Abstract
We introduce a multiclass single-server queueing system in which the arrival rates depend on the current job in service. The system is characterized by a matrix of arrival rates in lieu of a vector of arrival rates. Our proposed model departs from existing state-dependent queueing models in which the parameters depend primarily on the number of jobs in the system rather than on the job in service. We formulate the queueing model and its corresponding fluid model and proceed to obtain necessary and sufficient conditions for stability via fluid models. Utilizing the natural connection with the multitype Galton–Watson processes, the Laplace–Stieltjes transform of busy periods in the system is given. We conclude with tail asymptotics for the busy period for heavy-tailed service time distributions for the regularly varying case.
Similar content being viewed by others
References
Asmussen, S., Foss, S.: Regular variation in a fixed-point problem for single- and multiclass branching processes and queues. arXiv:1709.05140. Accepted for Advances in Applied Probability, vol. 50A (Festschrift for Peter Jagers) (2017)
Asmussen, S.: Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities. Ann. Appl. Probab. 8, 354–374 (1998)
Bekker, R., Borst, S.C., Boxma, O.J., Kella, O.: Queues with workload-dependent arrival and service rates. Queueing Syst. 46, 537–556 (2004)
Berman, A., Plemmons, R.J.: Nonnegative Matrices in the Mathematical Sciences. Academic Press, Cambridge (1979)
Bramson, M.: Stability of Queueing Networks. Springer, Berlin (2008)
Cruz, F.R.B., Smith, J.M.: Approximate analysis of M/G/c/c state-dependent queueing networks. Comput. Oper. Res. 34, 2332–2344 (2007)
Denisov, D., Shneer, S.: Global and local asymptotics for the busy period of an \(M/G/1\) queue. Queueing Syst. 64, 383–393 (2010)
Foss, S., Zachary, S.: The maximum on a random time interval of a random walk with long-tailed increments and negative drift. Ann. Appl. Probab. 13, 37–53 (2003)
Gamarnik, D.: Fluid models of queueing networks. In: Wiley Encyclopedia of Operations Research and Management Science (2010)
Gantmacher, F.R.: Matrix Theory. Chelsea Publishing Company, New York (1960)
Harris, T.E.: The Theory of Branching Processes. Springer, Berlin (1963)
Jain, R., Smith, M.J.: Modeling vehicular traffic flow using M/G/C/C state-dependent queueing models. Transp. Sci. 31, 324–336 (1997)
Jelenković, P., Momcilović, P.: Large deviations of square root insensitive random sums. Math. Oper. Res. 29, 398–406 (2004)
Miller, D.R.: Computation of steady-state probabilities for M/M/1 priority queues. Oper. Res. 29, 945–958 (1981)
Neuts, M.F.: The Markov renewal branching process. In Proc. Conf, Mathematical Methods in the Theory of Queues, Kalamazoo (1974)
Palmowski, Z., Rolski, T.: On the exact asymptotics of the busy period in GI/G/1 queues. Adv. Appl. Probab. 38, 792–803 (2006)
Perry, D., Stadje, W., Zacks, S.: A duality approach to queues with service restrictions and storage systems with state-dependent rates. J. Appl. Probab. 50, 612–631 (2013)
Resnick, S.: Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Springer, Berlin (2007)
Samorodnitsky, G., Sun, J.: Multivariate subexponential distributions and their applications. Extremes 19, 171–196 (2016)
Wolff, R.W.: Stochastic Modeling and the Theory of Queues. Prentice-Hall, Upper Saddle River (1989)
Yuhaski, S.J., Smith, J.M.: Modeling circulation systems in buildings using state-dependent queueing models. Queueing Syst. 4, 319–338 (1989)
Zwart, B.: Tail asymptotics for the busy period in the GI/G/1 queue. Math. Oper. Res. 26, 485–493 (2001)
Acknowledgements
We are very grateful to a referee for pointing out a problem in our initial proof of the upper bound in Sect. 6.2. We also thank a second referee and an associate editor for many useful suggestions. The first author thanks Dr. Quan Zhou and Dr. Guodong Pang for helpful conversations. The first author is grateful to the Dobelman Family for support in the form of the Dobelman Family Junior Chair. Finally, the first author gratefully acknowledges the support of ARO-YIP-71636-MA, NSF DMS-1811936, and ONR N00014-18-1-2192.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Ernst, P.A., Asmussen, S. & Hasenbein, J.J. Stability and busy periods in a multiclass queue with state-dependent arrival rates. Queueing Syst 90, 207–224 (2018). https://doi.org/10.1007/s11134-018-9587-9
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11134-018-9587-9