Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Skip to main content

Advertisement

On the Erlang Loss Model with Time Dependent Input

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p n (t) be the probability that n servers are occupied at time t (0≤ nm, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p n (t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p m (t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n0 servers are occupied, 0≤ n0m). Numerical studies back up the asymptotic analysis.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Abramowitz and I.A. Stegun, Handbook of Mathematical Functions (Dover, New York, 1972).

    Google Scholar 

  2. N. Bleistein and R.A. Handelsman, Asymptotic Expansions of Integrals (Dover, New York, 1986).

    Google Scholar 

  3. R. Courant and D. Hilbert, Methods of Mathematical Physics, Volume II (Interscience, New York, 1962).

    Google Scholar 

  4. S. Eick, W.A. Massey and W. Whitt, The physics of the M(t)/G/∞ queue, Operations Research 41 (1993) 400–408.

    Google Scholar 

  5. S. Eick, W.A. Massey and W. Whitt, Infinite-server queues with sinusoidal arrival rates, Management Science 39 (1993) 241–252.

    Google Scholar 

  6. A.K. Erlang, Solutions of some problems in the theory of probabilities of significance in automatic telephone exchanges, The Post Office Electrical Engineers’ Journal 10 (1918) 189–197.

    Google Scholar 

  7. D.L. Jagerman, Some properties of the Erlang loss function, Bell System Technical Journal 53 (1974) 525–551.

    Google Scholar 

  8. D.L. Jagerman, Nonstationary blocking in telephone traffic, Bell System Technical Journal 54 (1975) 625–661.

    Google Scholar 

  9. J.B. Keller, Time-dependent queues, SIAM Review 24 (1982) 401–412.

    Article  Google Scholar 

  10. L. Kleinrock, Queueing Systems, Volume I: Theory (John Wiley, New York, 1975).

    Google Scholar 

  11. C. Knessl, On the transient behavior of the Erlang loss model, Comm. Statist. Stochastic Models 6 (1990) 749–776.

    Google Scholar 

  12. C. Knessl, Exact and asymptotic solutions to a PDE that arises in time-dependent queues, Advances in Applied Probability 32 (2000) 256–283.

    Google Scholar 

  13. C. Knessl and Y. Yang, Analysis of a Brownian particle moving in a time-dependent drift field, Asymptotic Analysis 27 (2001) 281–319.

    Google Scholar 

  14. A. Mandelbaum and W.A. Massey, Strong approximations for time dependent queues, Math. of Operations Research 20 (1995) 305–327.

    Google Scholar 

  15. W.A. Massey and W. Whitt, Networks of infinite server queues with nonstationary Poisson input, QUESTA 13 (1993) 183–250.

    Google Scholar 

  16. D. Mitra and A. Weiss, The transient behavior in: Erlang's model for large trunk groups and various traffic conditions, in Proceedings 12th International Teletraffic Congress (Torino, Italy, June 1988) pp. 5.1B4.1–5.1B4.8.

  17. G.F. Newell, Queues with time-dependent arrival rates I: The transition through saturation, J. Applied Probability 5 (1968) 436–451.

    Google Scholar 

  18. G.F. Newell, Queues with time-dependent arrival rates II: The maximum queue and the return to equilibrium, J. Applied Probability 5 (1968) 579–590.

    Google Scholar 

  19. G.F. Newell, Queues with time-dependent arrival rates III: A mild rush hour, J. Applied Probability 5 (1968) 591–606.

    Google Scholar 

  20. I. Stakgold, Boundary Value Problems of Mathematical Physics, Volume I (MacMillan, New York, 1967).

    Google Scholar 

  21. S. Xie and C. Knessl, On the transient behavior of the Erlang loss model: Heavy usage asymptotics, SIAM J. Appl. Math. 53 (1993) 555–599.

    Article  Google Scholar 

  22. Y. Yang and C. Knessl, Asymptotic analysis of the M/G/1 queue with a time-dependent arrival rate, QUESTA 26 (1997) 23–68.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Charles Knessl.

Additional information

AMS subject classification: 60K25,34E10

Supported in part by NSF grants DMS-99-71656 and DMS-02-02815

Rights and permissions

Reprints and permissions

About this article

Cite this article

Knessl, C., Yang, Y.P. On the Erlang Loss Model with Time Dependent Input. Queueing Syst 52, 49–104 (2006). https://doi.org/10.1007/s11134-006-3753-1

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-006-3753-1

Keywords