positive harris recurrence and diffusion scale analysis of a.ppt

Overview Introduction and background Results for M/M/1/K Results for Re-entrant lines Possible Future Work A Bit On Queueing Output Processes A Bit On Queueing Output Processes Problem Domain: Analysis of Output Processes Variability of Outputs Previous Work: Numerical Overview Introduction and background Results for M/M/1/K Results for Re-entrant lines Possible Future Work The M/M/1/K Queue Explicit Formula in case of M/M/1/K Some (partial) intuition for M/M/1/K Overview Introduction and background Results for M/M/1/K Results for Re-entrant lines Possible Future Work Overview Introduction and background Results for M/M/1/K Results for Re-entrant lines Possible Future Work Thank You On the Variance ofOutput Counts of SomeQueueing Systems Yoni Nazarathy Gideon Weiss SE Club, TU/e April 20, 2008 Haifa Buffer Server 0 1 2 3 4 5 6 … State: A Single Server Queue: The Classic Theorem on M/M/1 Outputs:Burkes Theorem (50’s): Output process of stationary version is Poisson ( ). Buffer Server 0 1 2 3 4 5 6 … State: OutputProcess: Poisson Arrivals: M/M/1 Queue: Exponential Service times: State Process is a birth-death CTMC A Single Server Queue: PLANT OUTPUT Desired: High Throughput Low Variability Model as a Queueing System Example 1: Stationary stable M/M/1, D(t) is PoissonProcess( ): Example 2: Stationary M/M/1/1 with .  D(t) is RenewalProcess(Erlang(2, )): Asymptotic Variance Rate of Outputs For Renewal Processes: Plant Taken from Baris Tan, ANOR, 2000. Summary of our Results Queueing System Without Losses Finite Capacity Birth Death Queue Push Pull Queueing Network Infinite Supply Re-Entrant Line m FiniteBuffer NOTE: output process D(t) is non-renewal. Stationary Distribution: What values do we expect for ? Keep and fixed. What values do we expect for ? Keep and fixed. Similar to Poisson: What values do we expect for ? Keep and fixed. What values do we expect for ? Keep and fixed. Ba