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

Expected waiting time in symmetric polling systems with correlated walking times

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

Polling systems have been extensively studied, and have found many applications. They have often been used for studying wired local area networks such as token passing rings and wireless local area networks such as bluetooth. In this contribution we relax one of the main restrictions on the statistical assumptions under which polling systems have been analyzed. Namely, we allow correlation between walking times. We consider (i) the gated regime where a gate closes whenever the server arrives at a queue. It then serves at that queue all customers who were present when the gate closes. (ii) The exhaustive regime in which the server remains at a queue till it empties.

Our analysis is based on stochastic recursive equations related to branching processes with migration with a random environment. In addition to our derivation of expected waiting times for polling systems with correlated walking times, we set the foundations for computing second order statistics of the general multi-dimensional stochastic recursions.

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. Takagi, H.: Application of polling models to computer-networks. Comput. Netw. ISDN Syst. 22(3), 193–211 (1991)

    Article  Google Scholar 

  2. Zussman, G., Segall, A., Yechiali, U.: Bluetooth time division duplex—analysis as a polling system. In: Proc. 1st IEEE Conference on Sensor and Ad Hoc Communications and Networks, 2004

  3. Yeung, K.H., Fung, K.P., Wong, K.Y.: Performance study on disk operations by broadcast polling model. IEICE Trans. Commun. E86B 6, 2012–2014 (2003)

    Google Scholar 

  4. Takagi, H.: Analysis of Polling Systems. MIT Press, Cambridge (1986)

    Google Scholar 

  5. Takagi, H.: Queueing analysis of polling models: an update. In: Takagi, H. (ed.) Stochastic Analysis of Computer and Communication Systems, pp. 267–318. Elsevier, Amsterdam (1990)

    Google Scholar 

  6. Yechiali, U.: Analysis and control of polling systems. In: Performance Evaluation of Computer and Communication Systems, pp. 630–650. Springer, Berlin (1993)

    Chapter  Google Scholar 

  7. Lévy, H., Sidi, M.: Polling systems: applications, modeling, and optimization. IEEE Trans. Commun. 38(10), 1750–1760 (1990)

    Article  Google Scholar 

  8. Brandt, A.: The stochastic equation y n+1=a n y n +b n with stationary coefficients. Adv. Appl. Probab. 18, 211–220 (1986)

    Article  Google Scholar 

  9. Brandt, A., Franken, P., Lisek, B.: Stationary Stochastic Models. Akademie-Verlag, Berlin (1992)

    Google Scholar 

  10. Glasserman, P., Yao, D.D.: Stochastic vector difference equations with stationary coefficients. J. Appl. Probab. 32, 851–866 (1995)

    Article  Google Scholar 

  11. Bienaymé, I.J.: De la loi de la multiplication et de la durée des familles. Soc. Philomatique Paris Extr. 5, 37–39 (1845)

    Google Scholar 

  12. Galton, F., Watson, H.W.: On the probability of the extinction of the families. J. Roy. Anthropol. Inst. 4, 138–144 (1874)

    Google Scholar 

  13. Kolmogorov, A.N.: On the solution of a biological problem. In: Proceedings of Tomsk University, vol. 2, pp. 7–12 (1938)

  14. Sevastyanov, B.A.: Limit theorem for branching processes of special form. TPA 2, 121–136 (1957)

    Google Scholar 

  15. Biggins, J.D., Cohn, H., Nerman, O.: Multi-type branching in varying environment. Stoch. Process. Appl. 83, 357–400 (1999)

    Article  Google Scholar 

  16. Athreya, K.B., Vidyashankar, A.N.: Branching processes. In: Shanbhag, D.N. (ed.) Stochastic Processes: Theory and Methods. Handbook of Statistics, vol. 19. Elsevier, Amsterdam (2001)

    Google Scholar 

  17. Athreya, K.B., Jagers, P. (eds.): The IMA Volumes in Mathematics and its Applications. Classical and Modern Branching Processes Series, vol. 84. Springer, Berlin (1997)

    Google Scholar 

  18. Resing, J.A.C.: Polling systems and multi-type branching processes. Queueing Syst. Theory Appl. 13, 409–426 (1993)

    Article  Google Scholar 

  19. Groenevelt, R., Altman, E.: Analysis of alternating-priority queueing models with (cross) correlated switchover times. In: Proceedings of IEEE Infocom 2005, Miami, March 2005

  20. Altman, E.: On stochastic recursive equations and infinite server queues. In: Proceedings of IEEE Infocom 2005, Miami, March 2005

  21. Grishenchkin, S.A.: On a relation between processor sharing queues and Crump-Mode-Jagers branching processes. Adv. Appl. Probab. 24, 653–698 (1992)

    Article  Google Scholar 

  22. Núñez-Queija, R.: Processor-sharing models for integrated-services networks. PhD thesis, Eindhoven University of Technology (2000)

  23. Aminetzah, Y.J., Ferguson, M.J.: Exact results for nonsymmetric token ring systems. IEEE Trans. Commun. 33(3), 223–231 (1985)

    Article  Google Scholar 

  24. Lambert, A.: The genealogy of continuous-state branching processes with immigration. J. Probab. Theory Relat. Fields 122(1), 42–70 (2002)

    Article  Google Scholar 

  25. Altman, E.: Stochastic recursive equations with applications to queues with dependent vacations. Ann. Oper. Res. 112(1), 43–61 (2002)

    Article  Google Scholar 

  26. Adke, S.R., Gadag, V.G.: A new class of branching processes. In: Heyde, C.C. (ed.) Branching Processes: Proceedings of the First World Congress. Springer Lecture Notes, vol. 99, pp. 1–13. Springer, Berlin (1995)

    Google Scholar 

  27. Horn, R.A., Johnson, C.R.: Matrix Analysis. Cambridge University Press, Cambridge (1996)

    Google Scholar 

  28. Baccelli, F., Brémaud, P.: Elements of Queueing Theory, 2nd edn. Springer, Berlin (2003)

    Google Scholar 

  29. Bertoin, J.: Subordinators, Lévy processes with no negative jumps and branching processes. Lecture Notes, Centre for Mathematical Physics and Stochastics, Department of Mathematical Sciences, University of Aarhus (2000)

  30. Breiman, L.: Probability. Classics in Applied Mathematics, vol. 7. Addison–Wesley, Reading (1968)

    Google Scholar 

  31. Sato, K.: Lévy Processes and Infinitely Divisible Distributions. Cambridge University Press, Cambridge (1999)

    Google Scholar 

  32. Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (2002)

    Google Scholar 

  33. Khoshnevisan, D., Xiao, Y., Zhong, Y.: Local times of additive Lévy processes. Stoch. Process. Appl. 104, 193–216 (2003)

    Article  Google Scholar 

  34. Barndorff-Nielsen, O.E., Federsen, J., Sato, K.I.: Multivariate subordination, self-decomposability and stability. Adv. Appl. Probab. 33, 130–187 (2001)

    Google Scholar 

  35. Gjessing, H.K., Aalen, O.O., Hjort, N.L.: Frailty models based on Lévy processes. Adv. Appl. Probab. 35, 532–550 (2003)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Eitan Altman.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Altman, E., Fiems, D. Expected waiting time in symmetric polling systems with correlated walking times. Queueing Syst 56, 241–253 (2007). https://doi.org/10.1007/s11134-007-9039-4

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-007-9039-4

Keywords

Mathematics Subject Classification (2000)