New bounds for expected delay in FIFO GI/GI/c queues

  • Authors:
  • Alan Scheller-Wolf;Karl Sigman

  • Affiliations:
  • Graduate School of Industrial Administration, Carnegie Mellon University, 5000 Forbes Ave., Pittsburgh, PA 15213, USA;Department of Industrial Engineering and Operations Research, Columbia University, 500 West 120th Street, New York, NY 10027-6699, USA

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 1997

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Abstract

Most bounds for expected delay, \mathrm{E}[D], in GI/GI/c queues are modifications of bounds for the GI/GI/1 case. In this paper we exploit a new delay recursion for the GI/GI/c queue to produce bounds of a different sort when the traffic intensity \rho = \lambda / \mu = \mathrm{E}[S] / \mathrm{E}[T] is less than the integer portion of the number of servers divided by two. (S and T denote generic service and interarrival times, respectively.) We derive two different families of new bounds for expected delay, both in terms of moments of S and T. Our first bound is applicable when \mathrm{E}[S^2]. Our second bound for the first time does not require finite variance of S; it only involves terms of the form \mathrm{E}[S^\beta], where 1. We conclude by comparing our bounds to the best known bound of this type, as well as values obtained from simulation.