Positive harris recurrence and diffusion scale analysis of a push pull queueing network
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
Positive Harris recurrence and diffusion scale analysis of a push pull queueing network
Performance Evaluation
The variance of departure processes: puzzling behavior and open problems
Queueing Systems: Theory and Applications
Revisiting queueing output processes: a point process viewpoint
Queueing Systems: Theory and Applications
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We analyze the output process of finite capacity birth-death Markovian queues. We develop a formula for the asymptotic variance rate of the form 驴 *+驴v i where 驴 * is the rate of outputs and v i are functions of the birth and death rates. We show that if the birth rates are non-increasing and the death rates are non-decreasing (as is common in many queueing systems) then the values of v i are strictly negative and thus the limiting index of dispersion of counts of the output process is less than unity.In the M/M/1/K case, our formula evaluates to a closed form expression that shows the following phenomenon: When the system is balanced, i.e. the arrival and service rates are equal, $\frac{\sum v_{i}}{\lambda^{*}}$ is minimal. The situation is similar for the M/M/c/K queue, the Erlang loss system and some PH/PH/1/K queues: In all these systems there is a pronounced decrease in the asymptotic variance rate when the system parameters are balanced.