Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services
In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically, we consider an inhomogeneous M/M/S queueing system with possible state-dependent arrival and service intensities, and...
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Online Access: | https://doi.org/10.2478/amcs-2018-0011 |
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doaj-9f46eb15b6964fccad60a62ba81db6192021-09-06T19:41:08ZengSciendoInternational Journal of Applied Mathematics and Computer Science2083-84922018-03-0128114115410.2478/amcs-2018-0011amcs-2018-0011Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and servicesZeifman Alexander0Razumchik Rostislav1Satin Yacov2Kiseleva Ksenia3Korotysheva Anna4Korolev Victor5Department of Applied Mathematics Vologda State University, S. Orlova 6, Vologda, Russian FederationInstitute of Informatics Problems Russian Academy of Sciences, Vavilova 44-2, Moscow, 119333, Russian FederationDepartment of Applied Mathematics Vologda State University, S. Orlova 6, Vologda, Russian FederationApplied Probability and Informatics Department Peoples’ Friendship University of Russia (RUDN University), 6 Miklukho-Maklaya, Moscow, 117198, Russian FederationDepartment of Applied Mathematics Vologda State University, S. Orlova 6, Vologda, Russian FederationFaculty of Computational Mathematics and Cybernetics Lomonosov Moscow State University, Leninskie Gory, Moscow, Russian FederationIn this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically, we consider an inhomogeneous M/M/S queueing system with possible state-dependent arrival and service intensities, and additionally possible batch arrivals and batch service. A unified approach based on a logarithmic norm of linear operators for obtaining sharp upper and lower bounds on the rate of convergence and corresponding sharp perturbation bounds is described. As a side effect, we show, by virtue of numerical examples, that the approach based on a logarithmic norm can also be used to approximate limiting characteristics (the idle probability and the mean number of customers in the system) of the systems considered with a given approximation error.https://doi.org/10.2478/amcs-2018-0011inhomogeneous birth and death processesweak ergodicityrate of convergencesharp boundslogarithmic normforward kolmogorov system |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Zeifman Alexander Razumchik Rostislav Satin Yacov Kiseleva Ksenia Korotysheva Anna Korolev Victor |
spellingShingle |
Zeifman Alexander Razumchik Rostislav Satin Yacov Kiseleva Ksenia Korotysheva Anna Korolev Victor Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services International Journal of Applied Mathematics and Computer Science inhomogeneous birth and death processes weak ergodicity rate of convergence sharp bounds logarithmic norm forward kolmogorov system |
author_facet |
Zeifman Alexander Razumchik Rostislav Satin Yacov Kiseleva Ksenia Korotysheva Anna Korolev Victor |
author_sort |
Zeifman Alexander |
title |
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services |
title_short |
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services |
title_full |
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services |
title_fullStr |
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services |
title_full_unstemmed |
Bounds on the rate of convergence for one class of inhomogeneous Markovian queueing models with possible batch arrivals and services |
title_sort |
bounds on the rate of convergence for one class of inhomogeneous markovian queueing models with possible batch arrivals and services |
publisher |
Sciendo |
series |
International Journal of Applied Mathematics and Computer Science |
issn |
2083-8492 |
publishDate |
2018-03-01 |
description |
In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically, we consider an inhomogeneous M/M/S queueing system with possible state-dependent arrival and service intensities, and additionally possible batch arrivals and batch service. A unified approach based on a logarithmic norm of linear operators for obtaining sharp upper and lower bounds on the rate of convergence and corresponding sharp perturbation bounds is described. As a side effect, we show, by virtue of numerical examples, that the approach based on a logarithmic norm can also be used to approximate limiting characteristics (the idle probability and the mean number of customers in the system) of the systems considered with a given approximation error. |
topic |
inhomogeneous birth and death processes weak ergodicity rate of convergence sharp bounds logarithmic norm forward kolmogorov system |
url |
https://doi.org/10.2478/amcs-2018-0011 |
work_keys_str_mv |
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