the solution of a Markov renewal equation. Using this fact, we consider their decay rates. Applying the Markov renewal theorem, it is shown that certain reasonable conditions lead to the geometric decay of the tail probabilities as the level goes to infinity. We exemplify this result using a discrete-time priority queue with a single server and two types of customer.

The stationary tail asymptotics in the GI/G/1-type queue with countably many background states

2004 ◽  
Vol 36 (04) ◽  
pp. 1231-1251 ◽  
Author(s):  
Masakiyo Miyazawa ◽  
Yiqiang Q. Zhao
Keyword(s):  
State Space ◽  
Discrete Time ◽  
Priority Queue ◽  
Decay Rates ◽  
Single Server ◽  
Renewal Theorem ◽  
Tail Probabilities ◽  
Markov Renewal Equation ◽  
Geometric Decay ◽  
Background State

We consider the asymptotic behaviour of the stationary tail probabilities in the discrete-time GI/G/1-type queue with countable background state space. These probabilities are presented in matrix form with respect to the background state space, and shown to be the solution of a Markov renewal equation. Using this fact, we consider their decay rates. Applying the Markov renewal theorem, it is shown that certain reasonable conditions lead to the geometric decay of the tail probabilities as the level goes to infinity. We exemplify this result using a discrete-time priority queue with a single server and two types of customer.

Reversibility of Markov chains with applications to storage models

1985 ◽  
Vol 22 (01) ◽  
pp. 123-137 ◽  
Author(s):  
Hideo Ōsawa
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Single Server ◽  
General State ◽  
Insurance Risk ◽  
General State Space ◽  
Necessary And Sufficient

This paper studies the reversibility conditions of stationary Markov chains (discrete-time Markov processes) with general state space. In particular, we investigate the Markov chains having atomic points in the state space. Such processes are often seen in storage models, for example waiting time in a queue, insurance risk reserve, dam content and so on. The necessary and sufficient conditions for reversibility of these processes are obtained. Further, we apply these conditions to some storage models and present some interesting results for single-server queues and a finite insurance risk model.

Reversibility of Markov chains with applications to storage models

1985 ◽  
Vol 22 (1) ◽  
pp. 123-137 ◽  
Author(s):  
Hideo Ōsawa
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Single Server ◽  
General State ◽  
Insurance Risk ◽  
General State Space ◽  
Necessary And Sufficient

This paper studies the reversibility conditions of stationary Markov chains (discrete-time Markov processes) with general state space. In particular, we investigate the Markov chains having atomic points in the state space. Such processes are often seen in storage models, for example waiting time in a queue, insurance risk reserve, dam content and so on. The necessary and sufficient conditions for reversibility of these processes are obtained. Further, we apply these conditions to some storage models and present some interesting results for single-server queues and a finite insurance risk model.

scholarly journals Analysis of a Discrete-Time Queueing Model with Disasters

Mathematics ◽  
2021 ◽  
Vol 9 (24) ◽  
pp. 3283
Author(s):  
Mustafa Demircioglu ◽  
Herwig Bruneel ◽  
Sabine Wittevrongel
Keyword(s):  
Discrete Time ◽  
Queueing System ◽  
Time Slot ◽  
Probability Distributions ◽  
Single Server ◽  
Bernoulli Process ◽  
Tail Probabilities ◽  
Mean Values ◽  
The Mean ◽  
The Impact

Queueing models with disasters can be used to evaluate the impact of a breakdown or a system reset in a service facility. In this paper, we consider a discrete-time single-server queueing system with general independent arrivals and general independent service times and we study the effect of the occurrence of disasters on the queueing behavior. Disasters occur independently from time slot to time slot according to a Bernoulli process and result in the simultaneous removal of all customers from the queueing system. General probability distributions are allowed for both the number of customer arrivals during a slot and the length of the service time of a customer (expressed in slots). Using a two-dimensional Markovian state description of the system, we obtain expressions for the probability, generating functions, the mean values, variances and tail probabilities of both the system content and the sojourn time of an arbitrary customer under a first-come-first-served policy. The customer loss probability due to a disaster occurrence is derived as well. Some numerical illustrations are given.

scholarly journals State space realizations robust to overloading for discrete-time LTI systems

2019 ◽  
Vol 156 ◽  
pp. 12-20 ◽  
Author(s):  
Shuichi Ohno ◽  
Yuichi Yoshimura
Keyword(s):  
State Space ◽  
Discrete Time
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