The suprema of the actual and virtual waiting times during a busy cycle of the Km/Kn/1 queueing system

1972 ◽  
Vol 4 (2) ◽  
pp. 339-356 ◽  
Author(s):  
J. W. Cohen

For the single server queueing system, whose distributions of service and inter-arrival times have rational Laplace-Stieltjes transforms, limit theorems are derived for the supremum of the virtual waiting time during k successive busy cycles for k→∞. Similarly, for the supremum of the actual waiting times of all customers arriving in k successive busy cycles. Only the cases with the load of the system less than one and equal to one are considered. The limit distributions are extreme value distributions. The results are obtained by first deriving a number of asymptotic expressions for the quantities which govern the analytic description of the system Km/Kn/1. Using these asymptotic relations limit theorems for entrance times can also be obtained, a few examples are given.

1972 ◽  
Vol 4 (02) ◽  
pp. 339-356
Author(s):  
J. W. Cohen

For the single server queueing system, whose distributions of service and inter-arrival times have rational Laplace-Stieltjes transforms, limit theorems are derived for the supremum of the virtual waiting time during k successive busy cycles for k→∞. Similarly, for the supremum of the actual waiting times of all customers arriving in k successive busy cycles. Only the cases with the load of the system less than one and equal to one are considered. The limit distributions are extreme value distributions. The results are obtained by first deriving a number of asymptotic expressions for the quantities which govern the analytic description of the system K m /K n /1. Using these asymptotic relations limit theorems for entrance times can also be obtained, a few examples are given.


1971 ◽  
Vol 3 (2) ◽  
pp. 249-268 ◽  
Author(s):  
E. Kyprianou

Investigations in the theory of heavy traffic were initiated by Kingman ([5], [6] and [7]) in an effort to obtain approximations for stable queues. He considered the Markov chains {Wni} of a sequence {Qi} of stable GI/G/1 queues, where Wni is the waiting time of the nth customer in the ith queueing system, and by making use of Spitzer's identity obtained limit theorems as first n → ∞ and then ρi ↑ 1 as i → ∞. Here &rHi is the traffic intensity of the ith queueing system. After Kingman the theory of heavy traffic was developed by a number of Russians mainly. Prohorov [10] considered the double sequence of waiting times {Wni} and obtained limit theorems in the three cases when n1/2(ρi-1) approaches (i) - ∞, (ii) -δ and (iii) 0 as n → ∞ and i → ∞ simultaneously. The case (i) includes the result of Kingman. Viskov [12] also studied the double sequence {Wni} and obtained limits in the two cases when n1/2(ρi − 1) approaches + δ and + ∞ as n → ∞ and i → ∞ simultaneously.


1971 ◽  
Vol 3 (02) ◽  
pp. 249-268 ◽  
Author(s):  
E. Kyprianou

Investigations in the theory of heavy traffic were initiated by Kingman ([5], [6] and [7]) in an effort to obtain approximations for stable queues. He considered the Markov chains {W n i } of a sequence {Q i } of stable GI/G/1 queues, where W n i is the waiting time of the nth customer in the ith queueing system, and by making use of Spitzer's identity obtained limit theorems as first n → ∞ and then ρ i ↑ 1 as i → ∞. Here &rH i is the traffic intensity of the ith queueing system. After Kingman the theory of heavy traffic was developed by a number of Russians mainly. Prohorov [10] considered the double sequence of waiting times {W n i } and obtained limit theorems in the three cases when n 1/2(ρ i -1) approaches (i) - ∞, (ii) -δ and (iii) 0 as n → ∞ and i → ∞ simultaneously. The case (i) includes the result of Kingman. Viskov [12] also studied the double sequence {W n i } and obtained limits in the two cases when n 1/2(ρ i − 1) approaches + δ and + ∞ as n → ∞ and i → ∞ simultaneously.


1973 ◽  
Vol 5 (01) ◽  
pp. 153-169 ◽  
Author(s):  
J. H. A. De Smit

Pollaczek's theory for the many server queue is generalized and extended. Pollaczek (1961) found the distribution of the actual waiting times in the model G/G/s as a solution of a set of integral equations. We give a somewhat more general set of integral equations from which the joint distribution of the actual waiting time and some other random variables may be found. With this joint distribution we can obtain distributions of a number of characteristic quantities, such as the virtual waiting time, the queue length, the number of busy servers, the busy period and the busy cycle. For a wide class of many server queues the formal expressions may lead to explicit results.


Pomorstvo ◽  
2019 ◽  
Vol 33 (2) ◽  
pp. 205-209
Author(s):  
Svjetlana Hess ◽  
Ana Grbčić

The paper gives an overview of the real system as a multiphase single server queuing problem, which is a rare case in papers dealing with the application of the queueing theory. The methodological and scientific contribution of this paper is primarily in setting up the model of the real problem applying the multiphase queueing theory. The research of service system at Rijeka Airport may allow the airport to be more competitive by increasing service quality. The existing performance measures have been evaluated in order to improve Rijeka Airport queueing system, as a record number of passengers is to be expected in the next few years. Performance indicators have pointed out how the system handles congestion. The research is also focused on defining potential bottlenecks and comparing the results with IATA guidelines in terms of maximum waiting times.


Mathematics ◽  
2020 ◽  
Vol 8 (8) ◽  
pp. 1292
Author(s):  
Seokjun Lee ◽  
Sergei Dudin ◽  
Olga Dudina ◽  
Chesoong Kim ◽  
Valentina Klimenok

A single-server queueing system with a finite buffer, several types of impatient customers, and non-preemptive priorities is analyzed. The initial priority of a customer can increase during its waiting time in the queue. The behavior of the system is described by a multi-dimensional Markov chain. The generator of this chain, having essential dependencies between the components, is derived and formulas for computation of the most important performance indicators of the system are presented. The dependence of some of these indicators on the capacity of the buffer space is illustrated. The profound effect of the phenomenon of correlation of successive inter-arrival times and variance of the service time is numerically demonstrated. Results can be used for the optimization of dispatching various types of customers in information transmission systems, emergency departments and first aid stations, perishable foods supply chains, etc.


1968 ◽  
Vol 5 (1) ◽  
pp. 93-122 ◽  
Author(s):  
J. W. Cohen

SummaryIn a previous paper [4] the author studied the stochastic process {wn, n = 1,2, …}, recursively defined by with K a positive constant, τ1, τ2, … σ1, σ2, …, independent, nonnegative stochastic variables. τ1,τ2…, are identically distributed, and σ1,σ2,…, are also identically distributed variables. For this process the generating function of the Laplace-Stieltjes transforms of the joint distribution of Wn, σ2 + … + σn and τ1 + … + τn−1 has been obtained. Closely related to the process {wn, n = 1, 2,…} is the process {un, n = 1, 2,…} with {un = K + [wn + τn − K]−, n = 1,2,…; these are dual processes.In the present paper we study the stationary distributions of the processes {wn, n= 1,2, …} and {un, n = 1,2, …}, and the distributions ot the entrance times and return times of the events “wn, n = 0” and “un = K” for some n, for discrete as well as for continuous time. For these events various taboo probabilities are also investigated. The mathematical descri ption of the processes {wn, n = 1,2, …} and {un, n= 1,2, …} gives all the necessary information about the time-dependent behaviour for the general dam model with finite capacity K, since the process {wn, n= 1,2, …} is the basic process for such dam models. In Sections 5, 6 and 7 the general theory is applied to the models M/G/1 and G/M/1. Complete explicit solutions are obtained for these models.The present theory also leads to new and important results for the queueing system or dam model G/G/1 with infinite capacity. For instance the joint distribution of the busy period (or wet period) and of the supremum of the dam content dunng this period is obtained.


1973 ◽  
Vol 10 (04) ◽  
pp. 907-912 ◽  
Author(s):  
J. Michael Harrison

A single server, two priority queueing system is studied under the heavy traffic condition where the system traffic intensity is either at or near its critical value. An approximation is developed for the transient distribution of the low priority customers' virtual waiting time process. This result is stated formally as a limit theorem involving a sequence of systems whose traffic intensities approach the critical value.


1973 ◽  
Vol 5 (1) ◽  
pp. 153-169 ◽  
Author(s):  
J. H. A. De Smit

Pollaczek's theory for the many server queue is generalized and extended. Pollaczek (1961) found the distribution of the actual waiting times in the model G/G/s as a solution of a set of integral equations. We give a somewhat more general set of integral equations from which the joint distribution of the actual waiting time and some other random variables may be found. With this joint distribution we can obtain distributions of a number of characteristic quantities, such as the virtual waiting time, the queue length, the number of busy servers, the busy period and the busy cycle. For a wide class of many server queues the formal expressions may lead to explicit results.


1985 ◽  
Vol 22 (4) ◽  
pp. 903-911 ◽  
Author(s):  
V. Giorno ◽  
C. Negri ◽  
A. G. Nobile

Single–server–single-queue–FIFO-discipline queueing systems are considered in which at most a finite number of customers N can be present in the system. Service and arrival rates are taken to be dependent upon that state of the system. Interarrival intervals, service intervals, waiting times and busy periods are studied, and the results obtained are used to investigate the features of a special queueing model characterized by parameters (λ (Ν –n), μn). This model retains the qualitative features of the C-model proposed by Conolly [2] and Chan and Conolly [1]. However, quite unlike the latter, it also leads to closed-form expressions for the transient probabilities, the interarrival and service probability density functions and their moments, as well as the effective interarrival and service densities and their moments. Finally, some computational results are given to compare the model discussed in this paper with the C-model.


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