Comparison of queues with different discrete-time arrival processes

DOI10.1017/S0269964801151016MaRDI QIDQ2712999zbMATH OpenOpenAlexFDO

Authors Arie Hordijk

Publication date 17 January 2002

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964801151016

zbMATH Keywords

\((\max,+)\) algebraconvex orderingfluid scalingincreasing convex orderingMarkovian arrival processRoss conjecturestochastic networktandem queueuniformization

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

Consider two stochastic event graphs with the same potential arrival epochs \(\{T_n\}\) (coupled say by a uniformization procedure), but where the actual numbers of arrivals at time \(T_n\) differ, say \(A^1_n\), \(A^2_n\) are admitted where the sequences \(\{A^1_n\}\), \(\{A^2_n\}\) have the same average behaviour. Let \({_aW^i_k}\) be the traveling time of the \(k\)th arrival in the \(i\)th graph to some fixed transition \(q\) (for example, the total sojourn time of the \(k\)th customer in a tandem queue with \(q\) stations) and \({_bW^i_k}\) the traveling time of the \(k\)th potential arrival at \(T_k\). It is shown that if \((A^1_1,\dots, A^1_n)\) is smaller than \((A^2_1,\dots, A^2_n)\) in the convex ordering, then \(({_aW^1_1},\dots, {_aW^1_n})\) is smaller than \(({_aW^2_1},\dots, {_aW^2_n})\) in the increasing convex ordering, and similar results are given for the \({_bW^i_k}\). This relates to and generalizes a set of questions going back to Ross. As applications, it is shown that the system with two identical independent sources performs better that the one with identical arrival epochs, that fixed batch sizes are better than random batch sizes, and that fluid scaling improves the performance. The analysis is carried out in the dense class of Markovian arrival processes.

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(9)

• Log-convexity of counting processes evaluated at a random end of observation time with applications to queueing models
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