Hostname: page-component-cd9895bd7-q99xh Total loading time: 0 Render date: 2024-12-27T13:16:02.348Z Has data issue: false hasContentIssue false

Detailed computational analysis of queueing-time distributions of the BMAP/G/1 queue using roots

Published online by Cambridge University Press:  09 December 2016

Gagandeep Singh*
Affiliation:
Panjab University
U. C. Gupta*
Affiliation:
Indian Institute of Technology, Kharagpur
M. L. Chaudhry*
Affiliation:
Royal Military College of Canada
*
* Postal address: Department of Mathematics, Panjab University, Chandigarh, 160014, India. Email address: rahigs@gmail.com
** Postal address: Department of Mathematics, Indian Institute of Technology, Kharagpur, 721302, India. Email address: umesh@maths.iitkgp.ernet.in
*** Postal address: Department of Mathematics and Computer Science, Royal Military College of Canada, PO Box 17000, STN Forces, Kingston, ON, K7K 7B4, Canada. Email address: chaudhry-ml@rmc.ca

Abstract

In this paper we present closed-form expressions for the distribution of the virtual (actual) queueing time for the BMAP/R/1 and BMAP/D/1 queues, where `R' represents a class of distributions having rational Laplace‒Stieltjes transforms. The closed-form analysis is based on the roots of the underlying characteristic equation. Numerical aspects have been tested for a variety of arrival and service-time distributions and results are matched with those obtained using the matrix-analytic method (MAM). Further, a comparative study of computation time of the proposed method with the MAM has been carried out. Finally, we also present closed-form expressions for the distribution of the virtual (actual) system time. The proposed method is analytically quite simple and easy to implement.

MSC classification

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 2016 

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] Abate, J. and Whitt, W. (1992).The Fourier-series method for inverting transforms of probability distributions.Queueing Systems Theory Appl. 10,587.Google Scholar
[2] Abate, J. and Whitt, W. (2006).A unified framework for numerically inverting Laplace transforms.INFORMS J. Comput. 18,408421.Google Scholar
[3] Akar, N. (2006).Solving the ME/ME/1 queue with state‒space methods and the matrix sign function.Performance Evaluation 63,131145.Google Scholar
[4] Akar, N. and Arikan, E. (1996).A numerically efficient method for the MAP/D/1/K queue via rational approximations.Queueing Systems Theory Appl. 22,97120.Google Scholar
[5] Akar, N. and Sohraby, K. (1997).An invariant subspace approach in M/G/l and G/M/l type Markov chains.Commun. Statist. Stoch. Models 13,381416.Google Scholar
[6] Asmussen, S. and Bladt, M. (1997).Renewal theory and queueing algorithms for matrix-exponential distributions.In Matrix-Analytic Methods in Stochastic Models,Dekker,New York,pp. 313341.Google Scholar
[7] Bini, D. and Meini, B. (1995).On cyclic reduction applied to a class of Toeplitz-like matrices arising in queueing problems.In Computations with Markov Chains,Springer,New York,pp. 2138.Google Scholar
[8] Bini, D. A. and Meini, B. (1997).Improved cyclic reduction for solving queueing problems.Numerical Algorithms 15,5774.Google Scholar
[9] Bini, D. A.,Meini, B.,Steffé, S. and Van Houdt, B. (2006).Structured Markov chains solver: software tools.In Proc. SMCtools '06,ACM,New York,Article 14.Google Scholar
[10] Bladt, M. and Neuts, M. F. (2003).Matrix-exponential distributions: calculus and interpretations via flows.Stoch. Models 19,113124.CrossRefGoogle Scholar
[11] Botta, R. F.,Harris, C. M. and Marchal, W. G. (1987).Characterizations of generalized hyperexponential distribution functions.Commun. Statist. Stoch. Models 3,115148.Google Scholar
[12] Chakravarthy, S. R. (2001).The batch Markovian arrival process: a review and future work.In Advances in Probability Theory and Stochastic Processes,Notable Publications,Branchbury, NJ,pp. 2139.Google Scholar
[13] Chaudhry, M. L.,Singh, G. and Gupta, U. C. (2013).A simple and complete computational analysis of MAP/R/1 queue using roots.Methodol. Comput. Appl. Prob. 15,563582.Google Scholar
[14] Fackrell, M. W. (2003).Characterization of matrix-exponential distributions.Doctoral Thesis, School of Applied Mathematics, The University of Adelaide.Google Scholar
[15] Latouche, G. (1994).Newton's iteration for non-linear equations in Markov chains.IMA J. Numerical Anal. 14,583598.Google Scholar
[16] Latouche, G. and Ramaswami, V. (1993).A logarithmic reduction algorithm for quasi-birth‒death processes.J. Appl. Prob. 30,650674.CrossRefGoogle Scholar
[17] Lee, H. W.,Moon, J. M.,Park, J. K. and Kim, B. K. (2003).A spectral approach to compute the mean performance measures of the queue with low-order BMAP input.J. Appl. Math. Stoch. Anal. 16,349360.Google Scholar
[18] Lee, H. W. et al. (2005).A simple eigenvalue method for low-order D-BMAP/G/1 queues.Appl. Math. Modelling 29,277288.Google Scholar
[19] Lucantoni, D. M. (1991).New results on the single server queue with a batch Markovian arrival process.Commun. Statist. Stoch. Models 7,146.Google Scholar
[20] Lucantoni, D. M. (1993).The BMAP/G/1 queue: a tutorial.In Performance Evaluation of Computer and Communication Systems (Lecture Notes Comput. Sci. 729),Springer,Berlin,pp. 330358.Google Scholar
[21] Lucantoni, D. M.,Meier-Hellstern, K. S. and Neuts, M. F. (1990).A single-server queue with server vacations and a class of nonrenewal arrival processes.Adv. Appl. Prob. 22,676705.Google Scholar
[22] Matendo, S. K. (1994).Some performance measures for vacation models with a batch Markovian arrival process.J. Appl. Math. Stoch. Anal. 7,111124.Google Scholar
[23] Neuts, M. F. (1979).A versatile Markovian point process.J. Appl. Prob. 16,764779.Google Scholar
[24] Neuts, M. F. (1981).Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach.Johns Hopkins University Press,Baltimore, MD.Google Scholar
[25] Neuts, M. F. (1989).Structured stochastic matrices of M/G/1 type and their applications.Dekker,New York.Google Scholar
[26] Nishimura, S.,Tominaga, H. and Shigeta, T. (2006).A computational method for the boundary vector of a BMAP/G/1 queue.J. Operat. Res. Soc. Japan 49,8397.Google Scholar
[27] Ramaswami, V. (1980).The N/G/1 queue and its detailed analysis.Adv. Appl. Prob. 12,222261.Google Scholar
[28] Singh, G.,Chaudhry, M. L. and Gupta, U. C. (2012).Computing system-time and system-length distributions for MAP/D/1 queue using distributional Little's law.Performance Evaluation 69,102118.Google Scholar