On a generic class of two-node queueing systems

Ivo Adan, Michel Mandjes, Werner Scheinhardt, Elena Tzenova

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)37-63
Number of pages27
JournalQueueing Systems
Volume61
Issue number1
DOIs
StatePublished - Jan 2009

Keywords

  • Large-deviation
  • Markovian fluid source
  • Tail asymptotics
  • Tandem queue

ASJC Scopus subject areas

  • Statistics and Probability
  • Computer Science Applications
  • Management Science and Operations Research
  • Computational Theory and Mathematics

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