Skip to main content
Log in

An Eigenvalue Approach to Analyzing a Finite Source Priority Queueing Model

  • Published:
Annals of Operations Research Aims and scope Submit manuscript

Abstract

In this paper, we present a novel approach to determining the steady-state distribution for the number of jobs present in a 2-class, single server preemptive priority queueing model where the low priority source population is finite. Arrivals are assumed to be Poisson with exponential service times. The system investigated is a quasi birth and death process, and the joint distribution is derived via the method of generalized eigenvalues. Using this approach, we are able to obtain all eigenvalues and corresponding eigenvectors explicitly. Furthermore, we link this method to the matrix analytic approach by obtaining an explicit solution for the rate matrix R. Two numerical examples are given to illustrate the procedure and highlight some important computational features.

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

Access this article

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

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. A.S. Alfa, Matrix-geometric solution of discrete time MAP/PH/1 priority queue, Naval Research Logistics 45 (1998) 23-50.

    Google Scholar 

  2. D. Bertsimas, An analytic approach to a general class of G/G/s queueing systems, Operations Research 38 (1990) 139-155.

    Google Scholar 

  3. W.S. Dorn and D.D. McCracken, NumericalMethods with Fortran IV Case Studies (Wiley, New York, 1972).

    Google Scholar 

  4. H.R. Gail, S.L. Hantler and B.A. Taylor, Analysis of a non-preemptive priority multiserver queue, Advances in Applied Probability 20 (1988) 852-879.

    Google Scholar 

  5. E. Gelenbe and I. Mitrani, Analysis and Synthesis of Computer Systems (Academic Press, London, 1980).

    Google Scholar 

  6. P. Gohberg, P. Lancaster and L. Rodman, Matrix Polynomials (Academic Press, New York, 1982).

    Google Scholar 

  7. W.K. Grassmann and S. Drekic, An analytical solution for a tandem queue with blocking, Queueing Systems 36 (2000) 221-235.

    Google Scholar 

  8. W.K. Grassmann and J. Tavakoli, A tandem queue with movable servers: an eigenvalue approach, Preprint (2001).

  9. B.R. Haverkort and A. Ost, Steady-state analysis of infinite stochastic Petri nets: A comparison between the spectral expansion and the matrix-geometric method, in: Proc. of 7th International Workshop on Petri Nets and Performance Models, Saint Malo, France (IEEE Computer Society Press, Silver Spring, Maryland, 1997) pp. 36-45.

    Google Scholar 

  10. E.P.C. Kao and K.S. Narayanan, Computing steady-state probabilities of a non-preemptive priority multiserver queue, ORSA Journal of Computing 2 (1990) 211-218.

    Google Scholar 

  11. L. Kleinrock, Queueing Systems, Volume II: Computer Applications (Academic Press, London, 1980).

    Google Scholar 

  12. G. Latouche and V. Ramaswami, A logarithmic reduction algorithm for quasi-birth-death processes, Journal of Applied Probability 30 (1993) 650-674.

    Google Scholar 

  13. D.R. Miller, Computation of steady-state probabilities for M/M/1 priority queues, Operations Reserach 29 (1981) 945-958.

    Google Scholar 

  14. I. Mitrani and R. Chakka, Spectral expansion solution for a class of Markov models: Application and comparison with the matrix-geometric method, Performance Evaluation 23 (1995) 241-260.

    Google Scholar 

  15. P.M. Morse, Queues, Inventories and Maintenance (Wiley, New York, 1958).

    Google Scholar 

  16. M.F. Neuts, The probabilistic significance of the rate matrix in matrix-geometric invariant vectors, Journal of Applied Probability 17 (1980) 291-296.

    Google Scholar 

  17. M.F. Neuts, Matrix Geometric Solutions in Stochastic Models-An Algorithmic Approach (Dover, New York, 1981).

    Google Scholar 

  18. W.P. Pierskalla and D.J. Brailer, Applications of operations research in health care delivery, in: Operations Research and the Public Sector, eds. S.M. Pollack, M.H. Rothkopf and A. Barnett (North-Holland, Amsterdam, 1994) pp. 469-505.

    Google Scholar 

  19. B.W. Stuck and E. Arthurs, A Computer and Communications Network Performance Analysis Primer (Prentice-Hall, Englewood Cliffs, NJ, 1985).

    Google Scholar 

  20. H. Takagi, Queueing Analysis: A Foundation of Performance Evaluation, Volume 1: Vacation and Priority Systems, Part 1 (North-Holland, Amsterdam, 1991).

    Google Scholar 

  21. H. Takagi, Queueing Analysis: A Foundation of Performance Evaluation, Volume 2: Finite Systems (North-Holland, Amsterdam, 1993).

    Google Scholar 

  22. T. Takine, A nonpreemptive priority MAP/G/1 queue with two classes of customers, Journal of Operations Research Society of Japan 39 (1996) 266-290.

    Google Scholar 

  23. K. Wuyts and R.K. Boel, Efficient matrix-geometric methods for B_ISDN by using spectral decomposition of the rate matrix, in: Advances in Matrix Analytical Methods for Stochastic Models (Notable Publications, Neshanic Station, NJ, 1998) pp. 341-359.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Drekic, S., Grassmann, W.K. An Eigenvalue Approach to Analyzing a Finite Source Priority Queueing Model. Annals of Operations Research 112, 139–152 (2002). https://doi.org/10.1023/A:1020933122382

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1020933122382

Navigation