We investigate deviation matrix for discrete-time GI/M/1-type Markov chains in terms of the matrix-analytic method, and revisit the link between deviation matrix and the asymptotic variance. Parallel results are obtai...We investigate deviation matrix for discrete-time GI/M/1-type Markov chains in terms of the matrix-analytic method, and revisit the link between deviation matrix and the asymptotic variance. Parallel results are obtained for continuous-time GI/M/1-type Markov chains based on the technique of uniformization. We conclude with A. B. Clarke＇s tandem queue as an illustrative example, and compute the asymptotic variance for the queue length for this model.展开更多
Markovian arrival processes were introduced by Neuts in 1979 （Neuts 1979） and have been used extensively in the stochastic modeling of queueing, inventory, reliability, risk, and telecommunications systems. In this ...Markovian arrival processes were introduced by Neuts in 1979 （Neuts 1979） and have been used extensively in the stochastic modeling of queueing, inventory, reliability, risk, and telecommunications systems. In this paper, we introduce a constructive approach to define continuous time Markovian arrival processes. The construction is based on Poisson processes, and is simple and intuitive. Such a construction makes it easy to interpret the parameters of Markovian arrival processes. The construction also makes it possible to establish rigorously basic equations, such as Kolmogorov differential equations, for Markovian arrival processes, using only elementary properties of exponential distributions and Poisson processes. In addition, the approach can be used to construct continuous time Markov chains with a finite number of states展开更多
We study the matched queueing system GIoPH/PH/1, where the type-I input is a renewal process, the type-II input is a PH renewal process, and the service times are i. i. d. random variables with PH-distributions. Fir...We study the matched queueing system GIoPH/PH/1, where the type-I input is a renewal process, the type-II input is a PH renewal process, and the service times are i. i. d. random variables with PH-distributions. First, a condition is given for the stationarity of the system. Then the distributions of the number of type-I customers at the arrival epoches of type-I customers and the number of type-I customers at an arbitrary epoch are derived. We also discuss the occupation time and the waiting time. Their L. S. transforms are derived. Finally, we discuss some problems in numerical computation.展开更多
This paper studies Coxian representations of generalized Erlang distributions. A nonlinear program is derived for computing the parameters of minimal Coxian representations of generalized Erlang distributions. The non...This paper studies Coxian representations of generalized Erlang distributions. A nonlinear program is derived for computing the parameters of minimal Coxian representations of generalized Erlang distributions. The nonlinear program is also used to characterize the triangular order and the admissible region of generalized Erlang distributions. It is shown that the admissible region associated with a triangular order may not be convex. For generalized Erlang distributions of ME-order 3, a minimal Coxian representation is found explicitly. In addition, an algorithm is developed for computing a special type of ordered Coxian representations - the bivariate Coxian representation - for generalized Erlang distributions.展开更多
We first consider an infinite-buffer single server queue where arrivals occur according to a batch Markovian arrival process （BMAP）. The server serves customers in batches of maximum size ＇b＇ with a minimum thresh...We first consider an infinite-buffer single server queue where arrivals occur according to a batch Markovian arrival process （BMAP）. The server serves customers in batches of maximum size ＇b＇ with a minimum threshold size ＇a＇. The service time of each batch follows general distribution independent of each other as well as the arrival process. The proposed analysis is based on the use of matrix-analytic procedure to obtain queue-length distribution at a post-departure epoch. Next we obtain queue-length distributions at various other epochs such as, pre-arrival, arbitrary and pre-service using relations with post-departure epoch. Later we also obtain the system-length distributions at post-departure and arbitrary epochs using queue-length distribution at post-departure epoch. Some important performance measures, like mean queue-lengths and mean waiting times have been obtained Total expected cost function per trait time is also derived to determine the locally optimal values of a and b. Secondly, we perform similar analysis for the corresponding infinite-buffer single server queue where arrivals occur according to a BMAP and service process in this case follows a non-renewal one, namely, Markovian service process （MSP）.展开更多
Hierarchical mobile IPv6 （HMIPv6） introduces a mobility anchor point to reduce the signaling overhead and handoff latency. In this paper, we apply the matrix-analytical approach to explore the performance measures o...Hierarchical mobile IPv6 （HMIPv6） introduces a mobility anchor point to reduce the signaling overhead and handoff latency. In this paper, we apply the matrix-analytical approach to explore the performance measures of the ongoing mobile nodes （MNs） drop and new MNs block probabilities of mobility anchor point with a guard bandwidth reservation scheme. We apply the Markovian arrival process （MAP） to model ongoing MNs and new MNs. Five related performance measures are derived, including the long-term new MN block and ongoing MN drop probabilities, and the three short-term measures of average length of a block period and a non-block period, as well as the conditional ongoing MN drop probability during a block period. These performance measures greatly assist the guard bandwidth reservation mechanism in determining a proper threshold guard bandwidth. The results presented in this paper can provide guidelines for designing adaptive algorithms to adjust the threshold in the guard bandwidth reservation scheme.展开更多
This paper studies an k-out-of-n:G system with redundant dependency and repair equipment procurement lead time where the operating times and repair times of components follow exponential distributions and phase-type d...This paper studies an k-out-of-n:G system with redundant dependency and repair equipment procurement lead time where the operating times and repair times of components follow exponential distributions and phase-type distributions,respectively.When one component breaks down,it is repaired by a repair equipment.The repair equipment may fail during the repair period and the following repair is not‘as good as new’.After a number of repairs,it is replaced by a new one.The new spare repair equipment for replacement is only available by an order,and the procurement lead time for delivering follows a phase-type distribution.Moreover,in the multi-component system,the redundant dependency is taken into account.Applying the matrix-analytical method,the system availability,the rate of occurrence of failures of the system,the expected number of broken components,the availability and the rate of occurrence of failures of the repair equipment are derived.Finally,numerical examples are given to show these theoretical results.展开更多
基金Acknowledgements This work was supported in part by the National Natural Science Foundation of China （Grant No. 11211120]44） and the Fundamental Research Funds for the Central Universities （Grant 2010QYZD001）.
文摘We investigate deviation matrix for discrete-time GI/M/1-type Markov chains in terms of the matrix-analytic method, and revisit the link between deviation matrix and the asymptotic variance. Parallel results are obtained for continuous-time GI/M/1-type Markov chains based on the technique of uniformization. We conclude with A. B. Clarke＇s tandem queue as an illustrative example, and compute the asymptotic variance for the queue length for this model.
文摘Markovian arrival processes were introduced by Neuts in 1979 （Neuts 1979） and have been used extensively in the stochastic modeling of queueing, inventory, reliability, risk, and telecommunications systems. In this paper, we introduce a constructive approach to define continuous time Markovian arrival processes. The construction is based on Poisson processes, and is simple and intuitive. Such a construction makes it easy to interpret the parameters of Markovian arrival processes. The construction also makes it possible to establish rigorously basic equations, such as Kolmogorov differential equations, for Markovian arrival processes, using only elementary properties of exponential distributions and Poisson processes. In addition, the approach can be used to construct continuous time Markov chains with a finite number of states
文摘We study the matched queueing system GIoPH/PH/1, where the type-I input is a renewal process, the type-II input is a PH renewal process, and the service times are i. i. d. random variables with PH-distributions. First, a condition is given for the stationarity of the system. Then the distributions of the number of type-I customers at the arrival epoches of type-I customers and the number of type-I customers at an arbitrary epoch are derived. We also discuss the occupation time and the waiting time. Their L. S. transforms are derived. Finally, we discuss some problems in numerical computation.
基金financially supported by Natural Science and Engineering Research Council of Canada(NSERC)and the Chinese Academy of Sciences
文摘This paper studies Coxian representations of generalized Erlang distributions. A nonlinear program is derived for computing the parameters of minimal Coxian representations of generalized Erlang distributions. The nonlinear program is also used to characterize the triangular order and the admissible region of generalized Erlang distributions. It is shown that the admissible region associated with a triangular order may not be convex. For generalized Erlang distributions of ME-order 3, a minimal Coxian representation is found explicitly. In addition, an algorithm is developed for computing a special type of ordered Coxian representations - the bivariate Coxian representation - for generalized Erlang distributions.
基金partial financial support from the Department of Science and Technology,New Delhi,India under the research grant SR/FTP/MS-003/2012
文摘We first consider an infinite-buffer single server queue where arrivals occur according to a batch Markovian arrival process （BMAP）. The server serves customers in batches of maximum size ＇b＇ with a minimum threshold size ＇a＇. The service time of each batch follows general distribution independent of each other as well as the arrival process. The proposed analysis is based on the use of matrix-analytic procedure to obtain queue-length distribution at a post-departure epoch. Next we obtain queue-length distributions at various other epochs such as, pre-arrival, arbitrary and pre-service using relations with post-departure epoch. Later we also obtain the system-length distributions at post-departure and arbitrary epochs using queue-length distribution at post-departure epoch. Some important performance measures, like mean queue-lengths and mean waiting times have been obtained Total expected cost function per trait time is also derived to determine the locally optimal values of a and b. Secondly, we perform similar analysis for the corresponding infinite-buffer single server queue where arrivals occur according to a BMAP and service process in this case follows a non-renewal one, namely, Markovian service process （MSP）.
文摘Hierarchical mobile IPv6 （HMIPv6） introduces a mobility anchor point to reduce the signaling overhead and handoff latency. In this paper, we apply the matrix-analytical approach to explore the performance measures of the ongoing mobile nodes （MNs） drop and new MNs block probabilities of mobility anchor point with a guard bandwidth reservation scheme. We apply the Markovian arrival process （MAP） to model ongoing MNs and new MNs. Five related performance measures are derived, including the long-term new MN block and ongoing MN drop probabilities, and the three short-term measures of average length of a block period and a non-block period, as well as the conditional ongoing MN drop probability during a block period. These performance measures greatly assist the guard bandwidth reservation mechanism in determining a proper threshold guard bandwidth. The results presented in this paper can provide guidelines for designing adaptive algorithms to adjust the threshold in the guard bandwidth reservation scheme.
基金This research was supported by the National Natural Science Foundation of China[grantnumber 72001181],[grant number 71571127]the funding of V.C.&V.R.Key Lab of Sichuan Province(SCVCVR2019.05VS).
文摘This paper studies an k-out-of-n:G system with redundant dependency and repair equipment procurement lead time where the operating times and repair times of components follow exponential distributions and phase-type distributions,respectively.When one component breaks down,it is repaired by a repair equipment.The repair equipment may fail during the repair period and the following repair is not‘as good as new’.After a number of repairs,it is replaced by a new one.The new spare repair equipment for replacement is only available by an order,and the procurement lead time for delivering follows a phase-type distribution.Moreover,in the multi-component system,the redundant dependency is taken into account.Applying the matrix-analytical method,the system availability,the rate of occurrence of failures of the system,the expected number of broken components,the availability and the rate of occurrence of failures of the repair equipment are derived.Finally,numerical examples are given to show these theoretical results.
