Hostname: page-component-586b7cd67f-dsjbd Total loading time: 0 Render date: 2024-11-27T22:01:23.170Z Has data issue: false hasContentIssue false

On Poisson traffic processes in discrete-state Markovian systems by applications to queueing theory

Published online by Cambridge University Press:  01 July 2016

Benjamin Melamed*
Affiliation:
Northwestern University
*
Postal address: Department of Industrial Engineering and Management Science, Northwestern University, Evanston, Illinois 60201, U.S.A.

Abstract

This paper considers a regular Markov process with continuous parameter, countable state space, and stationary transition probabilities, and defines a class of traffic processes over it. The possibility that multiple traffic processes constitute mutually independent Poisson processes is investigated.

A variety of independence conditions on a traffic process and the underlying Markov process are shown to lead to Poisson-related properties; these conditions include weak pointwise independence, and pointwise independence. Some examples of queueing-theoretic applications are given.

For the class of traffic processes considered here in a queueing-theoretic context, Muntz's MM property, Gelenbe and Muntz's notion of completeness, and Kelly's notion of quasi-reversibility are shown to be essentially equivalent to pointwise independence of traffic and state. The relevance of the theory to queueing network decomposition is pointed out.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1979 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Footnotes

This research was supported jointly by the National Science Foundation Grant NSF-ENG-75-20223, Air Force Office of Scientific Research Grant AFOSR-76-2903, and by the Office of Naval Research Contract N00014-75-C-0492 (NR 042-296).

References

1. Barbour, A. D. (1976) Networks of queues and the method of stages. Adv. Appl. Prob. 8, 584591.Google Scholar
2. Baskett, F., Chaundy, K. M., Muntz, R. R. and Palacios, F. G. (1975) Open, closed and mixed networks of queues with different classes of customers. J. Assoc. Comput. Mach. 22, 248260. (Technical Report No. 33, Digital Systems Laboratory, Stanford University (1972)).Google Scholar
3. Beutler, F. J. (1977) On a stochastic integral equation model for Markov queueing networks. TR 77-3, Program in CICE, University of Michigan.Google Scholar
4. Beutler, F. J. and Melamed, B. (1978) Decomposition and customer streams of feedback queueing networks in equilibrium. Opns Res. To appear.Google Scholar
5. Burke, P. J. (1956) The output of a queueing system. Opns Res. 4, 699704.Google Scholar
6. Burke, P. J. (1972) Output processes and tandem queues. In Proceedings of the Symposium on Computer Communications Networks and Teletraffic, ed. Fox, J.. Polytechnic Press, Brooklyn, N.Y. Google Scholar
7. Burke, P. J. (1976) Proof of a conjecture on the inter-arrival time distribution in an M/M/1 queue with feedback. IEEE Trans. Comm. 24, 575576.Google Scholar
8. Çinlar, E. (1972) Superposition of point processes. in Stochastic Point Processes: Statistical Analysis, Theory and Applications, ed. Lewis, P. A. W.. Wiley, New York.Google Scholar
9. Çinlar, E. (1975) Introduction to Stochastic Processes. Prentice Hall, Englewood Cliffs, N.J. Google Scholar
10. Daley, D. J. (1976) Queueing output processes. Adv. Appl. Prob. 8, 395415.Google Scholar
11. Doob, J. L. (1953) Stochastic Processes. Wiley, New York.Google Scholar
12. Feller, W. (1968) An Introduction to Probability Theory and its Applications. Vol. 2, 3rd edn. Wiley, New York.Google Scholar
13. Gelenbe, E. and Muntz, R. R. (1976) Probabilistic models of computer systems—Part I (exact results). Acta Informat. 7, 3560.Google Scholar
14. Gordon, W. J. and Newell, G. F. (1967) Closed queueing systems with exponential servers. Opns Res. 15, 254265.Google Scholar
15. Jackson, J. R. (1957) Networks of waiting lines. Opns Res. 5, 518521.CrossRefGoogle Scholar
16. Jackson, J. R. (1963) Job-shop-like queueing systems. Management Sci. 10, 131142.Google Scholar
17. Kelly, F. P. (1975) Networks of queues with customers of different types. J. Appl. Prob. 12, 542554.Google Scholar
18. Kelly, F. P. (1976) Networks of queues. Adv. Appl. Prob. 8, 416432.Google Scholar
19. Kelly, F. P. (1977) Reversibility and stochastic networks. University of Cambridge.Google Scholar
20. Melamed, B. (1976) Analysis and Simplifications of Discrete Event Systems and Jackson Queueing Networks. Doctoral Dissertation, Technical Report 195, Department of CCS, University of Michigan.Google Scholar
21. Melamed, B. (1979) Characterizations of Poisson traffic streams in Jackson queueing networks. Adv. Appl. Prob. 11.Google Scholar
22. Muntz, R. R. (1973) Poisson departure processes and queueing networks. Proc. 7th Annual Conf. Information Sciences and Systems, Princeton University, 1973, 435440. (IBM Technical Report RC4145(1972).) Google Scholar
23. Reich, E. (1957) Waiting times when queues are in tandem. Ann. Math. Statist. 28, 768773.Google Scholar