Skip to main content
Log in

Formulas and representations for cyclic Markovian networks via Palm calculus

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

We present an extension of the arrival theorem for the output process from a node in closed Markovian networks which we use to obtain simple representations and explicit expressions for the throughput, the distribution of the cycle time, and the joint distribution of interoutput times from a node in single class closed networks with exponential servers. Our approach uses tools from Palm calculus to obtain a recursion on the number of customers in the system. The analysis relies on a non-overtake condition and thus many of the results obtained here apply only to cyclic, single server networks. One of the surprising conclusions of our analysis is that the interoutput times that comprise the cycle time of a customer are (finitely) exchangeable, i.e., that their joint distribution is invariant under permutations.

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. F. Baccelli and P. Brémaud, Elements of Queueing Theory: Palm-Martingale Calculus and Stochastic Recurrences (Springer, Berlin, 1994).

  2. O.J. Boxma, F.P. Kelly and A.G. Könheim, The product form for sojourn time distributions in cyclic exponential queues, J. Assoc. Comput. Mach. 31(1) (1984) 128–133.

    Google Scholar 

  3. P. Brémaud, Characteristics of queueing systems observed at events and the connection between stochastic intensity and Palm probabilities, Queueing Systems 5 (1989) 99–112.

    Article  Google Scholar 

  4. J.A. Buzacott, J.G. Shanthikumar and D. Yao, Jackson network models of manufacturing systems, in: Stochastic Modeling and Analysis of Manufacturing Systems, ed. D.D. Yao (Springer, New York, 1994).

  5. J.P. Buzen, Computational algorithms for closed queueing networks with exponential servers, Commun. Assoc. Comput. Mach. 16 (1973) 527–531.

    Google Scholar 

  6. W.M. Chow, The cycle time distribution of exponential cyclic queues, J. Assoc. Comput. Mach. 27 (1981) 281–286.

    Google Scholar 

  7. H. Daduna, Passage times for overtake-free paths in Gordon-Newell networks, Adv. Appl. Probab. 14 (1982) 672–686.

    Article  Google Scholar 

  8. P. Franken, D. Köning, U. Arndt and V. Schmidt, Queues and Point Processes (Wiley, Chichester, 1982).

  9. A.I. Gerasimov, An analytical method for obtaining performance measures of queueing networks with different classes of customers, Cybernetics 3 (1991) 98–102 (in Russian).

    Google Scholar 

  10. A.I. Gerasimov, On normalizing constants in multi-class queueing networks, Oper. Res. 43 (1995) 704–711.

    Google Scholar 

  11. J.J. Gordon, The evaluation of normalizing constants in closed queueing networks, Oper. Res. 38 (1990) 863–869.

    Article  Google Scholar 

  12. W.J. Gordon and G.F. Newell, Closed queueing networks with exponential servers, Oper. Res. 15 (1967) 252–267.

    Google Scholar 

  13. P.G. Harrison, A note on cycle times in tree-like queueing networks, Adv. Appl. Probab. 16 (1984) 216–219.

    Article  Google Scholar 

  14. P.G. Harrison, On normalizing constants in queueing networks, Oper. Res. 33 (1985) 464–468.

    Google Scholar 

  15. F.P. Kelly and P.K. Pollet, Sojourn times in closed queueing networks, Adv. Appl. Probab. 15 (1983) 638–656.

    Article  Google Scholar 

  16. E. Koenigsberg, Cyclic queues, Oper. Res. Quarterly 9 (1958) 22–35.

    Google Scholar 

  17. E. Koenigsberg, Production lines and internal storage: a review, Mgmt. Sci. 5 (1959) 410–433.

    Google Scholar 

  18. E. Koenigsberg, Twenty-five years of cyclic queues and queueing networks: a review, J. Oper. Res. Soc. 33 (1982) 605–619.

    Article  Google Scholar 

  19. J. McKenna, Asymptotic expansions of the sojourn time distribution functions of jobs in closed, product-form queueing networks, J. Assoc. Comp. Mach. 34 (1987) 985–1003.

    Google Scholar 

  20. J. McKenna, A generalization of Little's law to moments of queue lengths and waiting times in closed, product-form queueing networks, J. Appl. Probab. 26 (1989) 121–133.

    Article  Google Scholar 

  21. J. McKenna and D. Mitra, Integral representation and asymptotic expansions for closed queueing networks: normal usage, Bell System Tech. J. 61 (1982) 346–360.

    Google Scholar 

  22. J. McKenna and D. Mitra, Asymptotic expansions and integral representation of queue lengths in closed Markovian networks, J. Assoc. Comput. Mach. 31 (1982) 346–360.

    Google Scholar 

  23. M. Reiser and S.S. Lavenberg, Mean-value analysis of closed multichain queueing networks, J. Assoc. Comput. Mach. 27 (1988) 313–322.

    Google Scholar 

  24. R. Schassberger and H. Daduna, The time for a round trip in a cycle of exponential queues, J. Assoc. Comput. Mach. 30 (1980) 146–150.

    Google Scholar 

  25. R. Schassberger and H. Daduna, Sojourn times in queueing networks with multiserver nodes, J. Appl. Probab. 24(2) (1987) 511–521.

    Article  Google Scholar 

  26. K.C. Sevcik and I. Mitrani, The distribution of queueing network states at input and output instants, J. Assoc. Comput. Mach. 28 (1981) 358–371.

    Google Scholar 

  27. J. Walrand, An Introduction to Queueing Networks (Prentice-Hall, Englewood Cliffs, NJ, 1988).

    Google Scholar 

  28. M.A. Zazanis, Push and pull systems with external demands, in: Proceedings of 32nd Allerton Conference on Communication, Control, and Computing (1994) pp. 691–698.

  29. M.A. Zazanis, Closed form expressions for the partition function and cycle time distribution in Gordon-Newel networks, Preprint, MIE Dept., University of Massachusetts, Amherst, MA (1995).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zazanis, M.A. Formulas and representations for cyclic Markovian networks via Palm calculus. Queueing Systems 26, 151–167 (1997). https://doi.org/10.1023/A:1019125006567

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1019125006567

Navigation