Insensitive bounds for the moments of the sojourn time distribution in the M/G/1 processor-sharing queue

DOI10.1007/S11134-006-7583-YMaRDI QIDQ2494557zbMATH OpenOpenAlexFDO

Authors Sing-Kong Cheung, Hans van den Berg, Richard J. Boucherie

Publication date 28 June 2006

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-006-7583-y

zbMATH Keywords

\(M/G/1\) PSconditional sojourn timeEulerian numbersinsensitive boundsinstantaneous sojourn timemoment orderingmomentspermanent customers

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

Review text

For the \(M/G/1\) processor-sharing (PS) system bounds for the moments \(v_k(\tau)=\)\( EV^k(\tau),\) \(k\geq2\) of the (conditional) sojourn time \(V(\tau)\) of a customer with required service time \(\tau\) are derived. A first upper bound is obtained by exploiting a particular series expansion from \textit{A. P. Zwart} and \textit{O. J. Boxma} [Queueing Syst. 35, 141--166 (2000; Zbl 0997.90024)] for the Laplace-Stieltjes transform of \(V(\tau)\), generalizing the known bound for \(k=2\) to higher moments. A second upper bound for \(v_k(\tau)\) -- the main result of the paper -- bases on general moment ordering results between two PS queues with a random number of permanent customers. The upper bound involves polynomials with Eulerian numbers as coefficients; for \(\tau\to 0\) an intuition of the upper bound is given via instantaneous sojourn times. For \(k=2\) both upper bounds coincide. A simple lower bounds for \(v_k(\tau)\) is given via Jensen's inequality. All moment bounds are insensitive with respect to the service time distribution and depend only on \(\tau\) and the traffic intensity. Within the framework of the paper stochastic ordering results for \(V(\tau)\) are given.

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Cited in

(6)

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• Insensitive Bounds for the Moments of the Sojourn Times in M/GI Systems Under State-Dependent Processor Sharing
• Additive functionals with application to sojourn times in infinite-server and processor sharing systems
• The Unconditional Sojourn Time Distribution in the Queue GI/M/1‐K with Processor Sharing Service
• Monotonicity properties for multi-class queueing systems
• Processor sharing: a survey of the mathematical theory

Describes a project that uses

Uses Software

• Eulerian Number

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