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2003 | Buch | 2. Auflage

Elements of Queueing Theory

Palm Martingale Calculus and Stochastic Recurrences

verfasst von: François Baccelli, Pierre Brémaud

Verlag: Springer Berlin Heidelberg

Buchreihe : Stochastic Modelling and Applied Probability

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Über dieses Buch

Queueing theory is a fascinating subject in Applied Probability for two con­ tradictory reasons: it sometimes requires the most sophisticated tools of stochastic processes, and it often leads to simple and explicit answers. More­ over its interest has been steadily growing since the pioneering work of Erlang in 1917 on the blocking of telephone calls, to the more recent applications on the design of broadband communication networks and on the performance evaluation of computer architectures. All this led to a huge literature, articles and books, at various levels of mathematical rigor. Concerning the mathematical approach, most of the explicit results have been obtained when specific assumptions (Markov, re­ newal) are made. The aim of the present book is in no way to give a systematic account of the formulas of queueing theory and their applications, but rather to give a general framework in which these results are best understood and most easily derived. What knowledge of this vast literature is needed to read the book? As the title of the book suggests, we believe that it can be read without prior knowledge of queueing theory at all, although the unifying nature of the proposed framework will of course be more meaningful to readers who already studied the classical Markovian approach.

Inhaltsverzeichnis

Frontmatter
1. The Palm Calculus of Point Processes
Abstract
The input into a queueing system can be viewed as a sequence of required service times together with the times at which these requests arrive, that is, a double sequence {(T n , σ n )} indexed by the set ℤ of relative integers, where σ n is the amount of service (in time units) needed by customer n, who arrives at time T n . If there are no batch arrivals, then T n < T n +1. Since we are interested in the stationary behavior of the system, the sequence of arrival times {T n } contains arbitrarily large negative times. By convention, the negative or null times of the arrival sequence will be indexed by negative or null relative integers, and the positive times by positive integers: ... < T −2 < T −1 < T 0 < 0 < T 1 < T 2 < ...
François Baccelli, Pierre Brémaud
2. Stationarity and Coupling
Abstract
The θ t -framework presented in Chapter 1 features point processes, sequences and stochastic processes which are compatible with the flow {θ t }. In the study of stationary queueing systems, the input into the system is a marked point process (the marks being, for instance, the service times required by the arriving customers) which is compatible with {θ t }. This input in turn generates secondary processes such as the workload process, the departure point process and the congestion process. The following question arises: can the initial conditions (for instance the congestion at the origin of times) be chosen in such a way that the secondary process under consideration is stationary? The underlying probability P being assumed θ t -invariant for all t, a stronger statement is: is the secondary process compatible with the flow {θ t }. and finite (when it could possibly be infinite)?
François Baccelli, Pierre Brémaud
3. Formulas
Abstract
Chapter 1 introduced the θ t -framework, a convenient formalism for the study of point processes and stochastic processes which are jointly stationary. In Chapter 2, it was shown that the house is not empty but shelters a number of stationary queueing systems. In the stable case, coupling arguments often show convergence in variation of an initially non-stationary state to the stationary state obtained by a construction of the Loynes type. Thanks to the existence of construction points, from which secondary processes (such as the congestion process in G/G/1/∞) can be obtained from the stationary state (the workload process in G/G/1/∞), the convergence in variation of the secondary processes is a consequence of the same phenomenon for the stationary state. This state of things allows one to obtain the basic formulas of queueing theory concerning limit processes directly on the stationary system, in the θ t -framework. This separates the task of obtaining formulas from that of obtaining limit distributions, and enables one to give short and elementary proofs of the classical formulas and results of queueing theory.
François Baccelli, Pierre Brémaud
4. Stochastic Ordering of Queues
Abstract
Since many queueing systems are analytically intractable, one often has to resort to more qualitative properties such as the monotonicity of the waiting or sojourn times with respect to the service or inter-arrival times. This often leads to the derivation of bounds that may give useful information on the behavior of a system that cannot be exactly computed. Another application of stochastic comparison is optimal design, where one does not necessarily want to compute the performance of a particular system, but one only wishes to show that the system is the best, for some criteria, among a given class of systems. Such optimality results are collected in § 4.1.
François Baccelli, Pierre Brémaud
Backmatter
Metadaten
Titel
Elements of Queueing Theory
verfasst von
François Baccelli
Pierre Brémaud
Copyright-Jahr
2003
Verlag
Springer Berlin Heidelberg
Electronic ISBN
978-3-662-11657-9
Print ISBN
978-3-642-08537-6
DOI
https://doi.org/10.1007/978-3-662-11657-9