Cesaro limit of departures from certain ·/GI/1 queueing tandems
By: Tom Mountford, Balaji Prabhakar.
Contributors: Prabhakar, Balaji.; Hewlett-Packard Laboratories.
Series: [Technical report] / HP Laboratories Bristol. Basic Research Institute in the Mathematical Sciences -- HPL-BRIMS-96-17.; BRIMS technical report -- HPL-BRIMS-96-17.
Publisher: Hewlett Packard
Published: 1996
Place of publication: Bristol [England]
Language: eng
Number of pages: 15
Subjects: Queuing theory; Electronic data processing -- Distributed processing
Description: Abstract: "We consider an infinite tandem of independent, identical ·/GI/1 queues with mean service rate equal to 1 subjected to stationary and ergodic inputs of rate Ü <1. Of some interest in the study of such queueing tandems are the following three inter-related questions: (1) For each Ü <1, does there exist a rate Ü stationary and ergodic process, I[subscript Ü], which is an invariant distribution for the queue in the sense that I[subscript Ü] [d over =] T(I[subscript Ü])? (Here T(I[subscript Ü]) is the equilibrium departure process corresponding to an input of I[subscript Ü]). (2) For a fixed Ü, is this invariant distribution unique? (3) When a stationary and ergodic arrival process of rate Ü <1 is input to the first queue, do the successive departure processes converge in distribution to the invariant distribution I[subscript Ü] (assuming it exists)? For general non-exponential server queues, it is not yet known if invariant distributions exist. However for each Ü <1, should one exist, it is known to be unique [4, 10]. This note contributes to the third question when the service time distribution of each queue in the tandem has an increasing hazard rate. It is shown that when a stationary and ergodic arrival process of rate Ü <1 is passed through a tandem of such queues, the Cesaro averages of the successive departure processes converge weakly to a limit which is an invariant distribution for the queue."
Notes: Cover title.

"May, 1996."

Includes bibliographical references.

Supported in part by the NSF. DMS9157461.

Supported in part by the Sloan Foundation and the NSERC.