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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Main Authors: Zeifman Alexander, Razumchik Rostislav, Satin Yacov, Kiseleva Ksenia, Korotysheva Anna, Korolev Victor
Format: Article
Language:English
Published: Sciendo 2018-03-01
Series:International Journal of Applied Mathematics and Computer Science
Subjects:
Online Access:https://doi.org/10.2478/amcs-2018-0011
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spelling 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
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AT razumchikrostislav boundsontherateofconvergenceforoneclassofinhomogeneousmarkovianqueueingmodelswithpossiblebatcharrivalsandservices
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