• Title/Summary/Keyword: markovian

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MMAP and the modeling G-queue

  • 신양우
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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    • pp.13.1-13
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    • 2003
  • The Markovian arrival process with marked transitions (MMAP) is useful in modeling input processes of stochastic system with several types. Especially, the MMAP can be used to model the phenomena where the correlation of different types is considered. In this talk we discuss modeling issues for the queue with three types of customers; ordinary customers, negative customers and disasters which are correlated by using MMAP. We also present the recent results and further studies.

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Performance Analysis of a Loss Retrial BMAP/PH/N System

  • Kim Che-Soong;Oh Young-Jin
    • Journal of Korea Society of Industrial Information Systems
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    • v.9 no.3
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    • pp.32-37
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    • 2004
  • This paper investigates the mathematical model of multi-server retrial queueing system with the Batch Markovian Arrival Process (BMAP), the Phase type (PH) service distribution and the finite buffer. The sufficient condition for the steady state distribution existence and the algorithm for calculating this distribution are presented. Finally, a formula to solve loss probability in the case of complete admission discipline is derived.

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BMAP/M/N/O Queueing System in Random Environments

  • Kim, Che-Soong
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2007.04a
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    • pp.461-465
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    • 2007
  • The BMAP/M/N/O queueing system operating in Markovian random environment is investigated. The stationary distribution of the system is calculated. Loss probability and other performance measures are calculated. Numerical experiments which show the necessity of taking into account the influence of random environment and correlation in input flow are presented.

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Batch Size Distribution in Input Flow to Queues with Finite Buffer

  • Kim, Che-Soong;Kim, Ji-Seung
    • Proceedings of the Korea Society of Information Technology Applications Conference
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    • 2005.11a
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    • pp.271-275
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    • 2005
  • Queueing models are good models for fragments of communication systems and networks, so their investigation is interesting for theory and applications. Theses queues may play an important role for the validation of different decomposition algorithms designed for investigating more general queueing networks. So, in this paper we illustrate that the batch size distribution affects the loss probability, which is the main performance measure of a finite buffer queues.

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Analysis of Forward Recurrence Time in Alternating Renewal Process

  • Lee, Eui-Yong;An, Hye-Ran;Choi, Seung-Kyoung
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.115-117
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    • 2002
  • In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.

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DISCRETE-TIME BULK-SERVICE QUEUE WITH MARKOVIAN SERVICE INTERRUPTION AND PROBABILISTIC BULK SIZE

  • Lee, Yu-Tae
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.275-282
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    • 2010
  • This paper analyzes a discrete-time bulk-service queue with probabilistic bulk size, where the service process is interrupted by a Markov chain. We study the joint probability generating function of system occupancy and the state of the Markov chain. We derive several performance measures of interest, including average system occupancy and delay distribution.

A Markovian queue with two serial servers and its application to the double tollbooth system (M/M/2 직렬-서어버 모형의 분석 및 응용)

  • 양원석;채경철
    • Journal of the Korean Operations Research and Management Science Society
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    • v.22 no.2
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    • pp.1-12
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    • 1997
  • We consider an M/M/2 queue with two servers placed in series. System performance measures that we present in closed expressions are the first and the second moments for the system size, the queue walting time and the sojourn time. We also present an algorithm for computing the queue waiting time distribution function based on the randomization method. As an application, we analyze the double tollbooth system and compare its performance with the conventional single tollbooth system's.

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AN MMAP[3]/PH/1 QUEUE WITH NEGATIVE CUSTOMERS AND DISASTERS

  • Shin, Yang-Woo
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.2
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    • pp.277-292
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    • 2006
  • We consider a single-server queue with service time distribution of phase type where positive customers, negative customers and disasters arrive according to a Markovian arrival process with marked transitions (MMAP). We derive simple formulae for the stationary queue length distributions. The Laplace-Stieltjes transforms (LST's) of the sojourn time distributions under the combinations of removal policies and service disciplines are also obtained by using the absorption time distribution of a Markov chain.

MAP/G/1/K QUEUE WITH MULTIPLE THRESHOLDS ON BUFFER

  • Choi, Doo-Il
    • Communications of the Korean Mathematical Society
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    • v.14 no.3
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    • pp.611-625
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    • 1999
  • We consider ΜΑΡ/G/ 1 finite capacity queue with mul-tiple thresholds on buffer. The arrival of customers follows a Markov-ian arrival process(MAP). The service time of a customer depends on the queue length at service initiation of the customer. By using the embeded Markov chain method and the supplementary variable method, we obtain the queue length distribution ar departure epochs and at arbitrary epochs. This gives the loss probability and the mean waiting time by Little's law. We also give a simple numerical examples to apply the overload control in packetized networks.

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STABILITY OF MAP/PH/c/K QUEUE WITH CUSTOMER RETRIALS AND SERVER VACATIONS

  • Shin, Yang Woo
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.4
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    • pp.985-1004
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    • 2016
  • We consider the MAP/PH/c/K queue in which blocked customers retry to get service and servers may take vacations. The time interval between retrials and vacation times are of phase type (PH) distributions. Using the method of mean drift, a sufficient condition of ergodicity is provided. A condition for the system to be unstable is also given by the stochastic comparison method.