Abstract
A general method for the analysis of queueing networks called regenerative decomposition is discussed. It includes global ergodic analysis of the whole network and a following detailed analysis of each separate node.
In the first stage, ergodic conditions are deduced under which the processes describing the network and each node are regenerative (in a wide sense). In the paper, we concentrate mainly on the following stage of analysis (local analysis) which includes obtaining some rate conservation laws for the limiting distributions of the continuous time and (embedded) discrete time processes describing a separate nodes under ergodic conditions.
Some useful properties of regenerative wide sense processes are considered in detail.
Similar content being viewed by others
References
Asmussen, S.:Applied Probability and Queues, Wiley, Chichester, New York, Brisbane, Toronto, Singapore, 1987.
Borovkov, A. A.: Some limit theorems in the theory of mass service, II,Theory Probab. Appl. 10 (1965), 375–400.
Borovkov, A. A.:Asymptotic Methods in Queueing Theory, Wiley, Chichester, New York, Brisbane, Toronto, Singapore, 1984.
Borovkov, A. A.: Limit theorems for queueing networks,Theory Probab. Appl. 31 (1986), 474–490.
Feller, W.:An Introduction to Probability Theory and its Applications, Vol. 2, Wiley, New York, 1971.
Foss, S. G.: The ergodicity of queueing networks,Siberian Math. J. 32 (1991), 184–203 (in Russian).
Glynn, P. W. and Whitt, W.: Limit theorems for cumulative processes,Stochastic Proc. Appl. (1993) (to appear).
Foss, S. G. and Kalashnikov, V. V.: Regeneration and renovation in queues,Queueing Systems 8 (1991), 211–224.
Iglehart, D. L. and Whitt, W: Multiple channel queues in heavy traffic, I,Adv. Appl. Probab. 2 (1970), 150–170.
Iglehart, D. L. and Shedler, G. S.:Regenerative Simulation of Response Times in Networks of Queues, Springer-Verlag, Berlin, Heidelberg, 1980.
Kalahne, U.: Existence, uniqueness and some invariance properties of stationary distributions for general single server queues,Math. Operationsforsch. Statist. 7 (1976), 557–575.
Kalashnikov, V. V. and Rachev, S.:Mathematical Methods for Construction of Queueing Models, Wadsworth and Brooks/Cole, 1990.
Kaspi, H. and Mandelbaum, A.: Regenerative closed queueing networks,Stochastics and Stochastics Rep. 39 (1992), 239–258.
Miyazawa, M.: A formal approach to queueing processes in the steady state and their applications,J. Appl. Probab. 16 (1979), 332–346.
Morozov, E. V.: Some results for continuous-time processes in queue GI/GI/I with losses, I,Izv. Akad. Nauk Byelorus. 2 (1983), 51–55 (in Russian).
Morozov, E. V.: Queueing system GI/GI/m with losses and non-identical channels,Eng. Cybern. No. 2 (1985), 84–90.
Morozov, E. V.: Renovation of multi-channel queues,Dokl. Akad. Nauk BSSR 2 (1987), 120–123 (in Russian).
Morozov, E. V.: Conservation of regenerative input in the acyclic queueing network, inStability Problems for Stochastic Models, Proceedings, VNIISI, Moscow, 1988, pp. 115–119 (in Russian).
Morozov, E. V.: Harris regeneration in queueing networks, inAbstracts of Communications, Fifth Internat. Vilnius Conf. on Probab. Theory and Math. Statist., 1989, pp. 65–66 (in Russian).
Morozov, E. V.: Regeneration of closed queueing network,Stability Problems for Stochastic Models, Proceedings, VNIISI, Moscow, 1990, pp. 61–69 (in Russian).
Morozov, E. V.: A comparison theorem for queueing system with non-identical channels, inStability Problems for Stochastic Models, Springer-Verlag, New York, 1993, pp. 130–133.
Nummelin, E.: A conservation property for general GI¦G¦1 queues with application to tandem queues,Adv. Appl. Probab. 11 (1979), 660–672.
Nummelin, E.: Regeneration in tandem queues,Adv. Appl. Probab. 13 (1981), 221–230.
Rootzen, H.: Maxima and exceedances of stationary Markov chains,Adv. Appl. Probab. 20 (1988), 371–390.
Shanbhag, D. N.: Some extentions of Takacs's limit theorems,J. Appl. Probab. 11 (1974), 752–761.
Shedler, G. S.:Regeneration and Networks of Queues, Springer-Verlag, New York, Berlin, Heidelberg, London, Paris, Tokyo, 1987.
Sigman, K.: Queues as Harris recurrent Markov chains,Queueing Systems 3 (1988), 179–198.
Sigman, K.: Regeneration in tandem queues with multiserver stations,J. Appl. Probab. 25 (1988), 391–403.
Sigman, K.: Notes on the stability of closed queueing networks,J. Appl. Probab. 26 (1989), 678–682.
Sigman, K.: The stability of open queueing networks,Stoch. Proc. Appl. 35 (1990), 11–25.
Sigman, K.: One-dependent regenerative processes and queues in continious time,Math. Oper. Res. 15 (1991), 175–189.
Smith, W. L.: Regenerative stochastic processes,Proc. Roy. Soc., Ser. A 232 (1955), 6–31.
Smith, W. L.: Renewal theory and its ramifications,J. Roy. Stat. Soc., Ser. B 20 (1958), 243–302.
Stidham, S.: Regenerative processes in the theory of queues, with applications to the alternating-priority queue,Adv. Appl. Probab. 4 (1972), 542–577.
Wolff, R. L.: An upper bound for multi-channel queues,J. Appl. Probab. 14 (1977), 884–888.
Wolff, R. L.: Upper bounds on work in system for multi-channel queue,J. Appl. Probab. 24 (1987), 547–551.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Morozov, E.V. Wide sense regenerative processes with applications to multi-channel queues and networks. Acta Applicandae Mathematicae 34, 189–212 (1994). https://doi.org/10.1007/BF00994265
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00994265