Index. A age process, 21, 24, 25, 28, 30, 31, 33 arrival theorem, 147, 148, 159 ASTA, 59, 60, 103, 147, 148

Size: px
Start display at page:

Download "Index. A age process, 21, 24, 25, 28, 30, 31, 33 arrival theorem, 147, 148, 159 ASTA, 59, 60, 103, 147, 148"

Transcription

1 References 1. Adan, I., & Haviv M. (2009). Conditional ages and residuals of service times in the M/G/1 queue. Stochastic Models, 25, Adan, I., & Resing J. (2002). Queueing theory. iadan/queueing.pdf. 3. Adan, I. J. B. F., Wessels, J., & Zijm, W. H. M. (1993). Matrix-geometric analysis of the shortest queue problem with threshold jockeying. Operations Research Letters, 13, Adan, I. J. B. F., Wessels, J., & Zijm, W. H. M. (1993). A compensation approach for twodimensional Markov processes. Advance Applied Probability, 25, Altman, E., Jimenez, T., Nunez Queija, R., & Yechiali, U. (2004). Optimal routing among /M/1 queues with partial information. Stochastic Models, 20, Altman, E., Jimenez, T., Nunez Queija, R., & Yechiali, U. (2005). Correction to Optimal routing among /M/1 queues with partial information. Stochastic Models, 21, Baskett K. M., Chandy, M., Muntz, R. R., & Palacios, F. C. (1975). Open, closed and mixed networks of queues with different classes of customers. Journal of the ACM, 22, Bertsekas, D. P., & Gallager, R. (1992). Data networks (2nd ed.). Englewood Cliffs: Prentice Hall. 9. Billingsley, P. (1995). Probability and measure (3rd ed.). New York: Wiley. 10. Brunetas, A., & Economou, A. (2007). Equililbrium customer strategies in a single Markovian queue with setup times. Queueing Systems: Theorey and Applications, 56, Burke P. J. (1956). The output of a queueing system. Operations Research, 4, Buzen, J. P. (1973). Cpmputational algorithms for closed queueing networks with exponential servers. Communication of the ACM, 16, Cobham, A. (1954). Priority assignment in waiting line problems. Operations Research, 2, Cohen, J. W., & Boxma, O. J. (1983). Boundary values problems in queueing systems analysis. Amsterdam: North Holland. 15. Cox, D. R., & Smith, W. L. (1961). Queues. London: Chapman and Hall. 16. Denardo, E. V. (1982). Dynamic programming: models and applications. Englewood Cliffs: Prentice-Hall. 17. Fakinos, D. (1982). The expected remaining service time in a single server queue. Operations Research, 30, Fayolle, G., King, P. J. B., & Mitrani, I. (1982). The solution of certain two-dimensional Markov models. Advences in Applied Probability, 14, Feller, W. (1968). An introduction to probability theory and its applications (3rd ed.). New York: Wiley. 20. Gordon, W. J., & Newell, G. F. (1967). Closed queueing networks with exponential servers. Operations Research, 15, M. Haviv, Queues: A Course in Queueing Theory, International Series in Operations Research & Management Science 191, DOI / , Springer Science+Business Media New York

2 218 References 21. Hassin, R. (1996). On the advantage of being the first server. Management Science, 41, Hassin, R., & Haviv, M. (2003). To queue or not to queue: equilibrium behavior in queueing systems. Boston: Kluwer Academic. 23. Haviv, M. (1991). Two suffient properties for the insensitivity of a class of queueing models. Journal of Applied Probability, 28, Haviv, M., & Kerner, Y. (2010). The age of the arrival process in the G/M/1 and M/G/1 queues. Mathematical Methods of Operations Research, 73, Haviv, M., & Ritov, Y. (1998). Externalities, tangible externalities and queueing disciplines. Management Science, 44, Haviv, M., & van der Wal, J. (2007). Waiting times in queues with relative priorities. Operations Research Letters, 35, Haviv, M., & Zlotnikov, R. (2011). Computational schemes for two exponential servers where the first has a finite buffer. RAIRO Operations Research, 45, Jeckson, J. R. (1963). Jobshop-like queueing systems. Management Science, 10, Kopzon, A., Nazarathy, Y., & Weiss, G. (2009). A push pull queueing with infinite supply of work. Queueing Systems: Theory and Applications, 66, Kelly, F. P. (1979). Reversibility and stochastic networks. Chichester: Wiley. 31. Kemeny, J. K., & Snell, J. L. (1961). Finite Markov chains. New York: D. Van Nostrand. 32. Kerner, Y. (2008). The conditional distribution of the residual service time in the M n =G=1 queue. Stochastic Models, 24, Kingman, J. F. C. (1961). The effect of queue discipline on waiting time variance. Proceedings of the Cambridge Philosophical Society, 63, Kingman, J. F. C. (1961). Two similar queues in parallel. Annals of Mathematical Statistics, 32, Kingman, J. F. C. (1962). On queues with heavy traffic. Journal of the Royal Statistics Society, series B, 24, Kleinrock, L. (1976). Queueing systems. Vol 2: computer applications. New York: Willey. 37. Mandelbaum, A., & Yechiali, U. (1979). The conditional residual service time in the M/G/1 queue. An unpublilshed manuscript, see Neuts, M. F. (1981). Matrix-geometric solutions in stochastic models. Baltimore: The John Hopkins University Press. 39. Ramaswami, V. (1988). A stable recursion for the steady state vector in Markov chains of M/G/1 type. Communication in Statistics Stochastic Methods, 5, Ramaswamy, V., & Latouch, G. (1986). A general class of Markov processes with explicit matrix-geometric solutions. OR Spectrum, 8, Ross, S. M. (1996). Stochastic processes (2nd ed.). New York: Wiley. 42. Seneta, E. (2006). Non-negative matrices and Markov Chains: revised prinitng. NewYork: Springer. 43. Schrage, L. E. (1968). A proof of the optimality of the shortest processing remaining time discipline. Operations Research, 16, Schrage, L. E., & Miller, L. W. (1966). The queue M/G/1 with the shortest processing remaining time discipline. Operations Research, 14, Yashkov, S. F. (1980). Properties of invariance of probabilistic models of adaptive scheduling in shared-used systems. Automotive Control of Computer Science, 12, Yechiali, U. (1976). A new derivation of the Khintchine-Pollaczek formula. Operational Research, 75, Zukerman, M. (2007). Introduction to queueing theorey and stochastic teletraffic models.

3 Index A age process, 21, 24, 25, 28, 30, 31, 33 arrival theorem, 147, 148, 159 ASTA, 59, 60, 103, 147, 148 B balance equations, 43 45, 83, 84, 100, 101, , 123, 128, 129, 131, , 143, 182, 186, , 215 beta distribution, 12 birth-and-death process, 108, 109, 111, , 168, 170, 181, 182, 201, 202 bottleneck, 157 C closed network, 116, 151, 154, , 178 continuous time Markov chains, 107, 108, 116, 124, 151, 152, 154, 174, 202 convolution algorithm, 155 cut balancing, 124, 125, 129, 132, 208 D decreasing hazard rate (DHR), 4, 18, 19, 35, 78 detailed balance, 45, 131, 134, 135, 143 discriminatory processor sharing (DPS), 116 E egalitarian processor sharing (EPS), 116, 166 embedding, 81, 92, 94, 105 ergodic theorem, 43, 44, 84, 101, 119, 152 Erlang, 1, 8 10, 16, 18, 22, 23, 27, 28, 34, 103, 111, 120, 167, 168, 171, 173, 178, 182 Erlang loss, 136 exponential distribution, 1 11, 13, 14, 16, 17, 22, 27 29, 31, 34, 61, 67, 73, 85 87, 92, 95, 99, 103, 105, , 111, 112, 116, 117, 120, 124, , 139, 142, 148, 149, 151, 162, 167, 168, 170, 178, 183, 185, 193, 210, 215 externalities, 65 F first-come first-served, 53, 56 58, 71, 72, 74, 75, 78, 79, 81, 86 88, 90, 91, 99, 112, 139, 145, 146, 149, 161, 162, 165, 166, 173 foreground-background (FB), 78 G gamma distribution, 8, 35 generator matrix, 123, 124, 184, 187, 205 H hazard, 1, 3, 4, 31, 33, 89 hyperexponantial, 34 hyperexponential, 1, 9, 18, 23 I increasing hazard rate (IHR), 4, 18, 19, 78 insensitivity, 97, 167, 173, 175 inspection paradox, 24, 26 K Khintchine Pollaczek, 51, 59, 88 M. Haviv, Queues: A Course in Queueing Theory, International Series in Operations Research & Management Science 191, DOI / , Springer Science+Business Media New York

4 220 Index L last-come first-served, 53, 56, 58, 71, 72, 79, 95, 165, 166, 173, 177 length process, 21 level, 181 limit probabilities, 31, 42 45, 49, 50, 54, 83, 100, 103, 105, , , 128, 129, 131, , 139, 140, 142, 143, , , 171, , 186, 197, 201, 202, 207 Lindley s equation, 67, 81, 87 Little s law, 51, 54 56, 58, 69, 72 75, 79, 90, 93, 95, 103, 104, 137, 147, 156, 161, 165, 167, 168, 171 M Markov chain, 92 Markov processes, 37, 39, 40, 45, 48, 94, 107, 112, 116, 119, 123, 124, 128, 129, 131, 132, 134, 135, 139, 143, 149, 152, 153, 159, 167, 170, 173, 174, 181, 183, 193, 202, 215 Mean Value Analysis (MVA), 161 Mean value analysis (MVA), 160, 162 memoryless, 1, 4, 5, 10, 11, 29, 34, 61, 63, 92, 99, 104, 107, 109, 112, 115, 116, 120, 124, , 181 mixture of Erlang, 1, 9, 10, 18, 23, 28, 34, 103, 120, 167, 168, 171, 173, 178 multiclass, 112, 115, 181 N nonpreemptive, 54, 72, 73, 75, 76, 78, 79, 81, 89, 90, 96, 165 null recurrent, 43 preemptive shortest job first (PSJF), 77 priority, 72, 73, 76 79, 116 product form, 123, 130, 142, 155, 162, 165, 167, 168, 173, 175, 177 Q quasi-birth-and-death processes, , 186, 215 R random order, 71, 72, 79, 80 relative priority, 116 renewal process, 21, 23, 31, 43, 56, 99, 151, 210 residual process, 21, 25, 27 S short-circuit, 48, 49, 158, 159 shortest job first (SJF), 75 stability, 55, 66, 67, 102, 123, 170, 202, 203, 205, 206, 215 stand-by customer, 64, 76 stationary distribution, 43, 94, 100, 119, 123, stationary process, 43, 45 steady-state, 55, 144 stochastic matrix, 40, 44, 45, 48, 105, 108, 124, 202 stochastic process, 37, 38, 59 super-positioning, 1, 13, 14, 146 symmetric queues, 165, 167, , 173, 174 symmetric shortest queue, 186 O one-chance queues, 165, 172, 173, 175, 178 open network, 112, 115, 139, , 154, 159, 178 order statistics, 12 P Pareto distribution, 19 partial balancedness, 143, 154 PASTA, 60, 89, 95, 120, 147, 159 phase, 181, 184, 186, 189, 191, 193, 215 Poisson process, 132 positive recurrent, 43, 45, 83, 84, 102, 131 preemption, 53, 58, 76, 77, 95, 165, 166, 173 T thinning, 1, 13, 146 time-reversed, 39, 45, , , , 169, 171, time-reversible, 45, 131, 132, 134, 135, 143, 149 traffic intensity, 54, 71, 73 transient matrix, 47, 48, 139, 202 transient state, 41 43, 48, 183 transition rate, , 111, 112, 115, , , 134, 140, 152, 153, 167, , , 181, 183, 186, 188, 191, 193, 194, 207, 211, 215 tree shape, 132

5 Index 221 U uniformization, 124, 138, 202 utilization, 51, 54 56, 66, 147, , 161, 174, 175, 209 W Weibull distribution, 19 V vacation, 65, 66, 81, 94, 215 virtual waiting time, 51, 57 59, 63, 64, 76 Z z-transform, 14 16, 84, 86, 91, 93