Stochastic Monotonicity of Markovian Multiclass Queueing Networks

DOI10.1287/STSY.2018.0022zbMATH Open1446.60056arXiv1609.01488OpenAlexW2905540766WikidataQ127822547 ScholiaQ127822547MaRDI QIDQ5113894FDOQ5113894

M. R. H. Mandjes, Haralambie Leahu

Publication date: 18 June 2020

Published in: Stochastic Systems (Search for Journal in Brave)

Abstract: Multi-class queueing networks (McQNs) extend the classical concept of Jackson network by allowing jobs of different classes to visit the same server. While such a generalization seems rather natural, from a structural perspective there is a significant gap between the two concepts. Nice analytical features of Jackson networks, such as stability conditions, product-form equilibrium distributions, and stochastic monotonicity do not immediately carry over to the multi-class framework. The aim of this paper is to shed some light on this structural gap, focusing on monotonicity properties. To this end, we introduce and study a class of Markov processes, which we call emph{Q-processes}, modeling the time evolution of the network configuration of any open, work-conservative McQN having exponential service times and {Poisson input}. We define a new monotonicity notion tailored for this class of processes. Our main result is that we show monotonicity for a large class of McQN models, covering virtually all instances of practical interest. This leads to interesting properties which are commonly encountered for `traditional' queueing processes, such as (i)~monotonicity with respect to external arrival rates and (ii)~star-convexity of the stability region (with respect to the external arrival rates); such properties are well known for Jackson networks, but had not been established at this level of generality. This research was partly motivated by the recent development of a simulation-based method which allows one to numerically determine the stability region of a McQN parametrized in terms of the arrival rates vector.

Full work available at URL: https://arxiv.org/abs/1609.01488

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zbMATH Keywords

stabilitymonotonicityMarkov processes

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Queueing theory (aspects of probability theory) (60K25)

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Cited In (5)

• On the strong approximation for a simple reentrant line in light traffic under first-buffer first-served service discipline
• Monte Carlo summation and integration applied to multiclass queuing networks
• Title not available (Why is that?)
• MONOTONICITY AND CONVEXITY OF SOME FUNCTIONS ASSOCIATED WITH DENUMERABLE MARKOV CHAINS AND THEIR APPLICATIONS TO QUEUING SYSTEMS
• A multiclass feedback queueing network with a regular Skorokhod problem

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