Hostname: page-component-cd9895bd7-fscjk Total loading time: 0 Render date: 2024-12-27T08:02:53.729Z Has data issue: false hasContentIssue false

The derivation of invariance relations in complex queueing systems with stationary inputs

Published online by Cambridge University Press:  01 July 2016

Masakiyo Miyazawa*
Affiliation:
Science University of Tokyo
*
Postal address: Department of Information Sciences. Faculty of Science and Technology, Science University of Tokyo, Noda City, Chiba 278, Japan.

Abstract

We discuss a method of obtaining invariance relations in complex systems by using the theory of point processes. New formulae are given for obtaining them generally, and in particular in many-stage models such as tandem and network queues. The formulae are shown to be useful by applications to a many-server queue and a tandem queue. Stochastic inequalities in a tandem queue are also discussed using the invariance relations obtained.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1983 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Borokov, A. A. (1978) Ergodicity and stability theorem for a class of stochastic equations and their applications. Theory Prob. Appl. 23, 227247.CrossRefGoogle Scholar
[2] Bremaud, P. (1981) Point Processes and Queues. Springer-Verlag, New York.CrossRefGoogle Scholar
[3] Finch, P. D. (1959) On the distribution of queue size in queueing problems. Acta Math. Acad. Sci. Hung. 10, 327336.Google Scholar
[4] Franken, P. (1976) Einige Anwendungen der Theorie zufälliger Punktprozesse in der Bedienungstheorie I. Math. Nachr. 70, 303319.CrossRefGoogle Scholar
[5] Franken, P., König, D., Arndt, U., and Schmidt, V. (1981) Queues and Point Processes. Akademie-Verlag, Berlin.Google Scholar
[6] König, D. (1980) Method for proving relationships between stationary characteristics of queueing systems with point processes. Elektron. Informationsverarbeit. Kybernetik 16, 521543.Google Scholar
[7] König, D., Rolski, T., Schmidt, V., and Stoyan, D. (1978) Stochastic processes with imbedded marked point processes (PMP) and their applications in queueing. Math. Operationsforsch. Statist. Ser. Optimization 9, 125141.CrossRefGoogle Scholar
[8] König, D. and Schmidt, V. (1980a) Imbedded and non-imbedded stationary characteristics of queueing systems with varying service rate and point processes. J. Appl. Prob. 17, 753767.CrossRefGoogle Scholar
[9] König, D. and Schmidt, V. (1980b) Stochastic inequalities between customer-stationary and time-stationary characteristics of service systems with point processes. J. Appl. Prob. 17, 768777.Google Scholar
[10] Miyazawa, M. (1976) Stochastic order relations among GI/G/1 queues with a common traffic intensity. J. Operat. Res. Soc. Japan 19, 193208.Google Scholar
[11] Miyazawa, M. (1977) Time and customer processes in queues with stationary inputs. J. Appl. Prob. 14, 349357.Google Scholar
[12] Miyazawa, M. (1979) A formal approach to queueing processes in the steady state and their applications. J. Appl. Prob. 16, 332346.CrossRefGoogle Scholar
[13] Miyazawa, M. (1981) Note on Palm measures in the intensity conservation law and inversion formula in PMP and their applications. Math. Operationsforsch. Statist. Ser. Optimization 12, 281293.Google Scholar
[14] Nakatsuka, T. (1982) Limiting stability of queues with the unbounded distribution tail of the input. Preprint.Google Scholar
[15] Ryll-Nardzewski, C. (1961) Remarks on processes of calls. Proc 4th Berkeley Symp. Math. Statist. Prob. 2, 455465.Google Scholar