Skip to main content

Spectral Expansion Solutions for Markov-Modulated Queues

  • Chapter
Network Performance Engineering

Part of the book series: Lecture Notes in Computer Science ((LNCCN,volume 5233))

  • 2051 Accesses

Abstract

This tutorial deals with the solution of a large class of models where the behaviour of an unbounded queue is influenced by the evolution of a Markovian environment. The latter, in turn, may be affected by the state of the queue. Several examples of such models, with applications in the fields of computing, communication and manufacturing, are given. The spectral expansion method for obtaining exact solutions is described. A simple and easily computable approximation which is asymptotically exact in heavy traffic is also presented. Some illustrative examples are included.

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

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 139.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 179.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Buzacott, J.A., Shanthikumar, J.G.: Stochastic Models of Manufacturing Systems. Prentice-Hall, Englewood Cliffs (1993)

    MATH  Google Scholar 

  2. Daigle, J.N., Lucantoni, D.M.: Queueing systems having phase-dependent arrival and service rates. In: Stewart, W.J. (ed.) Numerical Solutions of Markov Chains. Marcel Dekker, New York (1991)

    Google Scholar 

  3. Chakka, R., Do, T.V.: The \(MM\sum_{k=1}^K CPP_k/GE/c/L G\)-queue with Heterogeneous Servers: Steady state solution and an application to performance evaluation. Performance Evaluation 64, 191–209 (2007)

    Article  Google Scholar 

  4. Chakka, R., Harrison, P.G.: A Markov modulated multi-server queue with negative customers – The MM CPP/GE/c/L G-queue. Acta Informatica 37, 881–919 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  5. Do, T.V., Chakka, R., Harrison, P.G.: An Integrated Analytical Model for Computation and Comparison of the Throughputs of the UMTS/HSDPA User Equipment Categories. In: Procs, MSWiM 2007 (Modeling, Analysis, and Simulation of Wireless and Mobile Systems), Crete (2007)

    Google Scholar 

  6. Gail, H.R., Hantler, S.L., Taylor, B.A.: Spectral analysis of M/G/1 and G/M/1 type Markov chains. Adv. in Appl. Prob. 28, 114–165 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  7. Gohberg, I., Lancaster, P., Rodman, L.: Matrix Polynomials. Academic Press, London (1982)

    MATH  Google Scholar 

  8. Jennings, A.: Matrix Computations for Engineers and Scientists. Wiley, Chichester (1977)

    MATH  Google Scholar 

  9. Konheim, A.G., Reiser, M.: A queueing model with finite waiting room and blocking. JACM 23(2), 328–341 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  10. Latouche, G., Jacobs, P.A., Gaver, D.P.: Finite Markov chain models skip-free in one direction. Naval Res. Log. Quart. 31, 571–588 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  11. Mitrani, I.: Approximate Solutions for Heavily Loaded Markov Modulated Queues. Performance Evaluation 62, 117–131 (2005)

    Article  Google Scholar 

  12. Mitrani, I., Avi-Itzhak, B.: A many-server queue with service interruptions. Operations Research 16(3), 628–638 (1968)

    Article  MATH  Google Scholar 

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

    Google Scholar 

  14. Mitrani, I., Mitra, D.: A spectral expansion method for random walks on semi-infinite strips. In: IMACS Symposium on Iterative Methods in Linear Algebra, Brussels (1991)

    Google Scholar 

  15. Neuts, M.F.: Matrix Geometric Solutions in Stochastic Models. John Hopkins Press, Baltimore (1981)

    MATH  Google Scholar 

  16. Neuts, M.F., Lucantoni, D.M.: A Markovian queue with N servers subject to breakdowns and repairs. Management Science 25, 849–861 (1979)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2011 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Mitrani, I. (2011). Spectral Expansion Solutions for Markov-Modulated Queues. In: Kouvatsos, D.D. (eds) Network Performance Engineering. Lecture Notes in Computer Science, vol 5233. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02742-0_19

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-02742-0_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-02741-3

  • Online ISBN: 978-3-642-02742-0

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics