
Analysis of queues : methods and applications
Title:
Analysis of queues : methods and applications
Author:
Gautam, Natarajan.
ISBN:
9781439806586
Personal Author:
Publication Information:
Boca Raton, FL : CRC Press/Taylor & Francis, c2012.
Physical Description:
xxiii, 778 p. : ill. ; 24 cm.
Series:
The operations research series
Operations research series.
General Note:
Formerly CIP.
Contents:
Machine generated contents note: 1.Introduction -- 1.1.Analysis of Queues: Where, What, and How? -- 1.1.1.Where Is This Used? The Applications -- 1.1.2.What Is Needed? The Art of Modeling -- 1.1.3.How Do We Plan to Proceed? Scope and Methods -- 1.2.Systems Analysis: Key Results -- 1.2.1.Stability and Flow Conservation -- 1.2.2.Definitions Based on Limiting Averages -- 1.2.3.Asymptotically Stationary and Ergodic Flow Systems -- 1.2.4.Little's Law for Discrete Flow Systems -- 1.2.5.Observing a Flow System According to a Poisson Process -- 1.3.Queueing Fundamentals and Notations -- 1.3.1.Fundamental Queueing Terminology -- 1.3.2.Modeling a Queueing System as a Flow System -- 1.3.3.Relationship between System Metrics for G/G/s Queues -- 1.3.3.1.G/G/s/K Queue -- 1.3.4.Special Case of M/G/s Queue -- 1.4.Psychology in Queueing -- Reference Notes -- Exercises -- 2.Exponential Interarrival and Service Times: Closed-Form Expressions -- 2.1.Solving Balance Equations via Arc Cuts --
Contents note continued: 2.1.1.Multiserver and Finite Capacity Queue Model (M/M/s/K) -- 2.1.2.Steady-State Analysis -- 2.1.3.Special Cases -- 2.2.Solving Balance Equations Using Generating Functions -- 2.2.1.Single Server and Infinite Capacity Queue (M/M/1) -- 2.2.2.Retrial Queue with Application to Local Area Networks -- 2.2.3.Bulk Arrival Queues (M[X]/M/1) with a Service System Example -- 2.2.4.Catastrophic Breakdown of Servers in M/M/1 Queues -- 2.3.Solving Balance Equations Using Reversibility -- 2.3.1.Reversible Processes -- 2.3.2.Properties of Reversible Processes -- 2.3.3.Example: Analysis of Bandwidth-Sensitive Traffic -- Reference Notes -- Exercises -- 3.Exponential Interarrival and Service Times: Numerical Techniques and Approximations -- 3.1.Multidimensional Birth and Death Chains -- 3.1.1.Motivation: Threshold Policies in Optimal Control -- 3.1.2.Algorithm Using Recursively Tridiagonal Linear Equations -- 3.1.3.Example: Optimal Customer Routing --
Contents note continued: 3.2.Multidimensional Markov Chains -- 3.2.1.Quasi-Birth-Death Processes -- 3.2.2.Matrix Geometric Method for QBD Analysis -- 3.2.3.Example: Variable Service Rate Queues in Computer Systems -- 3.3.Finite-State Markov Chains -- 3.3.1.Efficiently Computing Steady-State Probabilities -- 3.3.1.1.Eigenvalues and Eigenvectors -- 3.3.1.2.Direct Computation -- 3.3.1.3.Using Transient Analysis -- 3.3.1.4.Finite-State Approximation -- 3.3.2.Example: Energy Conservation in Data Centers -- Reference Notes -- Exercises -- 4.General Interarrival and/or Service Times: Closed-Form Expressions and Approximations -- 4.1.Analyzing Queues Using Discrete Time Markov Chains -- 4.1.1.M/G/1 Queue -- 4.1.2.G/M/1 Queue -- 4.2.Mean Value Analysis -- 4.2.1.Explaining MVA Using an M/G/1 Queue -- 4.2.2.Approximations for Renewal Arrivals and General Service Queues -- 4.2.3.Departures from G/G/1 Queues -- 4.3.Bounds and Approximations for General Queues --
Contents note continued: 4.3.1.General Single Server Queueing System (G/G/1) -- 4.3.2.Multiserver Queues (M/G/s, G/M/s, and G/G/s) -- 4.3.3.Case Study: Staffing and Work-Assignment in Call Centers -- 4.3.3.1.TravHelp Calls for Help -- 4.3.3.2.Recommendation: Major Revamp -- 4.3.3.3.Findings and Adjustments -- 4.4.Matrix Geometric Methods for G/G/s Queues -- 4.4.1.Phase-Type Processes: Description and Fitting -- 4.4.2.Analysis of Aggregated Phase-Type Queue (Σ PHi/PH/s) -- 4.4.3.Example: Application in Semiconductor Wafer Fabs -- 4.5.Other General Queues but with Exact Results -- 4.5.1.M/G/[∞] Queue: Modeling Systems with Ample Servers -- 4.5.2.M/G/1 Queue with Processor Sharing: Approximating CPUs -- 4.5.3.M/G/s/s Queue: Telephone Switch Application -- Reference Notes -- Exercises -- 5.Multiclass Queues under Various Service Disciplines -- 5.1.Introduction -- 5.1.1.Examples of Multiclass Systems -- 5.1.2.Preliminaries: Little's Law for the Multiclass System --
Contents note continued: 5.1.3.Work-Conserving Disciplines for Multiclass G/G/1 Queues -- 5.1.4.Special Case: At Most One Partially Completed Service -- 5.2.Evaluating Policies for Classification Based on Types: Priorities -- 5.2.1.Multiclass M/G/1 with FCFS -- 5.2.2.M/G/1 with Nonpreemptive Priority -- 5.2.3.M/G/1 with Preemptive Resume Priority -- 5.2.4.Case Study: Emergency Ward Planning -- 5.2.4.1.Service Received by Class-1 Patients -- 5.2.4.2.Experience for Class-2 Patients -- 5.2.4.3.Three-Class Emergency Ward Operation -- 5.3.Evaluating Policies for Classification Based on Location: Polling Models -- 5.3.1.Exhaustive Polling -- 5.3.2.Gated Policy -- 5.3.3.Limited Service -- 5.4.Evaluating Policies for Classification Based on Knowledge of Service Times -- 5.4.1.Shortest Processing Time First -- 5.4.2.Preemptive Shortest Job First -- 5.4.3.Shortest Remaining Processing Time -- 5.5.Optimal Service-Scheduling Policies -- 5.5.1.Setting and Classification --
Contents note continued: 5.5.2.Optimal Scheduling Policies in Single Class Queues -- 5.5.3.Optimal Scheduling Policies in Multiclass Queues -- Reference Notes -- Exercises -- 6.Exact Results in Network of Queues: Product Form -- 6.1.Acyclic Queueing Networks with Poisson Flows -- 6.1.1.Departure Processes -- 6.1.2.Superpositioning and Splitting -- 6.1.3.Case Study: Automobile Service Station -- 6.1.3.1.System Description and Model -- 6.1.3.2.Analysis and Recommendation -- 6.2.Open Jackson Networks -- 6.2.1.Flow Conservation and Stability -- 6.2.2.Product-Form Solution -- 6.2.3.Examples -- 6.3.Closed Jackson Networks -- 6.3.1.Product-Form Solution -- 6.3.2.Arrivals See Time Averages (ASTA) -- 6.3.3.Single-Server Closed Jackson Networks -- 6.4.Other Product-Form Networks -- 6.4.1.Open Jackson Networks with State-Dependent Arrivals and Service -- 6.4.2.Open Jackson--Like Networks with Deterministic Routing -- 6.4.3.Multiclass Networks -- 6.4.4.Loss Networks -- Reference Notes --
Contents note continued: Exercises -- 7.Approximations for General Queueing Networks -- 7.1.Single-Server and Single-Class General Queueing Networks -- 7.1.1.G/G/1 Queue: Reflected Brownian Motion--Based Approximation -- 7.1.2.Superpositioning, Splitting, and Flow through a Queue -- 7.1.2.1.Superposition -- 7.1.2.2.Flow through a Queue -- 7.1.2.3.Bernoulli Splitting -- 7.1.3.Decomposition Algorithm for Open Queueing Networks -- 7.1.4.Approximate Algorithms for Closed Queueing Networks -- 7.1.4.1.Bottleneck Approximation for Large C -- 7.1.4.2.MVA Approximation for Small C -- 7.2.Multiclass and Multiserver Open Queueing Networks with FCFS -- 7.2.1.Preliminaries: Network Description -- 7.2.2.Extending G/G/1 Results to Multiserver, Multiclass Networks -- 7.2.2.1.Flow through Multiple Servers -- 7.2.2.2.Flow across Multiple Classes -- 7.2.2.3.Superposition and Splitting of Flows -- 7.2.3.QNA Algorithm -- 7.2.4.Case Study: Network Interface Card in Cluster Computing --
Contents note continued: 7.3.Multiclass and Single-Server Open Queueing Networks with Priorities -- 7.3.1.Global Priorities: Exponential Case -- 7.3.2.Global Priorities: General Case -- 7.3.3.Local Priorities -- 7.3.3.1.MVA-Based Algorithm -- 7.3.3.2.State-Space-Collapse-Based Algorithm -- Reference Notes -- Exercises -- 8.Fluid Models for Stability, Approximations, and Analysis of Time-Varying Queues -- 8.1.Deterministic Fluid Queues: An Introduction -- 8.1.1.Single Queue with a Single Server -- 8.1.2.Functional Strong Law of Large Numbers and the Fluid Limit -- 8.2.Fluid Models for Stability Analysis of Queueing Networks -- 8.2.1.Special Multiclass Queueing Networks with Virtual Stations -- 8.2.2.Stable Fluid Network Implies Stable Discrete Network -- 8.2.3.Is the Fluid Model of a Given Queueing Network Stable? -- 8.3.Diffusion Approximations for Performance Analysis -- 8.3.1.Diffusion Limit and Functional Central Limit Theorem --
Contents note continued: 8.3.2.Diffusion Approximation for Multiserver Queues -- 8.3.2.1.Fix s, Increase λ -- 8.3.2.2.Fix ρ, Increase λ and s -- 8.3.2.3.Fix β, increase λ and s -- 8.3.3.Efficiency-Driven Regime for Multiserver Queues with Abandonments -- 8.4.Fluid Models for Queues with Time-Varying Parameters -- 8.4.1.Uniform Acceleration -- 8.4.2.Diffusion Approximation -- Reference Notes -- Exercises -- 9.Stochastic Fluid-Flow Queues: Characteristics and Exact Analysis -- 9.1.Introduction -- 9.1.1.Discrete versus Fluid Queues -- 9.1.2.Applications -- 9.1.3.Preliminaries for Performance Analysis -- 9.1.4.Environment Process Characterization -- 9.1.4.1.CTMC Environmental Processes -- 9.1.4.2.Alternating Renewal Environmental Processes -- 9.1.4.3.SMP Environmental Processes -- 9.2.Single Buffer with Markov Modulated Fluid Source -- 9.2.1.Terminology and Notation -- 9.2.2.Buffer Content Analysis --
Contents note continued: 9.2.3.Steady-State Results and Performance Evaluation -- 9.2.4.Examples -- 9.3.First Passage Times -- 9.3.1.Partial Differential Equations and Boundary Conditions -- 9.3.2.Examples -- Reference Notes -- Exercises -- 10.Stochastic Fluid-Flow Queues: Bounds and Tail Asymptotics -- 10.1.Introduction and Preliminaries -- 10.1.1.Inflow Characteristics: Effective Bandwidths and ALMGF -- 10.1.2.Computing Effective Bandwidth and ALMGF -- 10.1.2.1.Effective Bandwidth of a CTMC Source -- 10.1.2.2.Effective Bandwidth of a Semi-Markov Process (SMP) Source -- 10.1.2.3.Effective Bandwidth of a General On/Off Source -- 10.1.3.Two Extensions: Traffic Superposition and Flow through a Queue -- 10.1.3.1.Superposition of Multiple Sources -- 10.1.3.2.Effective Bandwidth of the Output from a Queue -- 10.2.Performance Analysis of a Single Queue -- 10.2.1.Effective Bandwidths for Tail Asymptotics -- 10.2.2.Chernoff Dominant Eigenvalue Approximation --
Contents note continued: 10.2.3.Bounds for Buffer Content Distribution -- 10.3.Multiclass Fluid Queues -- 10.3.1.Tackling Varying Output Capacity: Compensating Source -- 10.3.2.Timed Round Robin (Polling) -- 10.3.3.Static Priority Service Policy -- 10.3.4.Other Policies -- Reference Notes -- Exercises -- Appendix A Random Variables -- A.1.Distribution and Moments -- A.1.1.Discrete Random Variables -- A.1.2.Continuous Random Variables -- A.1.3.Coefficient of Variation -- A.2.Generating Functions and Transforms -- A.2.1.Generating Functions -- A.2.2.Laplace--Stieltjes Transforms -- A.2.3.Laplace Transforms -- A.3.Conditional Random Variables -- A.3.1.Obtaining Probabilities -- A.3.2.Obtaining Expected Values -- A.4.Exponential Distribution -- A.4.1.Characteristics -- A.4.2.Properties -- A.5.Collection of IID Random Variables -- A.5.1.Poisson Process -- A.5.2.Renewal Process -- Reference Notes -- Exercises -- Appendix B Stochastic Processes -- B.1.Discrete-Time Markov Chains --
Contents note continued: B.1.1.Modeling a System as a DTMC -- B.1.2.Transient Analysis of DTMCs -- B.1.3.Steady-State Analysis of DTMCs -- B.2.Continuous-Time Markov Chains -- B.2.1.Modeling a System as a CTMC -- B.2.2.Transient Analysis of CTMCs -- B.2.3.Steady-State Analysis of CTMCs -- B.3.Semi-Markov Process and Markov Regenerative Processes -- B.3.1.Markov Renewal Sequence -- B.3.2.Semi-Markov Process -- B.3.3.Markov Regenerative Processes -- B.4.Brownian Motion -- B.4.1.Definition of Brownian Motion -- B.4.2.Analysis of Brownian Motion -- B.4.3.Ito's Calculus -- Reference Notes -- Exercises.
Abstract:
"Analysis of queues is used in a variety of domains including call centers, web servers, internet routers, manufacturing and production, telecommunications, transportation, hospitals and clinics, restaurants, and theme parks. Combining elements of classical queueing theory with some of the recent advances in studying stochastic networks, this book covers a broad range of applications. It contains numerous real-world examples and industrial applications in all chapters. The text is suitable for graduate courses, as well as researchers, consultants and analysts that work on performance modeling or use queueing models as analysis tools"--
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