An Eigenvalue Approach to Analyzing a Finite Source Priority Queueing Model

In this paper, we present a novel approach to determining the steady-state distribution for the number of jobs present in a 2-class, single server preemptive priority queueing model where the low priority source population is finite. Arrivals are assumed to be Poisson with exponential service times. The system investigated is a quasi birth and death process, and the joint distribution is derived via the method of generalized eigenvalues. Using this approach, we are able to obtain all eigenvalues and corresponding eigenvectors explicitly. Furthermore, we link this method to the matrix analytic approach by obtaining an explicit solution for the rate matrix R. Two numerical examples are given to illustrate the procedure and highlight some important computational features.

[1]  Boudewijn R. Haverkort,et al.  Steady-state analysis of infinite stochastic Petri nets: comparing the spectral expansion and the matrix-geometric method , 1997, Proceedings of the Seventh International Workshop on Petri Nets and Performance Models.

[2]  P. Lancaster,et al.  Factorization of selfadjoint matrix polynomials with constant signature , 1982 .

[3]  William P. Pierskalla,et al.  Chapter 13 Applications of operations research in health care delivery , 1994, Operations research and the public sector.

[4]  Bart W. Stuck,et al.  A Computer and Communications Network Performance Analysis Primer , 1986, Int. CMG Conference.

[5]  Edward P. C. Kao,et al.  Computing Steady-State Probabilities of a Nonpreemptive Priority Multiserver Queue , 1990, INFORMS J. Comput..

[6]  Marcel F. Neuts The probabilistic significance of the rate matrix in matrix-geometric invariant vectors , 1980 .

[7]  Philip M. Morse,et al.  Queues, Inventories, And Maintenance , 1958 .

[8]  Erol Gelenbe,et al.  Analysis and Synthesis of Computer Systems , 1980 .

[9]  A. Alfa Matrix‐geometric solution of discrete time MAP/PH/1 priority queue , 1998 .

[10]  Hideaki Takagi Queueing analysis A foundation of Performance Evaluation Volume 1: Vacation and priority systems , 1991 .

[11]  Dimitris Bertsimas An Analytic Approach to a General Class of G/G/s Queueing Systems , 1990, Oper. Res..

[12]  Bart W. Stuck,et al.  A Computer and Communication Network Performance Analysis Primer (Prentice Hall, Englewood Cliffs, NJ, 1985; revised, 1987) , 1987, Int. CMG Conference.

[13]  Winfried K. Grassmann,et al.  An analytical solution for a tandem queue with blocking , 2000, Queueing Syst. Theory Appl..

[14]  Marcel F. Neuts,et al.  Matrix-geometric solutions in stochastic models - an algorithmic approach , 1982 .

[15]  Ram Chakka,et al.  Spectral Expansion Solution for a Class of Markov Models: Application and Comparison with the Matrix-Geometric Method , 1995, Perform. Evaluation.

[16]  Daniel D. McCracken,et al.  Numerical methods with Fortran IV case studies , 1967 .

[17]  Hideaki Takagi,et al.  Queueing analysis: a foundation of performance evaluation , 1993 .

[18]  Wushow Chou,et al.  Queueing Systems, Volume II: Computer Applications - Leonard Kleinrock , 1977, IEEE Transactions on Communications.

[19]  Yutaka Takahashi,et al.  Queueing analysis: A foundation of performance evaluation, volume 1: Vacation and priority systems, Part 1: by H. Takagi. Elsevier Science Publishers, Amsterdam, The Netherlands, April 1991. ISBN: 0-444-88910-8 , 1993 .

[20]  Robert B. Cooper,et al.  Queueing systems, volume II: computer applications : By Leonard Kleinrock. Wiley-Interscience, New York, 1976, xx + 549 pp. , 1977 .

[21]  Philip M. Morse,et al.  Queues, Inventories, And Maintenance , 1958 .

[22]  Douglas R. Miller Computation of Steady-State Probabilities for M/M/1 Priority Queues , 1981, Oper. Res..

[23]  滝根 哲哉 A Nonpreemptive Priority MAP/G/1 Queue with Two Classes of Customers , 1997 .

[24]  Vaidyanathan Ramaswami,et al.  A logarithmic reduction algorithm for quasi-birth-death processes , 1993, Journal of Applied Probability.

[25]  WINFRIED K. GRASSMANN,et al.  A Tandem Queuewith a Movable Server: An Eigenvalue Approach , 2002, SIAM J. Matrix Anal. Appl..

[26]  B. A. Taylor,et al.  Analysis of a non-preemptive priority multiserver queue , 1988, Advances in Applied Probability.