Applications of order statistics to queueing and scheduling

We prove several basic combinatorial identities and use them in two applications: the queue inference engine and earliest due date (EDD) scheduling. We generalize the standard order statistics result for Poisson processes, and show how to sample a busy period in the M/M/c system. We obtain simple expressions for the variance of the total waiting time in the M/M/c and M/D/1 queues given that n Poisson arrivals and departures occur during a busy period of length t. We also perform a probabilistic analysis of the EDD heuristic for a one machine scheduling problem with earliness/tardiness penalties. The schedule is without preemption and with no inserted idle time. The jobs are independent and each may have a different due date. For large n, our result shows that the variance of the performance of the EDD heuristic is linear in n. The average-case performance of the EDD heuristic is known to be proportional to the square root of n.

[1]  Sheldon M. Ross Introduction to Probability Models. , 1995 .

[2]  Sheldon M. Ross,et al.  Introduction to Probability Models, Eighth Edition , 1972 .

[3]  Marc E. Posner,et al.  Earliness-Tardiness Scheduling Problems, I: Weighted Deviation of Completion Times About a Common Due Date , 1991, Oper. Res..

[4]  Richard C. Larson The queue inference engine: deducing queue statistics from transactional data , 1990 .

[5]  Thomas E. Morton,et al.  The single machine early/tardy problem , 1989 .

[6]  Joseph Y.-T. Leung,et al.  Minimizing Total Tardiness on One Machine is NP-Hard , 1990, Math. Oper. Res..

[7]  Gary D. Scudder,et al.  Sequencing with Earliness and Tardiness Penalties: A Review , 1990, Oper. Res..

[8]  Robert E. Tarjan,et al.  One-Processor Scheduling with Symmetric Earliness and Tardiness Penalties , 1988, Math. Oper. Res..

[9]  Suresh P. Sethi,et al.  Earliness-Tardiness Scheduling Problems, II: Deviation of Completion Times About a Restrictive Common Due Date , 1991, Oper. Res..

[10]  Arie Harel Random Walk and the Area Below its Path , 1993, Math. Oper. Res..

[11]  J. Blackstone,et al.  Minimizing Weighted Absolute Deviation in Single Machine Scheduling , 1987 .

[12]  Richard C. Larson The Queue Inference Engine: Addendum , 1991 .

[13]  D. Daley,et al.  Exploiting Markov chains to infer queue length from transactional data , 1992 .

[14]  Dimitris Bertsimas,et al.  Deducing queueing from transactional data: the queue inference engine, revisited , 1990, 29th IEEE Conference on Decision and Control.