Logarithmic Asymptotics for the GI/G/1-type Markov Chains and their Applications to the BMAP/G/1 Queue with Vacations

نویسندگان

  • Yongming Tai
  • Qi-Ming He
چکیده

We study tail asymptotics of the stationary distribution for the GI=G=1-type Markov chain with finitely many background states. Decay rate in the logarithmic sense is identified under a number of conditions on the transition probabilities. The results are applied to the BMAP=G=1 queuewith vacations. The relationship between vacation time and the decay rate of the queue length distribution is investigated.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymptotics for Steady-state Tail Probabilities in Structured Markov Queueing Models

In this paper we establish asymptotics for the basic steady-state distributions in a large class of single-server queues. We consider the waiting time, the workload (virtual waiting time) and the steady-state queue lengths at an arbitrary time, just before an arrival and just after a departure. We start by establishing asymptotics for steady-state distributions of Markov chains of M/GI/1 type. ...

متن کامل

Title: THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS

We consider M/G/1-type Markov chains where a transition that decreases the value of the level triggers the phase to a small subset of the phase space. We show how this structure, referred to as restricted downward transitions, can be exploited to speed-up the computation of the stationary probability vector of the chain. To this end we define a new M/G/1-type Markov chain with a smaller block s...

متن کامل

The BMAP/GI/l Queue with Server Set-UpTimes and Server Vacations

PALM-MARTINGALE CALCULUS, QUEUES WITH VACATIONS, BATCH MARKOVIAN ARRIVAL PROCESSES,SERVER SET-UP Using Palm-martingale calculus, we derive the workload characteristic function and queue length moment generating function for the BMAP IGl/1 . queue with server vacations. In the queueing system under study, the server may start a vacation at the completion of a service or at the arrival of a custo...

متن کامل

Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains

2 This paper considers the subexponential asymptotics of the stationary distributions of GI/G/1-type Markov chains in two cases: (i) the phase transition matrix in non-boundary levels is stochastic; and (ii) it is strictly substochastic. For the case (i), we present a weaker sufficient condition for the subexponential asymptotics than those given in the literature. As for the case (ii), the sub...

متن کامل

Tailed Probabilities in Queueing Processes

In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tail probability vector) plays a key role in setting up mean-field differential equations. To further apply the technique of tail probability vector to deal with resource management of...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014