Skip to main content
Log in

A sample path analysis of the M t /M t /c queue

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

The exact transient distribution of the queue length of the M t /M t /1 single server queue with time‐dependent Poisson arrival rate and time‐dependent exponential service rate was recently obtained by Zhang and Coyle [63] in terms of a solution to a Volterra equation. Their method involved the use of generating functions and complex analysis. In this paper, we present an approach that ties the computation of these transient distributions directly to the random sample path behavior of the M t /M t /1 queue. We show the versatility of this method by applying it to the M t /M t /c multiserver queue, and indicating how it can be applied to queues with time‐dependent phase arrivals or time‐dependent phase service.

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.

Similar content being viewed by others

References

  1. S. Asmussen and H. Thorisson, A Markov chain approach to periodic queues, J. Appl. Probab. 24 (1987) 215–225.

    Google Scholar 

  2. F. Baccelli and W.A. Massey, A sample path analysis of the M/M/1 queue, J. Appl. Probab. 26 (1989) 418–422.

    Google Scholar 

  3. N. Bambos and J. Walrand, On queues with periodic inputs, J. Appl. Probab. 26 (1989) 381–389.

    Google Scholar 

  4. N. Bambos and J. Walrand, On stability of state-dependent queues and acyclic queueing networks, Adv. in Appl. Probab. 21 (1989) 681–701.

    Google Scholar 

  5. R.A. Brualdi, Introductory Combinatorics (North-Holland, New York, 1992).

    Google Scholar 

  6. H. Brunner and P.J. van der Houwen, The Numerical Solution of Volterra Equations (North-Holland, Amsterdam, 1986).

    Google Scholar 

  7. G.L. Choudhury, D.M. Lucantoni and W. Whitt, Numerical solution of piecewise stationary M t /G t /1 queues, Oper. Res. 45(3) (1997) 451–463.

    Google Scholar 

  8. A.B. Clarke, A waiting line process of Markov type, Ann. Math. Statist. 27 (1956) 452–459.

    Google Scholar 

  9. E.G. Coffman and M.I. Reiman, Diffusion approximations for computer communications systems, in: Mathematical Computer Performance and Reliability (North-Holland, New York, 1984) pp. 33–54.

    Google Scholar 

  10. J.D. Dollard and C.N. Friedman, Product Integration with Applications to Differential Equations (with an appendix by P.R. Masani), Encyclopedia of Mathematics and its Applications, Vol. 10 (Addison-Wesley, Reading, MA, 1979).

    Google Scholar 

  11. S.G. Eick, W.A. Massey and W. Whitt, The physics of the M t /G/1 queue, Oper. Res. 10(2) (1985) 731–742.

    Google Scholar 

  12. M. El-Taha and S. Stidham, Deterministic analysis of queueing systems with heterogeneous servers, Theoret. Comput. Sci. 106 (1992) 243–264.

    Google Scholar 

  13. G.I. Falin, Periodic queues in heavy traffic, Adv. in Appl. Probab. 21 (1989) 485–487.

    Google Scholar 

  14. H.O. Fattorini, The Cauchy Problem, Encyclopedia of Mathematics and its Applications, Vol. 18 (Addison-Wesley, Reading, MA, 1983).

    Google Scholar 

  15. C. Flores, Diffusion approximations for computer communications networks, in: Computer Communications, ed. B. Gopinath (Amer. Mathematical Soc., 1985) pp. 83–124.

  16. R.D. Foley, Stationary Poisson departure processes from nonstationary queues, J. Appl. Probab. 23 (1986) 256–260.

    Google Scholar 

  17. E. Gelenbe and D. Finkel, Stationary deterministic flows: II. The single server queue, Theoret. Comput. Sci. 52 (1987) 269–280.

    Google Scholar 

  18. I.I. Gerontidis, On certain aspects of nonhomogeneous Markov systems in continuous time, J. Appl. Probab. 27 (1990) 530–544.

    Google Scholar 

  19. I.I. Gerontidis, Periodic strong ergodicity in nonhomogeneous Markov systems, J. Appl. Probab. 28 (1991) 58–73.

    Google Scholar 

  20. I.I. Gerontidis, Cyclic strong ergodicity in nonhomogeneous Markov systems, SIAM J. Matrix Anal. Appl. 13 (1992) 550–566.

    Google Scholar 

  21. I.I. Gerontidis, A continuous time Markov-renewal replacement model for manpower systems, Appl. Stochastic Models Data Anal. 9 (1993) 39–58.

    Google Scholar 

  22. R.D. Gill and S. Johansen, A survey of product-integration with a view toward application in survival analysis, Ann. Statist. 18(4) (1990) 1501–1555.

    Google Scholar 

  23. V. Giorno, A.G. Nobile and L.M. Ricciardi, On some time nonhomogeneous diffusion approximations to queueing systems, Adv. in Appl. Probab. 19 (1987) 974–994.

    Google Scholar 

  24. P.W. Glynn, Diffusion approximations, in: Handbooks in Operations Research and Management Science, Vol. 2: Stochastic Models, eds. D.P. Heyman and M.J. Sobel (North-Holland, New York, 1990) pp. 145–198.

    Google Scholar 

  25. I.S. Gradshteyn, I.M. Ryzhik and A. Jeffrey, eds., Table of Integrals, Series, and Products, 5th ed. (translated from the Russian by Scripta Technica) (Academic Press, San Diego, CA, 1994).

    Google Scholar 

  26. L. Green, A multiple dispatch queueing model of police patrol operations, Managm. Sci. 30(6) (June 1984) 653–670.

    Google Scholar 

  27. L. Green and P. Kolesar, The pointwise stationary approximation for queues with nonstationary arrivals, Managm. Sci. 37(1) (1991) 84–97.

    Google Scholar 

  28. L. Green and P. Kolesar, A comparison of the multiple dispatch and M/M/c priority queueing models of police patrol, Managm. Sci. 30(6) (1984) 665–670.

    Google Scholar 

  29. G. Gripenberg, S.O. Londen and O. Staffans, Volterra Integral and Functional Equations, Encyclopedia of Mathematics and its Applications, Vol. 34 (Addison-Wesley, Reading, MA, 1990).

    Google Scholar 

  30. D. Gross and C.M. Harris, Fundamentals of Queueing Theory, 2nd ed. (Wiley, New York, 1985).

    Google Scholar 

  31. J.M. Harrison, Brownian Motion and Stochastic Flow Systems (Wiley, New York, 1985).

  32. J.M. Harrison and A.J. Lemoine, Limit theorems for periodic queues, J. Appl. Probab. 14 (1977) 566–576.

    Google Scholar 

  33. J.M. Harrison and M.I. Reiman, Reflected Brownian motion on an orthant, Ann. Probab. 9 (1981) 302–308.

    Google Scholar 

  34. J.M. Harrison and M.I. Reiman, On the distribution of multidimensional Brownian motion, SIAM J. Appl. Math. 41(2) (1981) 345–361.

    Google Scholar 

  35. D.P. Heyman and W. Whitt, The asymptotic behavior of queues with time-varying arrival rates, J. Appl. Probab. 21 (1984) 143–156.

    Google Scholar 

  36. J.B. Keller, Time-dependent queues, SIAM Rev. 24 (1982) 401–412.

    Google Scholar 

  37. A.J. Lemoine, Networks of queues-A survey of weak convergence results, Managm. Sci. 24 (1978) 1175–1193.

    Google Scholar 

  38. A.J. Lemoine, On queues with periodic Poisson input, J. Appl. Probab. 18 (1981) 889–900.

    Google Scholar 

  39. A.J. Lemoine, Waiting time and workload in queues with periodic Poisson input,J. Appl. Probab. 26 (1989) 390–397.

    Google Scholar 

  40. P. Linz, Analytical and Numerical Methods for Volterra Equations (SIAM, Philadelphia, PA, 1985).

    Google Scholar 

  41. A. Mandelbaum and W.A. Massey, Strong approximations for time-dependent queues, Math. Oper. Res. 20 (1995) 33–64.

    Google Scholar 

  42. B.H. Margolius, Time-dependent multiserver and priority queues, Ph.D. dissertation, Case Western Reserve University (1996).

  43. W.A. Massey, Asymptotic analysis of the time dependent M/M/1 queue, Math. Oper. Res. 10(2) (1985) 305–327.

    Google Scholar 

  44. W.A. Massey, A family of bounds for the transient behavior of a Jackson network, J. Appl. Probab. 23 (1986) 543–549.

    Google Scholar 

  45. W.A. Massey, Calculating exit times for series Jackson networks, J. Appl. Probab. (1987) 226–234.

  46. W.A. Massey, Stochastic orderings for Markov processes on partially ordered spaces, Math. Oper. Res. 12(2) (1987) 350–367.

    Google Scholar 

  47. W.A. Massey and W. Whitt, Networks of infinite-server queues with nonstationary Poisson input, Queueing Systems 13 (1993) 183–250.

    Google Scholar 

  48. W.A. Massey and W. Whitt, Unstable asymptotics for nonstationary queues, Math. Oper. Res. 19(2) (1994) 267–291.

    Google Scholar 

  49. M.F. Neuts, Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach (Dover, New York, 1994); originally published: Johns Hopkins University Press, Baltimore, MD, 1981.

    Google Scholar 

  50. G.F. Newell, Queues with time-dependent arrival rates I, II, III, J. Appl. Probab. (May 1968) 436–451, 579–590, and 591–606.

  51. G.F. Newell, Applications of Queueing Theory, 2nd ed. (Chapman and Hall, Cambridge, 1982).

    Google Scholar 

  52. A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations (Springer, New York, 1983).

    Google Scholar 

  53. W.H. Press, S.A. Teukolsky, W.T. Vetterling and B.P. Flannery, Numerical Recipes in C, 2nd ed. (reprinted with corrections) (Cambridge University Press, New York, 1994).

    Google Scholar 

  54. T. Rolski, Queues with nonstationary input stream: Ross' conjecture, Adv. in Appl. Probab. 13 (1981) 603–618.

    Google Scholar 

  55. T. Rolski, Approximation of periodic queues, Adv. in Appl. Probab. 19 (1987) 691–707.

    Google Scholar 

  56. T. Rolski, Queues with nonstationary inputs, Queueing Systems 5 (1989) 113–130.

    Google Scholar 

  57. M.H. Rothkopf and S.S. Oren, A closure approximation for the nonstationary M/M/s queue, Managm. Sci. 25(6) (1979) 522–534.

    Google Scholar 

  58. S. Stidham and M. El-Taha, Sample-path analysis of processes with imbedded point processes, Queueing Systems 5 (1989) 131–166.

    Google Scholar 

  59. M.R. Taaffe and K.L. Ong, Approximating nonstationary Ph(t)/M(t)/s/c queueing systems, Ann. Oper. Res. 8 (1987) 103–116.

    Google Scholar 

  60. H. Thorisson, Periodic regeneration, Stochastic Process. Appl. 20 (1985) 85–104.

    Google Scholar 

  61. W. Whitt, Heavy traffic theorems for queues: A survey, in: Mathematical Methods in Queueing Theory, ed. A.B. Clark (Springer, Berlin, 1974).

    Google Scholar 

  62. W. Whitt, The pointwise stationary approximation for M t /M t /s queues is asymptotically correct as the rates increase, Managm. Sci. 37(3) (1991) 307–314.

    Google Scholar 

  63. J. Zhang and E.J. Coyle, The transient solution of time-dependent M/M/1 queues, IEEE Trans. Inform. Theory 37(6) (1991) 1690–1696.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Margolius, B.H. A sample path analysis of the M t /M t /c queue. Queueing Systems 31, 59–93 (1999). https://doi.org/10.1023/A:1019145927891

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1019145927891

Navigation