Large finite population queueing systems: The single-server model

DOI10.1016/0304-4149(94)90060-4MaRDI QIDQ1338765zbMATH OpenOpenAlexFDO

Authors Guy Louchard

Publication date 20 September 1995

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(94)90060-4

zbMATH Keywords

asymptotic in heavy trafficBrownian motiondiffusion approximationssingle-server model

Mathematics Subject Classification ID

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

Review text

The single-server model is investigated where a finite number of \(n\) customers arrive at some facility. This model can be used to model a computing center, where programs are run once a day, for instance. For large \(n\) there are obtained Gaussian limiting processes and diffusion approximations for a wide variety of stochastic variables. In particular, the approximations for asymptotic in heavy traffic (as \(n\) goes to infinity) for distributions of queue size process, workload process and total storage occupied process are obtained (it is assumed that each customer asks for some storage). Several regions of the time axis are considered, leading to oversaturated, undersaturated and transition behaviours. The corresponding limiting processes (Brownian motion and reflected Brownian motion, as a rule) for normalized and centered basic ones are investigated in detail. Some other variables of interest (idle time, busy period, cost distribution) are considered, too.

Recommendations

• Large finite population queueing systems part i: the infinite server model.
• Law of large numbers limits for many-server queues
• Asymptotic distribution of the queue length in a queueing system
• A consistent diffusion approximation for finite-capacity multiserver queues
• Large scale and heavy traffic asymptotics for systems with unreliable servers

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Cited in

(10)

• A queueing model with independent arrivals, and its fluid and diffusion limits
• Large finite population queueing systems part i: the infinite server model.
• Asymptotic Analysis of A Backward-Forward Parabolic Problem for Data-Handling Systems
• Finite-pool queueing with heavy-tailed services
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• A new stochastic model and its diffusion approximation
• Poisson input and exponential service time finite population interdependent queueing model having parallel servers with breakdown and controllable arrival rates
• Time-dependent queue length distribution in queues fed by K customers in a finite interval

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