Skip to main content

Transient Analysis of a Queuing System with Matrix-Geometric Methods

  • Conference paper
Next Generation Teletraffic and Wired/Wireless Advanced Networking (NEW2AN 2006)

Part of the book series: Lecture Notes in Computer Science ((LNCCN,volume 4003))

Included in the following conference series:

  • 889 Accesses

Abstract

This paper investigates a queuing system with infinite number of servers where the arrival process is given by a Markov Arrival Process (MAP) and the service time follows a Phase-type (PH) distribution. They were chosen since they are simple enough to describe the model by exact methods. Moreover, highly correlated arrival processes and heavy-tailed service time distributions can be approximated by these tools on a wide range of time-scales. The transient behaviour of the system is analysed and the time-dependent moments of the queue length is computed explicitly by solving a set of differential equations. The results can be applied to models where performance of parallel processing is important. The applicability of the model is illustrated by dimensioning a WEB-based content provider.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Ramaswami, V., Neuts, M.F.: Some explicit formulas and computational methods for infinite-server queues with phase-type arrivals. J. Appl. Prob. 17, 498–514 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  2. Latouche, G., Ramaswami, V.: Introduction to Matrix Analytic Methods in Stochastic Modeling. In: ASA-SIAM series on statistics and applied probability (1999)

    Google Scholar 

  3. Pfening, A., Telek, M.: Evaluation of task completion time of phase type work requirement. In: Proceedings of Relectronic 1995 (Budapest), pp. 73–78 (1995)

    Google Scholar 

  4. Rácz, S., Tari, A., Telek, M.: MRMSolve: Distribution Estimation of Large Markov Reward Models. In: Field, T., Harrison, P.G., Bradley, J., Harder, U. (eds.) TOOLS 2002. LNCS, vol. 2324, pp. 72–81. Springer, Heidelberg (2002)

    Google Scholar 

  5. Fischer, W., Meier-Hellstern, K.: The Markov-modulated Poisson process (MMPP) cookbook. Performance Evaluation 18, 149–171 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  6. Burman, D., Smith, R.: An Asymptotic Analysis of a Queuing System with Markov-Modulated Arrivals. Operations Research 34 (1986)

    Google Scholar 

  7. Takács, L.: On Erlang’s Formula. The Annals of Mathematical Statistics 40(1), 71–78 (1969)

    Article  MathSciNet  MATH  Google Scholar 

  8. Nelson, B.L., Taaffe, M.R.: The Ph t /Ph t / ∞ Queueing System: Part I — The Single Node. In: INFORMS JOC (to appear, 2004)

    Google Scholar 

  9. Masuyama, H., Takine, T.: Analysis of an Infinite-Server Queue with Batch Markovian Arrival Streams. Queueing Systems 42(3), 269–296 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  10. Weisstein, E.W.: Ordinary Differential Equation. MathWorld–A Wolfram Web Resource, http://mathworld.wolfram.com/OrdinaryDifferentialEquationSystemwithConstantCoefficients.html

  11. Bronstein, I.N., Semendjajew, K.A., Musiol, G., Mühlig, H.: Taschenbuch der Mathematik. Verlag Harri Deutsch, Frankfurt am Main, Thun (1999)

    Google Scholar 

  12. Shohat, J.A., Tamarkin, J.D.: The Problem of Moments. American Mathematical Society, Providence, Rhode Island (1943)

    Google Scholar 

  13. http://gawain.elte.hu/~vpeti/map_ph_inf.m

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2006 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Vaderna, P., Éltető, T. (2006). Transient Analysis of a Queuing System with Matrix-Geometric Methods. In: Koucheryavy, Y., Harju, J., Iversen, V.B. (eds) Next Generation Teletraffic and Wired/Wireless Advanced Networking. NEW2AN 2006. Lecture Notes in Computer Science, vol 4003. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11759355_5

Download citation

  • DOI: https://doi.org/10.1007/11759355_5

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34429-2

  • Online ISBN: 978-3-540-34430-8

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics