Large closed queueing networks in semi-Markov environment and their application

DOI10.1007/S10440-007-9180-4MaRDI QIDQ2473316zbMATH OpenOpenAlexFDO

Authors Vyacheslav Abramov

Publication date 27 February 2008

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612224

zbMATH Keywords

closed queueing networksmartingales and semmartinngalesrandom environmentSkorohod reflection principle

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Abstract: The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e. every client station serves customers (units) only at random instants generated by a strictly stationary and ergodic sequence of random variables. The total number of units in the network is $N$. The expected times between departures in client stations are $(Nm{u}_j{)}^{-1}$. After a service completion in the server station, a unit is transmitted to the $j$th client station with probability $p_j$ $(j=1,2,\mathrm{...},k)$, and being processed in the $j$th client station, the unit returns to the server station. The network is assumed to be in a semi-Markov environment. A semi-Markov environment is defined by a finite or countable infinite Markov chain and by sequences of independent and identically distributed random variables. Then the routing probabilities $p_j$ $(j=1,2,\mathrm{...},k)$ and transmission rates (which are expressed via parameters of the network) depend on a Markov state of the environment. The paper studies the queue-length processes in client stations of this network and is aimed to the analysis of performance measures associated with this network. The questions risen in this paper have immediate relation to quality control of complex telecommunication networks, and the obtained results are expected to lead to the solutions to many practical problems of this area of research.

Review text

The present paper studies closed queueing networks containing a server station and \(k\) client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e. every client station serves customers (units) only at random instants generated by a strictly stationary and ergodic sequence of random variables. The network is assumed to be in a semi-Markov environment. A semi-Markov environment is defined by a finite or countable infinite Markov chain and by sequences of independent and identically distributed random variables. The paper investigates the queue-length processes in client stations of this network and is aimed to the analysis of performance measures associated with this network. The questions risen in this paper have immediate relation to quality control of complex telecommunication networks, and the obtained results are expccted to lead to the solutions to many practical problems of this area of research.

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Cited in

(4)

• The Effective Bandwidth Problem Revisited
• scientific article; zbMATH DE number 7141563 (Why is no real title available?)
• Analysis of semi-open queueing network with correlated arrival process and multi-server nodes
• Asymptotic analysis of a closed queueing network in a Markov random environment

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