Index

Birth-death processes, 23-25, 81-83

pure birth process, 23
Approximation pure death process, 23
diffusion, 389-397 Blocking formula, see Erlang
heavy traffic, 375-382 Brownian motion
mean waiting time, 353-355 definition, 383
Arrival pattern, 48 process (diffusion process), 383-386
ASIA, 62 Bulk queue, 174-217
Asymptotic bulk-arrival system, 174-185
behavior, 383-384 bulk-service system, 185-209
queue-length distribution, general bulk-service rule, 186
386-388 Burke's theorem, 53
Average Busy cycle, 285
customer, 54 Busy period, see specific models
time, 54

B
Capacity of a system, 49
Backlog, 391 Central Limit Theorem,
Balance equations, 227-233 functional, 382
flow, 227 for heavy traffic, 375-378
global, 232 of queueing theory, 378
local, 233 Channel
Balking, 154 parallel, 49
and reneging, 154 Chapman-Kolmogorov (C-K)
Batch equation, 4, 15, 17, 22, 27, 137, 165-166,
arrival, 30, 48 171, 187
service, 30, 49 forward and backward, 17
BCMP, 238-240 Characterization problem, 273
Bernoulli Compound Poisson process, 29
feedback, 243-244, 302-303 Computer communication system, 408
scheduled vacation, 408 Concavity property, 93, 424

477
478 Index

Congestion sub-exponential, 443-444

call, 107-108 Weibull, 445
time, 107-108 D-Policy, 425
Conservation
equations, 227
methods, 54
Control policy, 146
Convexity property, 324, 424 Ek/M/\, 170-174
of performance measures, 324 Elementary return boundary, 387
Conveyor system, 138 Embedded Markov chain, 40
Cost-benefit analysis, 54 technique for M/G/1 queue, 256-259
Customer technique for M/ G{a, h)/\ queue, 304-306
average, 57 Engset model
conservation, 57 delay model, 101-102
primary and secondary, 398 loss model, 106-108
super, 296 Entropy maximization, 31
Cycle time Ergodicity, 5, 16
in cyclic exponential Ergodic system, 5
network, 245 Ergodic theorem, 6-7
Cyclic queue (model), 236-238 Erlang
B formula (blocking/overflow/loss), 99-100
C formula, 86
delay formula, 86-89
recursive algorithm, 99-100
Decomposition relation between B and C formulas, 100
property, 399 unit (erlang), 50
result, 400, 406-407
stochastic, 399
Delay
busy period, 284-285
busy period under N-policy, 285-289 Feedback queues, 302-304
system, 49 Finite input source, 101, 289-291
Design and control of queues, 423-427 First entrance formula, 9
Diffusion First passage time, 119
approximation, 389-397 distribution, 124-125
equation, 385-386 Fluid
model, 383 flow, 383
process, 383-386 model, 383
Discipline, see Queue discipline Folk theorem, 312
Distribution Forward equation, seeChapman-Kolmogorov
BME, 450-452 equation
Borel-Tanner, 284 Fredericks' approximation, see G/G/l
busy period, see Busy period of Functional
specific model Central Limit Theorem, 383
compound Poisson, 29 law of large numbers, 383
Coxian, 239, 245, 306
Engset, 102, 107
Erlang, 165-173
GMP, 447-450
lognormal, 443 Gaussian process, 388
long-tail (heavy tail), 442-455 General relationships in queueing theory, 54-59
Pareto, 442, 445, 447 G / G / l , 339-371
PME, 445-447 approximation of mean waiting time,
short-tail (lean-tail), 442 353-355

asymptotic queue-length distribution,
387-388
bound of expected idle period, 360
bounds of mean waiting time,
360-368
diffusion approximation, 389-391
expected waiting time, 348-351
Fredericks' approximation, 379-382
generalization of P-K transform formula,
346-347
heavy traffic approximation, 379-382
interdeparture time (interval), 358-359
Kingman's approximation, 375-378
Lindley's integral equation, 341-342
output process, 358-360
virtual delay, 391-393
waiting-time distribution, 348-353
GIGIc
approximation of mean waiting time,
353-355
average number of busy channels, 57
diffusion approximation, 395-396
heavy traffic approximation, 382
output process, 360
G/M/1, 306-314
arrival epoch state probabilities, 306-309
expected duration of busy and idle periods,
313-314
general time system size, 309-311
system size at most recent arrival, 311
with vacation, 415
waiting-time distribution, 311-313
G/M/c, 319-322
heavy traffic approximation, 381-382
waiting-time distribution, 321-322
G/M/c//m., 103
G/M/m/m, 97
G^/G/1 model, 356-358
Gordon and Newell model, 233-236
Gordon and Newell theorem, 233-234
Group arrivals, see Batch arrival
Group service, see Batch service
Heavy-tail distribution, see Distribution
Heavy-traffic
approximation, 375-382
Central Limit Theorem/result, 383
distribution of waiting time, 375-382
Fredericks' approximation, see G/ G/\
Kingman's approximation see G/ G/\
Index 479
I
Idle period, 38-39
Infinitesimal generator, see Markov chain
Input (or arrival) pattern, 48
Instantaneous return process, 394
Interdeparture interval, 72-74
interoverflow time, 144
Invariant measure, see Stationary distribution
Invariant (or insensitivity) property, 317-318
Inverse problem, 54
Jackson network, 225, 226-233
Jackson's theorem, 227-233
Khinchin, see PoUaczek-Khinchin
Kingman
approximation, 375-378
conjecture, 382
Kobayashi approximation, 390
Kolmogorov equation, 385
Lack of anticipation assumption (LAA), 60
Ladder process, 368
Laplace transform, 471-475
final value theorem of, 472
initial value theorem of, 472
numerical inversion of, 445
properties, 471-472
table of, 473-475
of waiting-time distributions, 343-344
Law of large numbers strong, 382
Level crossing argument, 405
Lifetime
past (or spent), 36-37
residual, 36-37
Lindley's integral equation, 341-343
Little's formula, 55-58
distributional form of, 58
Eilon's proof, 55-56
generalization of, 57-58
Load
carried, 50
offered, 50
480 Index

Local balance equation, see Balance equations embedded Markov chain technique, 256-259
Long-range dependence, 454-455, 505 feedback, 302
Long-tail distributions, see Distribution heavy traffic approximation, 379-381
Loss networks, 241-242 interdeparture interval, 334
Loss system, 49 martingale approach, 274-275
PoUaczek-Khinchine formula, 259-260,
267-274
M processor sharing, 245-246
semi-Markov process approach, 274
Machine interference (repairmen) problem, 101, supplementary variable technique, 256,
289 267-274
Markov chain, 2-22 Takacs integral equition, 277-279, 287
aperiodic, 5 waiting-time distribution, 261-267
classification of states and chains, 4-13 with a second optional channel, 275-276
continuous time, 14-25 with vacations, 400-412
denumerable, 8-9 M / G / l / i C , 292-294
derived, 32-34 with vacation, 412-414
embedded, 40, 250, 256 M / G / 1 / / N , 289-291
ergodicity property, 5 M / G / ( f l , i 7 ) / l , 304-306
ergodic theorems, 6-13 M / G / c , 322-324
essential, inessential, 4 approximation for mean wait, 354
homogeneous, 4 diffusion approximation, 396-397
infinitesimal generator, 15-16 M / G / c / c , 322-324
invariant measure of a (stationary measure M / G / o o , 314-318, 333
of a), 5-7 busy period, 333
irreducible, 5 nonhomogeneous, 318
periodic, 5 steady-state distribution, 316
primitive, 5 transient distribution, 314-316
regular, 5 with bulk arrival, 317
sojourn time in, 14-15 M/M/00,83-84
transience and recurrence, 9-10 M/M/1,65-77
transition probability matrix, 3 average number in system, 67
underlying on a Poisson process, 33 bulk arrivals, 174-178
Markov process, 14, 32, 33 busy period, 119-124
Markov renewal process, 39-41 combination of service channels, 145
Markovian Arrival Process, 324-326 distribution of number in system, 66-68
Matrix output process, 72-74
canonical form, 5 processor sharing, 245
routing (switching, transfer), 232 robustness, 74
stochastic, 3 semi-Markov process analysis, 75-77
transition density, 16 service in random order, 71
transition probability matrix, 3 steady-state analysis, 66-68
M/D/1,261 transient-state analysis, 111-119
Mean value analysis heuristic treatment, 416-423 two-dimensional state model, 151-153
Memoryless property, 28 waiting-time distribution, 68-71
Method of supplementary variable, 256, 267-274 M / M / 1 / ^ , 77-81
M / £ i t / l , 165-170 busy period, 148
equivalence with M ^ / M / 1 , 178 equivalence with two-stage cyclic queue,
M/G/1,255-306 80-81
bulk arrivals, see M^/ G / 1 , steady-state solution, 77-78
busy period, 277-284 M / M / 1 / 1 , 125-126
delay busy period, 284-288 M / M ( a , ^ ) / 1 , 186-202
departure epoch system size, 260 busy period, 198-202
diffusion approximation, 390, 393 idle period, 217
 Index 481

service batchsize distribution, 195-196 Normalization constant, 237

steady-state distribution, 187-190 N-policy, 285-288, 370
transient-state distribution, 196-198
waiting-time distribution, 190-195
M/M(fl,fe)/2, 202-205
M/M/c, 84-95, 127-138
with balking and reneging, 154 Optimization models, 424
busy period, 133-136 Ordered entry queue, 138-144
output process, 93-95, 133-136 Output process, 72-73, 144
steady-state distribution, 84-87 Overflow
transient-state distribution, 127-131 discipline, 225
waiting-time distribution, 89-93 interoverflow time, 144
M/M(l,fe)/1, 201-202 network, 144
M/M(fl,?7)/2, 202-205 system, 142-144
steady-state solution, 203-204
transient-state distribution,
202-204
M/M(l,^7)/c, 205-209
steady-state distribution, 208-209 Pake's theorem, 444
transient-state distribution, 205-208 Palm's integral equation, 144
M/M(a,Z7)/c, 205-209 PASTA, 59-62
M/M/c/c, 95-100 Persistent state, 10
blocking formula, 96-100 Perturbation rate, 74
M/M/oo,84,184 Poisson
M/M/c//m, 101-110 arrival process, 59-62
application to electronics, 103 compound (cluster) process, 29-30
steady-state distribution, 101-102 generalization of process, 29-31
waiting-time distribution, 104-106 nonhomogeneous process, 30-31
M^/G/1,295-301 process, 25-34
departure epoch system size, 295 properties of Poisson process, 28-29
waiting-time distribution, 295-301 role of Poisson process in probability models,
M^/M/1, 174-181 31
busy period distribution, 180-181 PoUaczek-Khinchin, 259-276, 296, 303, 327, 370
steady-state distribution, 175 generalization of, 346-348
transient-state distribution, 179-180 transform formula, 262
waiting-time distribution, 178-179 Processor sharing discipline, 50, 245
M^/M/oo, 181-185
steady-state distribution, 183-184
transient-state distribution, 181-183
Multiple Poisson bulk arrival, 212-213
Multiprogramming, level (degree) of, 236 Queue discipline, 49-50
Multiqueue, 138 blocking, 225
Multiserver Poisson queue with ordered entry, FCFS (FIFO), 49-50
138-144 LCFS (LIFO), 49-50, 257
loss, 219
overflow, 219
N preemptive priority, 50
processor sharing, 50, 245
Network (of queues), 221-253 Queueing processes, 50-51
BCMP, 238-240 Queue (queueing system), 47-54
closed, 225 basic characteristics, 48-50
cyclic, 236-238, 245, 299 capacityof a, 49
Gordon and Newell, 233-236 cycHc, 237-238
Jackson, 226-233 general relationships, 54-58
482 Index

Queue (queueing system) (continued)

non-Markovian, 255-338
notation, 51-52 Tandem queues (queues in series),
transient and steady-state behavior, 52-54 222-226
with vacation(s), 398-423 T-policy, 425
Traffic intensity, 50
Transient
behavior, 52-53, 110-112
state, 10
Randomization, 32-34 Transition density matrix, see Infinitesimal
Rate conservation law, 58 generator
Rate equality principle, 65 Two-node system with feedback, 234-235
Regenerative processes, 37-38
Renewal
alternating renewal process, 38
density, 35
function, 34 Uniformizable, 32
fundamental equation of theory, 36 Utilization factor, 50
process, 35-36
reward process, 44-45
superposition of processes, 59
theorem, 36
Residual lifetime, 36-37
Vacation system (model), 398-423
Retrial queue (queueing system), 427-441
with exhaustive service, 398-406
M/G/1,432-436
with gated service, 408-412
M/M/1,429-432
with limited service, 407-408
M/M/2, 437-438
multiple, 399
M/M/c, 436-439
with nonexhaustive service, 406-412
with finite orbit, 439-440
single, 399
Rouche's theorem, 112-113, 119, 188
variations, 414-415
Rush hour, 383
Virtual waiting time, 125, 393

w
Semi-Markov process, 39-41, 75-77
Service system Weighing factor, 370
exhaustive, 398 Wiener-Hopf
gated, 408-412 factorization, 368
limited, 407 integral equation, 342
nonexhaustive, 406-407 technique, 309
Stationary (invariant) distribution, 5-6 Wiener process, 455
Steady-state behavior, 52-54 Work backlog, 391
limitation of, 53-54
Stochastic decomposition, 399
Stochastic processes, 1-41
Sub-busy (pseudo) period, 277
Supplementary variable technique, 256, 267-274 Yule Furry process, 25