Parallel queueing networks with Markov-modulated service speeds in heavy traffic

J.L. Dorsman, M. Vlasiou, B. Zwart

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

3 Citations (Scopus)
2 Downloads (Pure)

Abstract

We study a network of parallel single-server queues, where the service speeds are governed by a continuous-time Markov chain. This generic model finds applications in many areas such as communication systems, computer systems and manufacturing systems. We obtain heavy-traffic approximations for the joint workload, delay and queue length processes by combining a functional central limit theorem approach with matrix-analytic methods. In addition, we numerically compute the joint distributions by viewing the limit processes as semi-martingale reflected Brownian motions.
Original languageEnglish
Title of host publication31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013, Vienna, Austria, September 24-26, 2013)
Place of PublicationNew York
PublisherAssociation for Computing Machinery, Inc
Pages47-49
DOIs
Publication statusPublished - 2013

Publication series

NameACM SIGMETRICS Performance Evaluation Review
Volume41
ISSN (Print)0163-5999

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Queueing networks
Brownian movement
Markov processes
Communication systems
Computer systems
Servers

Cite this

Dorsman, J. L., Vlasiou, M., & Zwart, B. (2013). Parallel queueing networks with Markov-modulated service speeds in heavy traffic. In 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013, Vienna, Austria, September 24-26, 2013) (pp. 47-49). (ACM SIGMETRICS Performance Evaluation Review; Vol. 41). New York: Association for Computing Machinery, Inc. https://doi.org/10.1145/2518025.2518034
Dorsman, J.L. ; Vlasiou, M. ; Zwart, B. / Parallel queueing networks with Markov-modulated service speeds in heavy traffic. 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013, Vienna, Austria, September 24-26, 2013). New York : Association for Computing Machinery, Inc, 2013. pp. 47-49 (ACM SIGMETRICS Performance Evaluation Review).
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Dorsman, JL, Vlasiou, M & Zwart, B 2013, Parallel queueing networks with Markov-modulated service speeds in heavy traffic. in 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013, Vienna, Austria, September 24-26, 2013). ACM SIGMETRICS Performance Evaluation Review, vol. 41, Association for Computing Machinery, Inc, New York, pp. 47-49. https://doi.org/10.1145/2518025.2518034

Parallel queueing networks with Markov-modulated service speeds in heavy traffic. / Dorsman, J.L.; Vlasiou, M.; Zwart, B.

31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013, Vienna, Austria, September 24-26, 2013). New York : Association for Computing Machinery, Inc, 2013. p. 47-49 (ACM SIGMETRICS Performance Evaluation Review; Vol. 41).

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

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Dorsman JL, Vlasiou M, Zwart B. Parallel queueing networks with Markov-modulated service speeds in heavy traffic. In 31st International Symposium on Computer Performance, Modeling, Measurements and Evaluation (IFIP WG 7.3 Performance 2013, Vienna, Austria, September 24-26, 2013). New York: Association for Computing Machinery, Inc. 2013. p. 47-49. (ACM SIGMETRICS Performance Evaluation Review). https://doi.org/10.1145/2518025.2518034