Stella Kapodistria

The M/M/1 queue with synchronized abandonments

In this paper we present a detailed analysis of a single server Markovian queue with impatient customers. Instead of the standard assumption that customers perform independent abandonments, we consider situations where customers abandon the system simultaneously. Moreover, we distinguish two abandonment scenarios; in the first one all present customers become impatient and perform synchronized abandonments, while in the second scenario we exclude the customer in service from the abandonment procedure. Furthermore, we extend our analysis to the M/M/c queue under the second abandonment scenario.For these models we carry out an extensive analysis including the stationary, the busy period and the conditional sojourn time distributions deriving exact formulas and iterative algorithmic schemes. We also obtain explicit results under various limiting regimes that demonstrate the effect of the level of synchronization on the performance of the systems.

Synchronized abandonments in a single server unreliable queue

We consider a single server unreliable queue represented by a 2-dimensional continuous-time Markov chain. At failure times, the present customers leave the system. Moreover, customers become impatient and perform synchronized abandonments, as long as the server is down. We analyze this model and derive the main performance measures using results from the basic q-hypergeometric series.

Synchronized reneging in queueing systems with vacations

In this paper we present a detailed analysis of queueing models with vacations and impatient customers, where the source of impatience is the absence of the server. Instead of the standard assumption that customers perform independent abandonments, we consider situations where customers abandon the system simultaneously. This is, for example, the case in remote systems where customers may decide to abandon the system, when a transport facility becomes available.

Some extensions of the residual lifetime and its connection to the cumulative residual entropy

In this article we present a sequence of random variables with weighted tail distribution functions, constructed based on the relevation transform. For this sequence, we prove several recursive formulas and connections to the residual entropy through the unifying framework of the Dickson-Hipp operator. We also give some numerical examples to evaluate our results.

q -series in markov chains with binomial transitions: Studying a queue with synchronization

We consider a single-server Markovian queue with synchronized services and setup times. The customers arrive according to a Poisson process and are served simultaneously. The service times are independent and exponentially distributed. At a service completion epoch, every customer remains satisfied with probability p (independently of the others) and departs from the system; otherwise, he stays for a new service. Moreover, the server takes multiple vacations whenever the system is empty. Some of the transition rates of the underlying two-dimensional Markov chain involve binomial coefficients dependent on the number of customers. Indeed, at each service completion epoch, the number of customers n is reduced according to a binomial (n, p) distribution. We show that the model can be efficiently studied using the framework of q-hypergeometric series and we carry out an extensive analysis including the stationary, the busy period, and the sojourn time distributions. Exact formulas and numerical results show the effect of the level of synchronization to the performance of such systems.

Steady-state analysis of shortest expected delay routing

We consider a queueing system consisting of two nonidentical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue promising the shortest expected delay, which is a natural and near-optimal policy for systems with nonidentical servers. This system can be modeled as an inhomogeneous random walk in the quadrant. By stretching the boundaries of the compensation approach we prove that the equilibrium distribution of this random walk can be expressed as a series of product forms that can be determined recursively. The resulting series expression is directly amenable to numerical calculations and it also provides insight into the asymptotic behavior of the equilibrium probabilities as one of the state coordinates tends to infinity.

The shorter queue polling model

We consider a two-queue polling model in which customers upon arrival join the shorter of two queues. Customers arrive according to a Poisson process and the service times in both queues are independent and identically distributed random variables having the exponential distribution. The two-dimensional process of the numbers of customers at the queue where the server is and at the other queue is a two-dimensional Markov process. We derive its equilibrium distribution using two methodologies: the compensation approach and a reduction to a boundary value problem.

Erlang arrivals joining the shorter queue

We consider a system in which customers join upon arrival the shortest of two single-server queues. The interarrival times between customers are Erlang distributed and the service times of both servers are exponentially distributed. Under these assumptions, this system gives rise to a Markov chain on a multi-layered quarter plane. For this Markov chain we derive the equilibrium distribution using the compensation approach. The expression for the equilibrium distribution matches and refines tail asymptotics obtained earlier in the literature.

The single server queue with synchronized services

We consider a single server queueing system with generally distributed synchronized services. More specifically, customers arrive according to a Poisson process and there is a single server that provides service, if there is at least one customer present in the system. Upon the initialization of a service, all present customers start to receive service simultaneously. We consider the gated version of the model, that is, customers who arrive during a service time do not receive service immediately but wait for the beginning of the next service time. At service completion epochs, all served customers decide simultaneously and independently whether they will leave the system or stay for another service. The probability that a served customer gets another service is the same for all customers. We study the model and derive its main performance measures that include the equilibrium distribution of the number of customers at service completion epochs and in continuous time, the busy period and the sojourn time distributions. Moreover, we prove some limiting results regarding the behavior of the system in the extreme cases of the synchronization level. Several variants and extensions of the model are also discussed.

Matrix geometric approach for random walks: Stability condition and equilibrium distribution

ABSTRACT In this paper, we analyze a sub-class of two-dimensional homogeneous nearest neighbor (simple) random walk restricted on the lattice using the matrix geometric approach. In particular, we first present an alternative approach for the calculation of the stability condition, extending the result of Neuts drift conditions[30] and connecting it with the result of Fayolle et al. which is based on Lyapunov functions.[13] Furthermore, we consider the sub-class of random walks with equilibrium distributions given as series of product forms and, for this class of random walks, we calculate the eigenvalues and the corresponding eigenvectors of the infinite matrix R appearing in the matrix geometric approach. This result is obtained by connecting and extending three existing approaches available for such an analysis: the matrix geometric approach, the compensation approach and the boundary value problem method. In this paper, we also present the spectral properties of the infinite matrix R.