Abstract
We study a system of two queues with boundary assistance, represented as a continuous-time Quasi-Birth-and-Death process (QBD). Under our formulation, this QBD has a ‘doubly infinite’ number of phases. We determine the convergence norm of Neuts’ R-matrix and, consequently, the interval in which the decay rate of the infinite system can lie.
We next consider four sequences of finite-phase approximations to the original system in which the Nth approximation has 2N+1 phases; one is derived by truncating the infinite system without augmentation, the others are obtained by using different augmentation schemes that ensure that the generator of the QBD remains conservative. The sequences of matrices {R N } for the truncated system without augmentation and one of the sequences with augmentation have monotonically increasing spectral radii that approach the convergence norm of the infinite-phase R as the truncation point tends to infinity; the two other sequences of matrices {R N } have spectral radii that are constant irrespective of the truncation size, and not equal to the convergence norm of the infinite R.
Similar content being viewed by others
References
Adan, I., Foley, R.D., McDonald, D.R.: Exact asymptotics for the stationary distribution of a Markov chain: a production model. Queueing Syst. 62, 311–344 (2009)
Bean, N.G., Latouche, G.: Approximations to QBDs with infinite blocks. Adv. Appl. Probab. 42, 1102–1125 (2010)
Bini, D.A., Latouche, G., Meini, B.: Numerical Methods for Structured Markov Chains. Numerical Mathematics and Scientific Computation. Oxford University Press, Oxford (2005)
Borovkov, A.A., Mogul’skii, A.A.: Large deviations for Markov chains in the positive quadrant. Russ. Math. Surv. 56, 803–916 (2001)
Foley, R.D., McDonald, D.R.: Join the shortest queue: stability and exact asymptotics. Ann. Appl. Probab. 11, 569–607 (2001)
Haque, L., Zhao, Y.-Q., Liu, L.: Sufficient conditions for a geometric tail in a QBD process with countably many levels and phases. Stoch. Models 21, 77–99 (2004)
He, Q.-M., Neuts, M.F.: Two M/M/1 queues with transfers of customers. Queueing Syst. 42, 377–400 (2002)
Korn, G.A., Korn, T.M.: Mathematical Handbook for Scientists and Engineers: Definitions, Theorems, and Formulas for Reference and Review. McGraw-Hill, New York (1961)
Kroese, D.P., Scheinhardt, W.R.W., Taylor, P.G.: Spectral properties of the tandem Jackson network, seen as a Quasi-Birth-and-Death process. Ann. Appl. Probab. 14, 2057–2089 (2004)
Latouche, G., Ramaswami, V.: A logarithmic reduction algorithm for quasi-birth-and-death processes. J. Appl. Probab. 30, 650–674 (1993)
Latouche, G., Ramaswami, V.: Introduction to Matrix Analytic Methods in Stochastic Modeling. ASA-SIAM Series on Statistics and Applied Probability. SIAM, Philadelphia (1999)
Leemans, H.: The two-class two-server queueing model with nonpreemptive heterogeneous priority structures. Ph.D. thesis, Department of Applied Economics, Katholieke Universiteit Leuven, Belgium (1998)
Leemans, H.: Waiting time distribution in a two-class two-server heterogeneous priority queue. Perform. Eval. 43, 133–150 (2001)
Miyazawa, M.: A Markov renewal approach to the asymptotic decay of the tail probabilities in risk and queuing processes. Probab. Eng. Inf. Sci. 16, 139–150 (2002)
Miyazawa, M.: Tail decay rates in double QBD processes and related reflected random walks. Math. Oper. Res. 34, 547–575 (2009)
Motyer, A.J., Taylor, P.G.: Decay rates for Quasi-birth-and-death processes with countably many phases and tridiagonal block generators. Adv. Appl. Probab. 38, 522–544 (2006)
Neuts, M.F.: Matrix-Geometric Solutions in Stochastic Models. Johns Hopkins University Press, Baltimore (1981)
Neuts, M.F.: The caudal characteristic curve of queues. Adv. Appl. Probab. 18, 221–254 (1986)
Ramaswami, V., Taylor, P.G.: Some properties of the rate operators in level dependent quasi-birth-and-death processes with a countable number of phases. Stoch. Models 12, 143–164 (1996)
Sakuma, Y., Miyazawa, M.: On the effect of finite buffer truncation in a two node Jackson network. J. Appl. Probab. 42, 199–222 (2005)
Seneta, E.: Non-negative Matrices and Markov Chains, 2nd edn. Springer, New York (1981)
Stanford, D., Horn, W., Latouche, G.: Tri-layered QBD processes with boundary assistance for service resources. Stoch. Models 22, 361–382 (2006)
Takahashi, Y., Fujimoto, K., Makimoto, N.: Geometric decay of the steady-state probabilities in a Quasi-Birth-and-Death process with a countable number of phases. Stoch. Models 17, 1–24 (2001)
Tweedie, R.L.: Operator geometric stationary distributions for Markov chains with application to queueing models. Adv. Appl. Probab. 14, 368–391 (1982)
van Doorn, E.A., van Foreest, N.D., Zeifman, A.I.: Representations for the extreme zeros of orthogonal polynomials. J. Comput. Appl. Math. 233, 847–851 (2009)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Latouche, G., Nguyen, G.T. & Taylor, P.G. Queues with boundary assistance: the effects of truncation. Queueing Syst 69, 175–197 (2011). https://doi.org/10.1007/s11134-011-9255-9
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11134-011-9255-9