Hostname: page-component-78c5997874-m6dg7 Total loading time: 0 Render date: 2024-11-10T16:19:40.829Z Has data issue: false hasContentIssue false

The asymptotic behavior o queues with time-varying arrival rates

Published online by Cambridge University Press:  14 July 2016

Daniel P. Heyman*
Affiliation:
Bell Laboratories
Ward Whitt*
Affiliation:
Bell Laboratories
*
Postal address: Bell Laboratories, Crawfords Corner Road, Holmdel, NJ 07733, U.S.A.
Postal address: Bell Laboratories, Crawfords Corner Road, Holmdel, NJ 07733, U.S.A.

Abstract

This paper discusses the asymptotic behavior of the Mt/G/c queue having a Poisson arrival process with a general deterministic intensity. Since traditional equilibrium does not always exist, other notions of asymptotic stability are introduced and investigated. For the periodic case, limit theorems are proved complementing Harrison and Lemoine (1977) and Lemoine (1981).

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1984 

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

Bauer, H. (1972) Probability Theory and Elements of Measure Theory. Holt, Rinehart and Winston, New York.Google Scholar
Brumelle, S. L. (1971) On the relation between customer and time averages in queues. J. Appl. Prob. 8, 508520.CrossRefGoogle Scholar
Chung, K. L. (1974) A Course in Probability Theory, 2nd edn. Academic Press, New York.Google Scholar
Clark, G. M. (1981) Use of Polya distributions in approximate solutions to nonstationary M/M/s queues. Commun. ACM 24, 206217.Google Scholar
Clarke, A. B. (1956) A waiting line process of Markov type Ann. Math. Statist. 27, 452459.Google Scholar
Crane, M. A. and Lemoine, A. J. (1977) An Introduction to the Regenerative Method of Simulation Analysis. Springer-Verlag, New York.CrossRefGoogle Scholar
Feller, W. (1968) An Introduction to Probability Theory and its Applications. Vol. I, 3rd edn. Wiley, New York.Google Scholar
Franken, P., König, D., Arndt, U. and Schmidt, V. (1981) Queues and Point Processes. Akademie-Verlag, Berlin.Google Scholar
Harrison, J. M. and Lemoine, A. J. (1977) Limit theorems for periodic queues. J. Appl. Prob. 14, 566576.CrossRefGoogle Scholar
Heyman, D. P. (1982) On Ross's conjectures about queues with non-stationary Poisson arrivals. J. Appl. Prob. 19, 245249.Google Scholar
Heyman, D. P. and Sobel, M. J. (1982) Stochastic Models in Operations Research, Volume 1. McGraw-Hill, New York.Google Scholar
Heyman, D. P. and Stidham, S. Jr. (1980) The relation between customer and time averages in queues. Operat. Res. 28, 983984.Google Scholar
Heyman, D. P. and Whitt, W. (1978) Queues with time-varying arrivals. ORSA/TIMS New York Conference Bulletin, May 1978, WPA16.2, 159.Google Scholar
Iglehart, D. L. and Whitt, W. (1970) Multiple channel queues in heavy traffic, I. Adv. Appl. Prob. 2, 150177.CrossRefGoogle Scholar
Keller, J. B. (1982) Time-dependent queues. SIAM Rev. 24, 401412.Google Scholar
Lemoine, A. J. (1976) On random walks and stable GI/G/1 queues. Math. Operat. Res. 1, 159164.Google Scholar
Lemoine, A. J. (1981) On queues with periodic Poisson input. J. Appl. Prob. 18, 889900.Google Scholar
Luchak, G. (1956) The solution of the single-channel queueing equations characterized by a time-dependent Poisson-distributed arrival rate and a general class of holding times. Operat. Res. 4, 711732.Google Scholar
Massey, W. A. (1981) Non-Stationary Queues. Ph.D. Dissertation, Department of Mathematics, Stanford University.Google Scholar
Mcclish, D. (1979) Queues and Stores with Non-Homogeneous Input. Ph.D. Dissertation, Department of Statistics, The University of North Carolina.Google Scholar
Neuts, M F. (1981) Matrix-Geometric Solutions in Stochastic Models, An Algorithmic Approach. The Johns Hopkins University Press, Baltimore.Google Scholar
Newell, G. F. (1968) Queues with time-dependent arrival rates, I, II and III. J. Appl. Prob. 5, 436451, 579606.Google Scholar
Newell, G. F. (1971) Applications of Queueing Theory. Chapman and Hall, London.Google Scholar
Oliver, R. M. and Samuel, A. H. (1962) Reducing letter delays in post offices. Operat. Res. 10, 839892.CrossRefGoogle Scholar
Pakes, A. G. (1969) Some conditions for ergodicity and recurrence of Markov chains. Operat. Res. 17, 10581061.Google Scholar
Rolski, T. (1981) Queues with non-stationary input stream: Ross's conjecture. Adv. Appl. Prob. 13, 603618.Google Scholar
Ross, S. M (1978) Average delay in queues with non-stationary Poisson arrivals. J. Appl. Prob. 15, 602609.Google Scholar
Rothkopf, M. H. and Oren, S. S. (1979) A closure approximation for the nonstationary M/M/s queue. Management Sci. 25, 522534.Google Scholar
Sonderman, D. (1979) Comparing multi-server queues with finite waiting rooms, II: different number of servers. Adv. Appl. Prob. 11, 448455.Google Scholar
Stidham, S. Jr. (1974) A last word on L = ?W. Operat. Res. 22, 417421.CrossRefGoogle Scholar
Taafe, M. (1982) Approximating Nonstationary Queues. Ph.D. Dissertation, Department of Industrial and Systems Engineering, The Ohio State University.Google Scholar
Tweedie, R. L. (1975) Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Stoch. Proc. Appl. 3, 385403.Google Scholar
Whitt, W. (1981) Comparing counting processes and queues. Adv. Appl. Prob. 13, 207220.Google Scholar
Whitt, W. (1982) Existence of limiting distributions in the GI/G/s queue. Math. Operat. Res. 7, 8894.Google Scholar
Wolff, R. W. (1982) Poisson arrivals see time averages. Operat. Res. 30, 223231.Google Scholar
Yu, O. S. (1974) Stochastic bounds for heterogeneous-server queues with Erlang service times. J. Appl. Prob. 11, 785796.Google Scholar