Tail probabilities in queueing processes
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Publication:5166398
DOI10.1142/S0217595914400077zbMATH Open1291.90072arXiv1209.5604MaRDI QIDQ5166398FDOQ5166398
Authors: Quan-Lin Li 
Publication date: 26 June 2014
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Abstract: In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tailed probability vector) plays a key role in setting up mean-field differential equations. To further apply the technique of tailed probability vector to deal with resource management of large scale stochastic networks, this paper discusses tailed probabilities in some basic queueing processes including QBD processes, Markov chains of GI/M/1 type and of M/G/1 type, and also provides some effective and efficient algorithms for computing the tailed probabilities by means of the matrix-geometric solution, the matrix-iterative solution, the matrix-product solution and the two types of RG-factorizations. Furthermore, we consider four queueing examples: The M/M/1 retrial queue, the M(n)/M(n)/1 queue, the M/M/1 queue with server multiple vacations and the M/M/1 queue with repairable server, where the M/M/1 retrial queue is given a detailed discussion, while the other three examples are analyzed simply. Note that the results given in this paper will be very useful in the study of large scale stochastic networks with resource management, including the supermarket models and the work stealing models.
Full work available at URL: https://arxiv.org/abs/1209.5604
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supermarket modelrandomized load balancingQBD (quasi-birth-and-death) processMarkov chain of the \(GI/M/1\) typeMarkov chain of the \(M/G/1\) typework stealing model
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Cited In (10)
- Nonlinear Markov processes in big networks
- Title not available (Why is that?)
- Using cumulant functions in queueing theory
- Stationary tail probabilities in exponential server tandems with renewal arrivals
- On a doubly dynamically controlled supermarket model with impatient customers
- Density profiles of the exclusive queuing process
- Tail probabilities for non-standard risk and queueing processes with subexponential jumps
- Exact tail asymptotics of a queue with LRD input traffic
- Tail probabilities of low-priority waiting times and queue lengths in MAP/GI/1 queues
- Block-structured supermarket models
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