Heterogeneous queueing system with Markov renewal arrivals and service times dependent on states of arrival process

封面

如何引用文章

全文:

详细

In the proposed work, we consider a heterogeneous queueing system with a Markov renewal process and an unlimited number of servers. The service time for requests on the servers is a positive random variable with an exponential probability distribution. The service parameters depend on the state of the Markov chain nested over the renewal moments. It should be noted that these parameters do not change their values until the end of maintenance. Thus, the devices in the system under consideration are heterogeneous. The object of the study is a multidimensional random process - the number of servers of each type being served with different intensities in the stationary regime. The method of asymptotic analysis under the condition of equivalent growing of service times in the units of servers is applied for the study. The method of asymptotic analysis is implemented in the construction of a sequence of asymptotic of increasing order, in which the asymptotic of the first order determines the asymptotic mean value of the number of occupied servers. The second-order asymptotic allows one to construct a Gaussian approximation of the probability distribution of the number of occupied servers in the system. It is shown that this approximation coincides with the Gaussian distribution.

作者简介

Evgeny Polin

National Research Tomsk State University; National Research Tomsk Polytechnic University

Email: polin_evgeny@mail.ru
ORCID iD: 0000-0002-0250-2368

Assistant of Department of Probability Theory and Mathematical Statistics

36, Lenin Avenue, Tomsk, 634050, Russian Federation; 30, Lenin Avenue, Tomsk, 634050, Russian Federation

Svetlana Moiseeva

National Research Tomsk State University

Email: smoiseeva@mail.ru
ORCID iD: 0000-0001-9285-1555
Scopus 作者 ID: 56436490300

Doctor in Physics and Mathematics, Professor at Department of Probability Theory and Mathematical Statistics

36, Lenin Avenue, Tomsk, 634050, Russian Federation

Alexander Moiseev

National Research Tomsk State University

编辑信件的主要联系方式.
Email: moiseev.tsu@gmail.com
ORCID iD: 0000-0003-2369-452X
Scopus 作者 ID: 55646953800
Researcher ID: N-7189-2014

Doctor in Physics and Mathematics, Head of the Department of Software Engineering

36, Lenin Avenue, Tomsk, 634050, Russian Federation

参考

  1. A. Dudin, V. Klimenok, and V. Vishnevsky, The Theory of Queuing Systems with Correlated Flow. Springer Nature, 2020. doi: 10.1007/9783-030-32072-0.
  2. V. K. Malinovskii, “Asymptotic expansions in the central limit theorem for recurrent Markov renewal processes,” Theory of Probability & Its Applications, vol. 51, no. 3, pp. 523–526, 1987. doi: 10.1137/1131073.
  3. Y. Lim, S. Hur, and J. Seung, “Departure process of a single server queueing system with Markov renewal input and general service time distribution,” Computers & Industrial Engineering, vol. 51, no. 3, pp. 519– 525, 2006. doi: 10.1016/j.cie.2006.08.011.
  4. R. Pyke, “Markov renewal processes: definitions and preliminary properties,” Ann. Math. Statist., vol. 32, pp. 1231–1242, 1961. doi: 10.1214/aoms/1177704863.
  5. R. Pyke and R. Schaufele, “Stationary measures for Markov renewal processes,” Ann. Math. Statist., vol. 37, pp. 1439–1462, 1966. doi: 10.1214/aoms/1177699138.
  6. J. Sztrik and D. Kouvatsos, “Asymptotic analysis of a heterogeneous multiprocessor system in a randomly changing environment,” IEEE Transactions on Software Engineering, vol. 17, no. 10, pp. 1069–1075, 1991. doi: 10.1109/32.99194.
  7. E. P. Polin, S. P. Moiseeva, and S. V. Rozhkova, “Asymptotic analysis of heterogeneous queueing system M|M|∞ in a Markov random enviroment [Asimptoticheskiy analiz neodnorodnoy sistemy massovogo obsluzhivaniya M|M|∞ v markovskoy sluchaynoy srede],” Tomsk State University Jounal of Control and Computer Science [Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika], vol. 47, pp. 75–83, 2019, in Russian. doi: 10.17223/19988605/ 47/9.
  8. E. P. Polin, S. P. Moiseeva, and A. N. Moiseev, “Heterogeneous queueing system MR(S)|M(S)|∞ with service parameters depending on the state of the underlying Markov chain [Analiz veroyatnostnykh kharakteristik geterogennoy SMO vida MR(S)|M(S)|∞ s parametrami obsluzhivaniya, zavisyashchimi ot sostoyaniya vlozhennoy tsepi Markova],” Saratov University News. New Series. Series Mathematics. Mechanics. Informatics [Izv. Saratov Univ. (N. S.), Ser. Math. Mech. Inform.], vol. 20, no. 3, pp. 388–399, 2020, in Russian. doi: 10.18500/1816-9791-2020-20-3-388-399.
  9. B. D’Auria, “M|M|∞ queues in semi-Markovian random environment,” Queueing Systems, vol. 58, pp. 221–237, 2008. doi: 10.1007/s11134-008-9068-7.
  10. H. M. Jansen, “A large deviations principle for infinite-server queues in a random environment,” Queueing Systems, vol. 82, pp. 199–235, 2016. doi: 10.1007/s11134-015-9470-x.
  11. J. Blom, M. Mandjes, and H. Thorsdottir, “Time-scaling limits for Markov-modulated infinite-server queues,” Stochastic Models, vol. 29, pp. 112–127, 2012. doi: 10.1080/15326349.2013.750536.

补充文件

附件文件
动作
1. JATS XML