Large deviations for the total queue size in non-Markovian tandem queues
نویسندگان
چکیده
We consider a d-node tandem queue with arrival process and light-tailed service processes at all queues i.i.d. and independent of each other. We consider three variations of the probability that the number of customers in the system reaches some high level N , namely during a busy cycle, in steady state, and upon arrival of a new customer. We show that their decay rates for large N have the same value and give an expression for this value.
منابع مشابه
Large Deviations Bounds for a Polling System with Markovian On/off Sources and Bernoulli Service Schedule
In this paper we consider a large deviations problem for a discrete-time polling system consisting of two-parallel queues and a single server. The arrival process of each queue is a superposition of traffic streams generated by a number of mutually independent and identical Markovian on/off sources, and the single server serves the two queues according to the so-called Bernoulli service schedul...
متن کاملQueues in tandem with customer deadlines and retrials
We study queues in tandem with customer deadlines and retrials. We first consider a 2-queue Markovian system with blocking at the second queue, analyze it, and derive its stability condition. We then study a non-Markovian setting and derive the stability condition for an approximating diffusion, showing its similarity to the former condition. In the Markovian setting, we use probability generat...
متن کاملFast Estimation of the Statistics of Excessive Backlogs in Tandem Networks of Queues
The estimation of the statistics of buffer overflows in networks of queues is inherently costly, simply because of the rarity of these events. This paper presents two eztensions to the known theory for finding optimal transformations for simulating such networks. The first is a direct proof of the asymptotic (as buffer size becomes large) optimality of ezchanging the arrival and service rates i...
متن کاملA large-deviations analysis of Markov-modulated infinite-server queues
This paper studies an infinite-server queue in a Markov environment, that is, an infiniteserver queue with arrival rates and service times depending on the state of a Markovian background process. Scaling the arrival rates λi by a factor N , tail probabilities are examined when letting N tend to∞; non-standard large deviations results are obtained. An importance-sampling based estimation algori...
متن کاملCommuting matrices in the queue length and sojourn time analysis of MAP/MAP/1 queues
Queues with Markovian arrival and service processes, i.e., MAP/MAP/1 queues, have been useful in the analysis of computer and communication systems and di erent representations for their stationary sojourn time and queue length distribution have been derived. More speci cally, the class of MAP/MAP/1 queues lies at the intersection of the class of QBD queues and the class of semi-Markovian queue...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Queueing Syst.
دوره 85 شماره
صفحات -
تاریخ انتشار 2017