Skip to main content
Log in

The problem of stability in queueing theory

  • Invited Paper
  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

The stability problem in queueing theory is concerned with the continuity of the mappingF from the setU of the input flows into the setV of the output flows. First, using the theory of probability metrics we estimate the modulus ofF-continuity providing thatU andV have structures of metric spaces. Then we evaluate the error terms in the approximation of the input flows by simpler ones assuming that we have observed some functionals of the empirical input flows distributions.

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. G. Anastassiou and S.T. Rachev, Moment problems and their applications to the stability of queueing models, Computers and Mathematics with Applications, special issue onSystem-theoretic Methods in Economic Modeling, III (1990) (to appear).

  2. T.A. Azlarov and N.A. Volodin,Characterization Problems Associated with the Exponential Distribution (Springer-Verlag, New York, 1986).

    Google Scholar 

  3. R.E. Barlow and F. Proschan,Statistical of Reliability and Life Testing: Probability Models (Holt, Rinehart, and Winston, New York, 1975).

    Google Scholar 

  4. A.P. Basu, N. Abrahimi and B. Klefsijö, Multivariate harmonic new better than used in expectation distributions, Scand. J. Stat. Theory Appl. 10 (1983) 19–25.

    Google Scholar 

  5. A.P. Basu and N. Ebrahimi, Testing whether survival function is harmonic new better than used in expectation, Annals of the Institute of Statistical Mathematics 37, Series A (1985) 347–359.

    Google Scholar 

  6. L.A. Baxter and S.M. Lee, Structure function with finite minimal vector sets, J. Appl. Prob. (1987) submitted.

  7. L. Baxter and S.T. Rachev, The stability of a characterization of the bivariate Marshall-Olkin distribution, (1989) preprint.

  8. I. Berkes and W. Philipp, Approximation theorems for independent and weakly dependent random vectors, Ann. Probab. 7 (1979) 29–54.

    Google Scholar 

  9. P. Billingsley,Convergence of Probability Measures (Wiley, New York, 1968).

    Google Scholar 

  10. A.A. Borovkov,Asymptotic Methods in Queueing Theory (Wiley, New York, 1984).

    Google Scholar 

  11. S. Cambanis, G. Simons and W. Stout, Inequalities forEk(X, Y) when the marginals are fixed, Z. Wahrsch. verw. Geb., 36 (1967) 285–294.

    Google Scholar 

  12. Y.S. Chow and H. Teicher,Probability Theory: Independence, Interchangeability, Martingales (Springer-Verlag, New York, 1978).

    Google Scholar 

  13. R.M. Dudley, Probability and metrics, Aarhus Univ. Aarhus, 1976.

    Google Scholar 

  14. R.M. Dudley, The speed of mean Glivenko-Cantelli convergence, Ann. Math. Statist. 30 (1969) 40–50.

    Google Scholar 

  15. R. Fortet and E. Mourier, Convergence de la répartition empirique vers la répartition théorique, Ann. Sci. École Norm. Sup. 70, 3 (1953) 266–285.

    Google Scholar 

  16. J. Galambos and S. Kotz,Characterization of Probability Distributions, Lecture Notes in Mathematics (Springer-Verlag, Berlin, 1978).

    Google Scholar 

  17. B.V. Gnedenko, On some unsolved problems in queueing theory,Sixth Int'l. Telegraphic Conf., Munich, 1970 (in Russian).

  18. W.K.K. Haneveld,Duality in Stochastic Linear and Dynamic Programming (Centrum voor Wiskunde en Informatica, Amsterdam, 1985).

    Google Scholar 

  19. D.L. Iglehart, Weak convergence in queueing theory, Adv. Appl. Probab. 5 (1973) 570–594.

    Google Scholar 

  20. V.A. Ivnitsky, On the restoration of the characteristics of single server queue by the output observation, Izv. USSR, Adad. Nauk, Tekn. Kybernet. 3 (1969) 60–65.

    Google Scholar 

  21. V.A. Ivnitsky, On the restoration of systems characteristics by the output observations, Theory Prob. Appl., XXII (1977) 188–191.

    Google Scholar 

  22. V.V. Kalashnikov and S.T. Rachev, Characterization problems in queueing and their stability, Adv. Appl. Prob., 17 (1985) 868–886.

    Google Scholar 

  23. V.V. Kalashnikov and S.T. Rachev, Average stability of characterization of queueing models, in:Stability Problems for Stochastic Models, Proc., Moscow, VNIISI (1986) 67–75 (in Russian); English translation, J. Soviet Math. 40 (1988) 502–509.

    Google Scholar 

  24. V.V. Kalashnikov and S.T. Rachev, Characterization of inverse problems in queueing and their stability, J. Appl. Prob. 23 (1986) 459–473.

    Google Scholar 

  25. V.V. Kalashnikov and S.T. Rachev, Characterization of queues and its stability estimates, in:Probability Theory and Mathematical Statistics, eds. Yu.K. Prohorov et al., Vol. 2 (VNU Science Press, 1986) 37–53.

  26. V.V. Kalashnikov and S.T. Rachev,Mathematical Methods for Construction of Queueing Models (Nauka, Moscow, 1988) (in Russian).

    Google Scholar 

  27. H.G. Kellerer, Duality theorems for marginal problems, Z. Wahrsch. verw. Geb. 67 (1984) 399–432.

    Google Scholar 

  28. J.H.B. Kemperman, On the role of duality in the theory of moments, in:Semi-Infinite Programming and Applications, eds. A.V. Fiacco, K.O. Kortanek, Lecture Notes in Economics and Mathematical Systems 215 (Springer, Berlin-New York, 1983) 63–92.

    Google Scholar 

  29. D.G. Kendall, Some recent works and further problems in the theory of queues, Theory Prob. Appl., IX (1964) 3–15.

    Google Scholar 

  30. D.G. Kendall and L. Lewis, On the structural information contained in the output of GI¦G¦∞, Z. Wahrscheinlichskeitsth., 4 (1965) 144–148.

    Google Scholar 

  31. D. Kennedy, The continuity of the single server queue, J. Appl. Probab. 9 (1972) 370–381.

    Google Scholar 

  32. I.N. Kovalenko, On the restoration of the system characteristics by the output observations, Dokl. USSR Akad. Nauk, 164 (1965) 979–981.

    Google Scholar 

  33. I. Kuznezova and S.T. Rachev, Explicit solutions of moment problems, Technical Report No. 1987, Center for Stochastic Processes, University of North Carolina, July 1987, to appear inProbability and Mathematical Statistics, Vol. X, Fasc. 2 (1989).

  34. V.L. Levin and A.A. Miljutin, The problem of mass transfer with a discontinuous cost function and a mass statement of the duality problem for convex extremal problems, Russian Math. Surveys 34/3 (1978) 1–78.

    Google Scholar 

  35. A.W. Marshall and I. Olkin, A multivariate exponential distribution, J. Amer. Statist. Assoc. 62 (1967) 30–44.

    Google Scholar 

  36. A. Obretenov and S.T. Rachev, Characterization of the bivariate exponential distribution and Marshall-Olkin distribution and stability, Lecture Notes in Mathematics (Springer-Verlag, Berlin) 982 (1983) 136–150.

    Google Scholar 

  37. A. Obretenov and S.T. Rachev, Estimates of the deviation between the exponential and new classes of bivariate distribution, Lecture Notes in Mathematics (Springer-Verlag, Berlin 1233 (1987) 93–102.

    Google Scholar 

  38. S.T. Rachev, Reliability of aging systems, Annuaire Univ. Sofia, Fac. Math. Mec., 68 (1977) 339–347.

    Google Scholar 

  39. S.T. Rachev, On minimal metrics in a space of real-valued random variables, Dokl. Akad. Nauk USSR 257, No. 5 (1981) 2067–2070 (in Russian); English transl. Soviet Math. Dokl. 23, No. 2 (1981) 425–428.

    Google Scholar 

  40. S.T. Rachev, Minimal metrics in the random variables space, in:Probability and Statistical Inference, Proc. 2nd Pannonian Symp., eds. W. Grossman et al. (D. Reidel Company, Dordrecht, 1982) 319–327.

    Google Scholar 

  41. S.T. Rachev, On a class of minimal functionals on a space of probability measures, Theory Prob. Appl. 29 (1984) 41–49.

    Google Scholar 

  42. S.T. Rachev, The Monge-Kantorovich mass transference problem and its stochastic applications, Theory Prob. Appl. 29 (1984) 647–676.

    Google Scholar 

  43. S.T. Rachev, Extreme functionals in the space of probability measures, Lecture Notes in Math. (Springer-Verlag) 1155 (1985) 320–348.

  44. S.T. Rachev and L. Rüschendorf, Rate of convergence for sums and maxima and doubly ideal metrics, 1988, preprint.

  45. S.T. Rachev and R.M. Shortt, Classification problem for probability metrics, in:Proc. of Conf. in honor of Dorothy Maharam Stone, University of Rochester, September 1987, to appear in:Contemporary Mathematics “Measure and Measurable Dynamics” (AMS, 1989).

  46. D. Stoyan,Comparison Methods for Queues and other Stochastic Models (Wiley, New York, 1983).

    Google Scholar 

  47. W. Whitt, Heavy traffic limit theorems for queues: a survey, Lecture Notes in Economics and Math. Systems 98 (Springer-Verlag 1974).

  48. W. Whitt, The continuity of queues, Adv. Appl. Probab. 6 (1974) 175–183.

    Google Scholar 

  49. V.M. Zolotarev, On the continuity of stochastic sequences generated by recurrence procedures, Theory Prob. Appl. 20 (1975) 819–832.

    Google Scholar 

  50. V.M. Zolotarev, Metric distances in spaces of random variables and their distributions, Math. USSR Sbornik, 30 (1976) 373–401.

    Google Scholar 

  51. V.M. Zolotarev, Quantitative estimates for continuity property of queueing systems of type G¦G¦∞, Theory Prob. Appl., 22 (1977) 679–691.

    Google Scholar 

  52. V.M. Zolotarev, General problems of mathematical models, in:Proc. 41st Session of ISI, New Delhi, 1977, 382–401.

  53. V.M. Zolotarev, Probability metrics, Theor. Prob. Appl. 28 (1983) 278–302.

    Google Scholar 

  54. V.M. Zolotarev,Contemporary Theory of Summation of Independent Random Variables (Nauka, Moscow, 1986).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Research initiated under support by Army Office of Scientific Research through Mathematical Sciences Institute during the author's visit to MSI in December 1988. References

Rights and permissions

Reprints and permissions

About this article

Cite this article

Rachev, S.T. The problem of stability in queueing theory. Queueing Syst 4, 287–317 (1989). https://doi.org/10.1007/BF01159470

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01159470

Keywords

Navigation