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17339 On a generic class of two-node queueing systems
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Adan, I.J.B.F. and Mandjes, M.R.H. and Scheinhardt, W.R.W. and Tzenova, E. (2009) On a generic class of two-node queueing systems. Queueing systems, 61 (1). pp. 37-63. ISSN 0257-0130 *** ISI Impact 0,802 ***

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Official URL: http://dx.doi.org/10.1007/s11134-008-9099-0

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Abstract

This paper analyzes a generic class of two-node queueing systems. A first queue is fed by an on–off Markov fluid source; the input of a second queue is a function of the state of the Markov fluid source as well, but now also of the first queue being empty or not. This model covers the classical two-node tandem queue and the two-class priority queue as special cases. Relying predominantly on probabilistic argumentation, the steady-state buffer content of both queues is determined (in terms of its Laplace transform). Interpreting the buffer content of the second queue in terms of busy periods of the first queue, the (exact) tail asymptotics of the distribution of the second queue are found. Two regimes can be distinguished: a first in which the state of the first queue (that is, being empty or not) hardly plays a role, and a second in which it explicitly does. This dichotomy can be understood by using large-deviations heuristics.

Item Type:Article
Research Group:EWI-SOR: Stochastic Operations Research
Research Program:CTIT-DSN: Dependable Systems and Networks
Research Project:BRICKS/PDC2.1: QoS Differentiation Mechanisms -- Scheduling Algorithms
Uncontrolled Keywords:Large-deviation, Markovian fluid source, Tail asymptotics, Tandem queue
ID Code:17339
Status:Published
Deposited On:27 January 2010
Refereed:Yes
International:Yes
ISI Impact Factor:0,802
More Information:statisticsmetis

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