Sufficient condition for primary queues stationary distribution existence in a tandem of queuing systems
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 2 (2018), pp. 49-74 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A tandem of two queuing systems is under consideration. Customers having been serviced in the first system are non-instantaneously transferred to the second system. Each system has primary input flow generated by an environment. Besides the second system besides has input flow of customers that were serviced by the first system. A mathematical model is constructed in the form of a multidimensional denumerable discrete-time Markov chain defined on an explicitly built probability space. The Markov chain describing service dynamics and primary input flows queues fluctuations is investigated. A sufficient condition for the chain stationary distribution existence is found.
Keywords: stationary distribution, controlling queueing system, conflicting flows, multidimensional denumerable discrete-time Markov chain.
Mots-clés : cyclic algorithm with prolongations
@article{VTPMK_2018_2_a2,
     author = {V. Kocheganov and A. V. Zorine},
     title = {Sufficient condition for primary queues stationary distribution existence in a tandem of queuing systems},
     journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika},
     pages = {49--74},
     year = {2018},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTPMK_2018_2_a2/}
}
TY  - JOUR
AU  - V. Kocheganov
AU  - A. V. Zorine
TI  - Sufficient condition for primary queues stationary distribution existence in a tandem of queuing systems
JO  - Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika
PY  - 2018
SP  - 49
EP  - 74
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/VTPMK_2018_2_a2/
LA  - ru
ID  - VTPMK_2018_2_a2
ER  - 
%0 Journal Article
%A V. Kocheganov
%A A. V. Zorine
%T Sufficient condition for primary queues stationary distribution existence in a tandem of queuing systems
%J Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika
%D 2018
%P 49-74
%N 2
%U http://geodesic.mathdoc.fr/item/VTPMK_2018_2_a2/
%G ru
%F VTPMK_2018_2_a2
V. Kocheganov; A. V. Zorine. Sufficient condition for primary queues stationary distribution existence in a tandem of queuing systems. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 2 (2018), pp. 49-74. http://geodesic.mathdoc.fr/item/VTPMK_2018_2_a2/

[1] Haight F. A., Mathematical Theories of Traffic Flow, Academic Press, New York, 1963, 242 pp.

[2] Drew D. R., Traffic Flow Theory and Control, McGraw-Hill, New York, 1968, 467 pp.

[3] Inose H., Hamada T., Road Traffic Control, Transport Publ., Moscow, 1983, 248 pp. (in Russian)

[4] Bartlett M. S., “The Spectral Analysis of Point Processes”, Journal of the Royal Statistical Society. Series B (Methodological), 25:2 (1963), 264-296

[5] Cox D. R., Lewis P. A. W., The Statistical Analysis of Series of Events, “Mir” Publ., Moscow, 1969, 312 pp. (in Russian)

[6] Jagerman D. L., Melamed B., Willinger W., “Stochastic modeling of traffic process”, Frontiers in queuing: models and applications in science and engineering, ed. J. H. Dshalalov, CRC Press, Boca Raton, 1997, 271–320

[7] Fedotkin M. A., Kudryavtsev E. V., Rachinskaya M. A., “About correctness of probabilistic models of traffic flows dynamics on a motorway”, Proceedings of 36 International Workshop “Distributed computer and communication networks”, DCCN-2010 (Moscow, 2010), 86-93

[8] Fedotkin M. A., Rachinskaya M. A., “Investigation of Traffic Flows Characteristics in Case of the Small Density”, Queues: Flows, Systems, Networks. Proceedings of the International Conference “Modern Probabilistic Methods for Analysis and Optimization of Information and Telecommunication Networks”, BSU-RIVH, Minsk, 2011, 82-87

[9] Fedotkin M., Rachinskaya M., “Parameters Estimator of the Probabilistic Model of Moving Batches Traffic Flow”, Distributed Computer and Communication Networks, Communications in Computer and Information Science, 279, Springer International Publishing, 2014, 154-168 | DOI

[10] Afanasyeva L. G., Bulinskaya E. V., “Estimation of transport systems capacity”, Traffic and Granular Flow '11, Springer-Verlag, Berlin–Heidelberg, 2013, 63-77

[11] Afanasyeva L. G., Bulinskaya E. V., “Mathematical models of road traffic based on queueing theory”, Proceedings of Moscow Physicotechnical Institute (State University), 2:4 (2010), 6–21 (in Russian)

[12] Afanasyeva L. G., Bulinskaya E. V., “Asymptotic analysis of traffic lights performance under heavy traffic assumption”, Methodology and Computing in Applied Probability, 15:4 (2013), 935-950, Springer | DOI

[13] Reich E., “Waiting times when queues are in tandem”, The Annals of Mathematical Statistics, 28:3 (1957), 768-773 | DOI

[14] Balsamo S., Persone V. D. N., Inverardi P., “A review on queueing network models with finite capacity queues for software architectures performance prediction”, Performance Evaluation, 51 (2003), 269–288 | DOI

[15] Gnedenko B. W., Konig D., Handbuch der Bedienungstheorie, Akademie Verlag, Berlin, 1983

[16] Perros H. G., “Queuing networks with blocking”, Exact and Approximate Solutions, Oxford University Press, New York, 1994, 358 pp.

[17] Gomez-Corral A., “A tandem queue with blocking and Markovian arrival process”, Queuing Systems, 41 (2002), 343-370 | DOI

[18] Gomez-Corral A., “On a tandem G-network with blocking”, Advances in Applied Probability, 34:3 (2002), 626-661 | DOI

[19] Gomez-Corral A., “A matrix-geometric approximation for tandem queues with blocking and repeated attempts”, Operations Research Letters, 30 (2002), 360-374 | DOI

[20] Klimenok V. I., Breuer L., Tsarenkov G. V., Dudin A. N., “The $BMAP/G/1/N \to PH/1/M$ system with losses”, Performance Evaluation, 61 (2005), 17-40 | DOI

[21] Klimenok V. I., Taramin O. S., “Two-phase queuing system with Batch Markov Arrival Process and repeated requests”, Automatics and Telemechanics, 2010, no. 1, 3-17 (in Russian)

[22] Klimenok V. I., Savko R. Ch., “Two-phase system with repeated requests”, Automatics and Telemechanics, 2015, no. 8, 78-93 (in Russian)

[23] Zorine A. V., “Stability of a tandem of queuing systems with Bernoulli noninstantaneous transfer of customers”, Theory of Probability and Mathematical Statistics, 84 (2012), 173-188 | DOI

[24] Zorine A. V., “Study of Queues' Sizes in Tandem Intersections under Cyclic Control in Random Environment”, Modern Probabilistic Methods for Analysis of Telecommunication Networks. Communications in Computer and Information Science, 356 (2013), 206-215 | DOI

[25] Kocheganov V. M., Zorine A. V., “Sufficient condition of low-priority queue stationary distribution existence in a tandem of queuing systems”, Bulletin of the Volga State Academy of Water Transport, 2017, no. 50, 47–55 (in Russian)

[26] Yablonskii S. V., “Basic concepts of cybernetics”, Cybernetics Problems, 2, “Fizmatgiz” Publ., Moscow, 1959, 7–38 (in Russian)

[27] Shiryaev A. N., Probability, in 2 books, v. 1, “Nauka” Publ., Moscow, 2007, 552 pp. (in Russian)