We derive stationary distributions of joint queue length and inventory processes in explicit product form for various M/M/1-systems with inventory under continuous review and different inventory management policies, and with lost sales. Demand is Poisson, service times and lead times are exponentially distributed. These distributions are used to calculate performance measures of the respective systems. In case of infinite waiting room the key result is that the limiting distributions of the queue length processes are the same as in the classical M/M/1/∞-system.
We derive explicit formulas for availability and performance measures in complex degradable stochastic networks. The networks consist of interacting service systems (queues) where servers are unreliable and may break down. The breakdown and repair mechanisms are of rather general structure, and may show complex dependencies among the nodes of the networks. The degradable network models investigated incorporate the breakdowns of the servers and their repairs as well as the behavior of the service mechanisms and the customers' routing into the overall Markovian system description. The service rates may depend on the local loads of the service centers, and furthermore working and repair periods are globally determined by state dependent intensities. Three different rules are applied to handle the customers' routing connected with nodes in repair status. These rules originate from communication and production theory where they are used to resolve blocking situations.Modeling unreliable networks in this way leads to steady state distributions of product form for the supplemented Markovian state processes. From these first quantities we are able to derive point availabilities for single nodes and for groups of nodes as well as the standard performance measures for service networks.
Abstract:We study a new class of networks of queues whose nodes operate in round-robin fashion and other ways of interest to computer science. We compute a stationary law of product form for the Markov process describing the state of the net~vork. Moreover, we obtain the conditional expected travel time of a job given the job's requested processing times at particular nodes along its route.Zusammenfassung: Die Arbeit untersucht ein Netzwerk yon Bedienem, die nach der round-robinoder anderen Regein arbeiten, wie sie etwa bei Rechenanlagen benutzt werden. Es wird ein Markovscher Zustandsprozet~ ffir das Netzwerk definiert und dessen invariantes Gesetz angegeben. Ferner wi~d die bedingte mittlere Aufenthaltszeit eines Kunden ira Netzwerk berechnet, gegeben des Kunden Route und seine Bedienungszeitforderuv~en entlang der Route.
We compare dependence in stochastically monotone Markov processes with partially ordered Polish state spaces using the concordance and supermodular orders. We show necessary and sufficient conditions for the concordance order to hold both in terms of the one-step transition probabilities for discrete-time processes and in terms of the corresponding infinitesimal generators for continuous-time processes. We give examples showing that a stochastic monotonicity assumption is not necessary for such orderings. We indicate relations between dependence orderings and, variously, the asymptotic variance-reduction effect in Monte Carlo Markov chains, Cheeger constants, and positive dependence for Markov processes.
Consider a path in a multiclass Gordon–Newell network such that a customer present in a node of this path cannot be overtaken by any other customer behind him in a node of this path or by probabilistic influences created by such customers. The passage time through such a path is a mixture of Erlangian distributions, where the mixing distribution is given by the steady state of the network.
The distnbutlon of the time for a round trip of a job m a cycle of M exponential FIFO queues, where Njobs are cycling, is derived.
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service process is completely blocked: Service is interrupted and newly arriving customers are lost. We prove a product-form steady state distribution of the joint queueingenvironment process. A consequence is a strong insensitivity property for such systems. We discuss several applications, for example, from inventory theory and reliability theory, and show that our result extends and generalizes several theorems found in the literature, for example, of queueing-inventory processes. We investigate further classical loss systems, where, due to finite waiting room, loss of customers occurs. In connection with loss of customers due to blocking by the environment and service interruptions new phenomena arise.Keywords Queueing systems · Random environment · Product form steady state · Loss systems · M/M/1/∞ · M/M/m/∞ · M/M/m/N · Inventory systems · Availability · Lost sales Mathematics Subject Classification Primary 60K · 60J10 · 60F05 · 60K20 · 90B22 · 90B05
Monotonicity and correlation results for queueing network processes, generalized birth–death processes and generalized migration processes are obtained with respect to various orderings of the state space. We prove positive (e.g. association) and negative (e.g. negative association) correlations in space and positive correlations in time for different situations, in steady state as well as in the transient phase of the system. This yields exact bounds for joint probabilities in terms of their independent versions.
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