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Insensitivity and Product-Form Queueing Models

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Queues

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 191))

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Abstract

Most of the analysis done so far assumed a FCFS queueing regime. Yet some, indeed many, of our results (for example, those concerning mean waiting times) hold for any work-conserving, nonanticipating and nonpreemptive regime. For example, instead of a FCFS regime, we can assume a random regime such that, upon service completion, the next to commence service is selected at random from all those waiting. Another example is the last-come first-served without preemption regime (LCFS), where the next to commence service is the one who has been waiting the least. Indeed, in all of these entrance policies for the G/G/1 queue, the distribution of the number in the system, and hence, by Littleā€™s law, the mean waiting time, is invariant with the queueing regime. Of course, many differences exist. For example, the variance of the waiting time in a FCFS queue is smaller than the corresponding value under LCFS. See [33].

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Notes

  1. 1.

    Given that one is in stageĀ d, this is oneā€™s last stage with probability p d ā€‰āˆ•ā€‰q d . The complementary event is that one moves to stageĀ dā€‰+ā€‰1 (once stageĀ d is completed) with probability q dā€‰+ā€‰1ā€‰āˆ•ā€‰q d .

  2. 2.

    As always, it is only here that we define the model formally.

  3. 3.

    SeeĀ [23] for two more properties for the case where Ļ•(n) is a whole number (representing the case of a number of identical servers) and p(i,ā€‰n)ā€‰=ā€‰Ī³(i,ā€‰n), with both parameters being equal to 1ā€‰āˆ•ā€‰Ļ•(n) or to zero, 1ā€‰ā‰¤ā€‰iā€‰ā‰¤ā€‰n. This means that customers are assigned to dedicated servers.

  4. 4.

    The permutation Ļ€ (n) permutes the index (1,ā€‰2,ā€‰ā€¦,ā€‰n) into the index (Ļ€ (n)(1),ā€‰Ļ€ (n)(2),ā€‰ā€¦,ā€‰Ļ€ (n)(n)).

  5. 5.

    We use Ļ€ (n) ā€‰āˆ’ā€‰1 as the standard notation for the inverse permutation of Ļ€ (n). In other words, Ļ€ (n) ā€‰āˆ’ā€‰1(Ļ€ (n)(1,ā€‰2,ā€‰ā€¦,ā€‰n))ā€‰=ā€‰(1,ā€‰2,ā€‰ā€¦,ā€‰n).ā€‰

  6. 6.

    This observation was communicated to us by Liron Ravner.

  7. 7.

    This result appeared first inĀ [45]. We present here a different proof.

  8. 8.

    Note that this product is invariant with the permutation.

  9. 9.

    This means that a reshuffling of the indices takes place also at service completions.

References

  1. Baskett K. M., Chandy, M., Muntz, R. R., & Palacios, F. C. (1975). Open, closed and mixed networks of queues with different classes of customers. Journal of the ACM, 22, 248ā€“260.

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  2. Haviv, M. (1991). Two suffient properties for the insensitivity of a class of queueing models. Journal of Applied Probability, 28, 664ā€“672.

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  5. Yashkov, S. F. (1980). Properties of invariance of probabilistic models of adaptive scheduling in shared-used systems. Automotive Control of Computer Science, 12, 56ā€“62.

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Haviv, M. (2013). Insensitivity and Product-Form Queueing Models. In: Queues. International Series in Operations Research & Management Science, vol 191. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6765-6_11

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