Sample-Path Analysis of Queueing Systems / Edition 1

Sample-Path Analysis of Queueing Systems / Edition 1

ISBN-10:
0792382102
ISBN-13:
9780792382102
Pub. Date:
08/31/1998
Publisher:
Springer US
ISBN-10:
0792382102
ISBN-13:
9780792382102
Pub. Date:
08/31/1998
Publisher:
Springer US
Sample-Path Analysis of Queueing Systems / Edition 1

Sample-Path Analysis of Queueing Systems / Edition 1

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Overview

Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze shastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context.
The book consistently takes the point of view of focusing on one sample path of a shastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of shastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of shastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke shastic assumptions, which typically are presented at the ends of the chapters.

Product Details

ISBN-13: 9780792382102
Publisher: Springer US
Publication date: 08/31/1998
Series: International Series in Operations Research & Management Science , #11
Edition description: 1999
Pages: 295
Product dimensions: 6.10(w) x 9.25(h) x 0.36(d)

Table of Contents

1. Introduction and Overview.- 1.1 Introduction.- 1.2 Elementary Properties of Point Processes: Y =—X.- 1.3 Little’s Formula: L =—W.- 1.4 Stability and Imbedded Properties of Input-Output Systems.- 1.5 Busy-Period Analysis.- 1.6 Conditional Properties of Queues.- 1.7 Comments and References.- 2. Background and Fundamental Results.- 2.1 Introduction.- 2.2 Background on Point Processes: Y =—X.- 2.3 Cumulative Processes.- 2.4 Rate-Conservation Law.- 2.5 Fundamental Lemma of Maxima.- 2.6 Time-Averages and Asymptotic Frequency Distributions.- 2.7 Comments and References.- 3. Processes with General State Space.- 3.1 Introduction.- 3.2 Relations between Frequencies for a Process with an Imbedded Point Process.- 3.3 Applications to the G/G/1 Queue.- 3.4 Relations between Frequencies for a Process with an Imbedded Cumulative Process (Fluid Model).- 3.5 Martingale ASTA.- 3.6 Comments and References.- 4. Processes with Countable State Space.- 4.1 Introduction.- 4.2 Basic Relations.- 4.3 Networks of Queues: The Arrival Theorem.- 4.4 One-Dimensional Input-Output Systems.- 4.5 Applications to Shastic Models.- 4.6 Relation to Operational Analysis.- 4.7 Comments and References.- 5. Sample-Path Stability.- 5.1 Introduction.- 5.2 Characterization of Stability.- 5.3 Rate Stability for Multiserver Models.- 5.4 Rate Stability for Single-Server Models.- 5.5—-Rate Stability.- 5.6 Comments and References.- 6. Little’s Formula and Extensions.- 6.1 Introduction.- 6.2 Little’s Formula: L =—W.- 6.3 Little’s Formula for Stable Queues.- 6.4 Generalization of Little’s Formula: H =—G.- 6.5 Fluid Version of Little’s Formula.- 6.6 Fluid Version of H =—G 190 6.6.1 Necessary and Sufficient Conditions.- 6.7 Generalization of H =—G.- 6.8 Applications to Shastic Models.- 6.9Comments and References.- 7. Insensitivity of Queueing Networks.- 7.1 Introduction.- 7.2 Preliminary Result.- 7.3 Definitions and Assumptions.- 7.4 Infinite Server Model.- 7.5 Erlang Loss Model.- 7.6 Round Robin Model.- 7.7 Comments and References.- 8. Sample-Path Approach to Palm Calculus.- 8.1 Introduction.- 8.2 Two Basic Results.- 8.3 Extended Results.- 8.4 Relation to Shastic Models.- 8.5 Comments and References.- Appendices.- References.
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