Skip to main content
Log in

Limit Theorems for Queuing Systems with Regenerative Doubly Stochastic Input Flow*

  • Published:
Journal of Mathematical Sciences Aims and scope Submit manuscript

This article focuses on queuing systems with doubly stochastic Poisson regenerative input flow and an infinite number of servers. Service times have the heavy-tailed distribution. The analogs of the law of large numbers and the central limit theorem for the number of occupied servers are obtained. These theorems follow from results for systems with general doubly stochastic Poisson processes [1]. As examples, we consider systems in which the input flow is controlled by a semi-Markov modulated and Markov modulated processes.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. L. G. Afanasyeva, E.E. Bashtova, E. A. Chernavskaya, “Limit theorems for queuing system with an infinite number of servers,” in: XXXII International Seminar on Stability Problems for Stochastic Models (2014), pp. 9–11.

  2. N. Kaplan, “Limit theorems for a GI/G/∞ queue,”Ann. Probab., 3, No. 5, 780–789 (1975).

  3. J. Grandell, “Doubly stochastic Poisson process,” in: Lecture Notes in Mathematics, Vol. 529, Springer (1976), pp. 1–276.

  4. L. G. Afanasyeva and E.V. Bulinskaya , Random Processes in Queuing Theory and Inventory Management, Izd. Moskovskogo Universiteta, Moscow (1990).

    Google Scholar 

  5. B.A. Sevastyanov, Branching Processes, Nauka, Moscow (1971).

    Google Scholar 

  6. W. Feller, An Introduction to Probability Theory and Its Applications, Wiley, New York (1970).

    Google Scholar 

  7. V. S. Koroljuk, S. M. Brodie, and A.F. Turbin, “Semi-Markov processes and their applications,” Results of Science and Tehn., Ser. Theor. Probab. Math. Stat. Theor. Cybern., 11, 47–97 (1974).

  8. H. Thorisson, “The coupling of regenerative processes,” Adv. Appl. Probab., 15, 531–561 (1983).

    Article  MathSciNet  MATH  Google Scholar 

  9. L. G. Afanasyeva and E.E. Bashtova, “Coupling method for asymptotic analysis of queues with regenerative input and unreliable server,” Queueing Syst., 76, No. 2, 125–147 (2014).

    Article  MathSciNet  MATH  Google Scholar 

  10. L. G. Afanasyeva, E.E. Bashtova, and E.V. Bulinskaya, “Limit Theorems for Semi-Markov Queues and Their Applications,” Commun. Stat. — Simul. Comput., 41, 1–22 (2012).

    Article  MathSciNet  Google Scholar 

  11. W. Whitt, Stochastic Process Limits: an Introduction to Stochastic-process Limits and Their Application to Queues, Springer, New York (2001).

    Google Scholar 

  12. K. Weining, K. Ramanan. “Asymptotic Approximations for Stationary Distributions of Many-Server Queues with Abandonment,” Ann. Appl. Probab., 22, No. 2, 477–521 (2012).

    Article  MathSciNet  MATH  Google Scholar 

  13. W. Whitt, “Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments,” Manag. Sci., 50, No 10, 1449–1461 (2004).

    Article  MATH  Google Scholar 

  14. B. DAuria, “Stochastic decomposition of the queue in a random environment,” Oper. Res. Lett., 35, No, 6, 805–12 (2007).

  15. A. Massey and W. Whitt, “Networks of Infinite-Server Queues with Non-stationary Poisson Input,” Queueing Syst., 13, No. 1–3, 183–250 (1993).

    Article  MathSciNet  MATH  Google Scholar 

  16. L. G. Afanasyeva and I.V. Rudenko , “Queuing systems GI|G|∞ and their applications to the analysis of traffic patterns,” Theor. Probab. Appl., 57, No. 3, 427–452 (2012).

    MathSciNet  Google Scholar 

  17. L. Lipsky, D. Derek, and G. Swapna, New frontiers in applied probability, (2011).

  18. E. B. Yarovaya, “Models of branching walks and their applications in the theory of reliability,” Automat. Remote Control, No. 7, 29–46 (2010).

  19. S. Asmussen, Applied Probability and Queues, Wiley, Chichester (1987).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to E. A. Chernavskaya.

Additional information

*This work was supported by the Russian Foundation for Basic Research, grant № 13-01-00653 A.

Proceedings of the XXXII International Seminar on Stability Problems for Stochastic Models, Trondheim, Norway, June 16–21, 2014.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chernavskaya, E.A. Limit Theorems for Queuing Systems with Regenerative Doubly Stochastic Input Flow*. J Math Sci 214, 34–43 (2016). https://doi.org/10.1007/s10958-016-2756-7

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10958-016-2756-7

Keywords

Navigation