Queues as Harris recurrent Markov chains

DOI10.1007/BF01189048MaRDI QIDQ1107225zbMATH OpenOpenAlexFDO

Authors Karl Sigman

Publication date 1988

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01189048

zbMATH Keywords

Harris recurrent Markov chainmarked point processregenerative structure

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

We present a framework for representing a queue at arrival epochs as a Harris recurrent Markov chain (HRMC). The input to the queue is a marked point process governed by a HRMC and the queue dynamics are formulated by a general recursion. Such inputs include the cases of i.i.d., regenerative, Markov modulated, Markov renewal and the output from some queues as well. Since a HRMC is regenerative, the queue inherits the regenerative structure. As examples, we consider split \& match, tandem, G/G/c and more general skip forward networks. In the case of i.i.d. input, we show the existence of regeneration points for a Jackson type open network having general service and interarrival time distributions.

Recommendations

• Wide-sense regeneration for Harris recurrent Markov processes: an open problem
• Recurrence and regeneration in non-markovian networks of queues
• A Markov chain approach to periodic queues
• On queues with periodic inputs
• The stability of open queueing networks

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Cited in

(12)

• Stationary waiting time derivatives
• Weak regenerative structure of an open Jackson queueing network
• Wide sense regenerative processes with applications to multi-channel queues and networks
• Regenerative simulation of TES processes
• Stability analysis of a general state-dependent multiserver queue
• Integration of Discrete-Time Correlated Markov Processes in a TDM System
• Regenerative closed queueing networks
• scientific article; zbMATH DE number 1963496 (Why is no real title available?)
• Stability of a G I/G/1 queue: a survey
• A stochastic model for the circulation of restorable materials
• Stability analysis of regenerative queueing systems
• The stability of open queueing networks

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