The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit from methods providing ergodicity bounds because the latter can indicate how to choose the position and the length of the “distant time interval” (in the periodic case) on which the solution has to be computed. They can also be helpful whenever the state space truncation is required. In this paper one such analytic method—the logarithmic norm method—is being reviewed. Its applicability is shown within the queueing theory context with three examples: the classical time-varying queue; the time-varying single-server Markovian system with bulk arrivals, queue skipping policy and catastrophes; and the time-varying Markovian bulk-arrival and bulk-service system with state-dependent control. In each case it is shown whether and how the bounds on the rate of convergence can be obtained. Numerical examples are provided.
1 March 2018 in International Journal of Applied Mathematics and Computer Science
In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically, we consider an inhomogeneous M/M/S queueing system with possible state-dependent arrival and service intensities, and additionally possible batch arrivals and batch service. A unified approach based on a logarithmic norm of linear operators for obtaining sharp upper and lower bounds on the rate of convergence and corresponding sharp perturbation bounds is described. As a side effect, we show, by virtue of numerical examples, that the approach based on a logarithmic norm can also be used to approximate limiting characteristics (the idle probability and the mean number of customers in the system) of the systems considered with a given approximation error.
1 September 2014 in International Journal of Applied Mathematics and Computer Science
Hysteretic control of arrivals is one of the most easy-to-implement and effective solutions of overload problems occurring in SIP-servers. A mathematical model of an SIP server based on the queueing system M[X]|G|1(L,H)|(H,R) with batch arrivals and two hysteretic loops is being analyzed. This paper proposes two analytical methods for studying performance characteristics related to the number of customers in the system. Two control policies defined by instants when it is decided to change the system’s mode are considered. The expression for an important performance characteristic of each policy (the mean time between changes in the system mode) is presented. Numerical examples that allow comparison of the efficiency of both policies are give
Service life of many real-life systems cannot be considered infinite, and thus the systems will be eventually stopped or will break down. Some of them may be re-launched after possible maintenance under likely new initial conditions. In such systems, which are often modelled by birth and death processes, the assumption of stationarity may be too strong and performance characteristics obtained under this assumption may not make much sense. In such circumstances, time-dependent analysis is more meaningful. In this paper, transient analysis of one class of Markov processes defined on non-negative integers, specifically, inhomogeneous birth and death processes allowing special transitions from and to the origin, is carried out. Whenever the process is at the origin, transition can occur to any state, not necessarily a neighbouring one. Being in any other state, besides ordinary transitions to neighbouring states, a transition to the origin can occur. All possible transition intensities are assumed to be non-random functions of time and may depend (except for transition to the origin) on the process state. To the best of our knowledge, first ergodicity and perturbation bounds for this class of processes are obtained. Extensive numerical results are also provided.
The framework of licensed shared access (LSA) to spectrum seems to become one of the trends of 5G wireless networks. The framework assumes the simultaneous access to spectrum by at least two parties - the primarily owner (incumbent), which has the highest priority, and several secondary users (licensees), which have lower priorities. The critical up-to-date problem is the development of the corresponding radio admission control and load balancing algorithms that form an essential part of the LSA agreement between the parties. The algorithm of binary use of spectrum gives an absolute priority to the incumbent, e.g. the airport using spectrum for aeronautical telemetry purposes. In the paper, capturing the inhomogeneous in time nature of rates of requests for access to spectrum and average times of spectrum use, we propose a queuing model of binary access to spectrum as seen from the licensee's point of view. The queue is described by an inhomogeneous birth and death process with catastrophes and repairs. The main aim of the paper is to find the bounds on the rates of convergence to the limiting characteristics of the queue - average number of users, blocking probability, and probability of service interruption due to the incumbent's need for spectrum. Not only the acceptable upper thresholds on the limiting characteristics are important for consideration but also the corresponding bounds showing the moment in time when the system becomes stable and the LSA licensee could really access to spectrum.