We analyze the output process of finite capacity birth-death Markovian queues. We develop a formula for the asymptotic variance rate of the form λ * + v i where λ * is the rate of outputs and vi are functions of the birth and death rates. We show that if the birth rates are non-increasing and the death rates are non-decreasing (as is common in many queueing systems) then the values of v i are strictly negative and thus the limiting index of dispersion of counts of the output process is less than unity.In the M/M/1/K case, our formula evaluates to a closed form expression that shows the following phenomenon: When the system is balanced, i.e. the arrival and service rates are equal,is minimal. The situation is similar for the M/M/c/K queue, the Erlang loss system and some PH/PH/1/K queues: In all these systems there is a pronounced decrease in the asymptotic variance rate when the system parameters are balanced.
Advancements in the efficiency, quality and manufacturability of sensing and communication systems are driving the field of intelligent transport systems (ITS) into the twenty first century. One key aspect of ITS is the need for efficient and robust integrated network management of urban traffic networks. This paper presents a general model predictive control framework for both centralized traffic signal and route guidance systems aiming to minimize network congestion. Our novel model explicitly captures both non-zero travel time and spill-back constraints while remaining linear and thus generally tractable with quadratic costs. The end result is a central control scheme that may be realized for large urban networks containing thousands of sensors and actuators.We demonstrate the essences of our model and controller through a detailed mathematical description coupled with simulation results of specific scenarios. We show that using a central scheme such as ours may reduce the congestion inside the network by up to half while still achieving better throughput compared to that of other conventional control schemes.
Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov process can be defined based on the distribution of sojourn times, often via hazard rates, together with transition probabilities of an embedded Markov chain. On the other hand, intensity transition functions may be used, often referred to as the hazard rates of the semi-Markov process. We summarize and contrast these two parameterizations both from a probabilistic and an inference perspective, and we highlight relationships between the two approaches. In general, the intensity transition based approach allows the likelihood to be split into likelihoods of two-state models having fewer parameters, allowing efficient computation and usage of many survival analysis tools. Nevertheless, in certain cases the sojourn time based approach is natural and has been exploited extensively in applications. In contrasting the two approaches and contemporary relevant R packages used for inference, we use two real datasets highlighting the probabilistic and inference properties of each approach. This analysis is accompanied by an R vignette.
We propose a method for the control of multi-class queueing networks over a finite time horizon. We approximate the multi-class queueing network by a fluid network and formulate a fluid optimization problem which we solve as a separated continuous linear program. The optimal fluid solution partitions the time horizon to intervals in which constant fluid flow rates are maintained. We then use a policy by which the queueing network tracks the fluid solution. To that end we model the deviations between the queuing and the fluid network in each of the intervals by a multi-class queueing network with some infinite virtual queues. We then keep these deviations stable by an adaptation of a maximum pressure policy. We show that this method is asymptotically optimal when the number of items that is processed and the processing speed increase. We illustrate these results through a simple example of a three stage re-entrant line.
How do fine modifications to social distancing measures really affect COVID-19 spread? A major problem for health authorities is that we do not know. In an imaginary world, we might develop a harmless biological virus that spreads just like COVID-19, but is traceable via a cheap and reliable diagnosis. By introducing such an imaginary virus into the population and observing how it spreads, we would have a way of learning about COVID-19 because the benign virus would respond to population behaviour and social distancing measures in a similar manner. Such a benign biological virus does not exist. Instead, we propose a safe and privacy-preserving digital alternative. Our solution is to mimic the benign virus by passing virtual tokens between electronic devices when they move into close proximity. As Bluetooth transmission is the most likely method used for such inter-device communication, and as our suggested "virtual viruses" do not harm individuals' software or intrude on privacy, we call these Safe Blues. In contrast to many app-based methods that inform individuals or governments about actual COVID-19 patients or hazards, Safe Blues does not provide information about individuals' locations or contacts. Hence the privacy concerns associated with Safe Blues are much lower than other methods. However, from the point of view of data collection, Safe Blues has two major advantages: - Data about the spread of Safe Blues is uploaded to a central server in real time, which can give authorities a more up-to-date picture in comparison to actual COVID-19 data, which is only available retrospectively. - Sampling of Safe Blues data is not biased by being applied only to people who have shown symptoms or who have come into contact with known positive cases. These features mean that there would be real statistical value in introducing Safe Blues. In the medium term and end game of COVID-19, information from Safe Blues could aid health authorities to make informed decisions with respect to social distancing and other measures. In this paper we outline the general principles of Safe Blues and we illustrate how Safe Blues data together with neural networks may be used to infer characteristics of the progress of the COVID-19 pandemic in real time. Further information is on the Safe Blues website: https://safeblues.org/.
We consider a two-node multiclass queueing network with two types of jobs moving through two servers in opposite directions, and there is infinite supply of work of both types. We assume exponential processing times and preemptive resume service. We identify a family of policies which keep both servers busy at all times and keep the queues between the servers positive recurrent. We analyze two specific policies in detail, obtaining steady state distributions. We perform extensive calculations of expected queue lengths under these policies. We compare this network with the Kumar-Seidman-Rybko-Stolyar network, in which there are two random streams of arriving jobs rather than infinite supply of work.
We consider the asymptotic variance of the departure counting processD(t) of the GI/G/1 queue;D(t) denotes the number of departures up to timet. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) /t= λ(1–2/π)(ca2+cs2), where λ is the arrival rate, andca2andcs2are squared coefficients of variation of the interarrival and service times, respectively. As a consequence, the departures variability has a remarkable singularity in the case in which ϱ equals 1, in line with the BRAVO (balancing reduces asymptotic variance of outputs) effect which was previously encountered in finite-capacity birth-death queues. Under certain technical conditions, our result generalizes to multiserver queues, as well as to queues with more general arrival and service patterns. For the M/M/1 queue, we present an explicit expression of the variance ofD(t) for anyt.
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