Performance analysis of buffers with train arrivals and correlated output interruptions

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July 2015, 11(3): 829-848. doi: 10.3934/jimo.2015.11.829

Performance analysis of buffers with train arrivals and correlated output interruptions

Bart Feyaerts ^1, , Stijn De Vuyst ^2, , Herwig Bruneel ^1, and Sabine Wittevrongel ^1,

1.	SMACS Research Group, TELIN Department, Ghent University, Sint-Pietersnieuwstraat 41, B-9000 Gent
2.	Supply Networks and Logistics Research Center, Department of Industrial Management, Ghent University, Technologiepark 903, B-9052 Zwijnaarde

Received September 2013 Revised May 2014 Published October 2014

Abstract
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In this paper, we study a discrete-time buffer system with a time-correlated packet arrival process and one unreliable output line. In particular, packets arrive to the buffer in the form of variable-length packet trains at a fixed rate of exactly one packet per slot. The packet trains are assumed to have a geometric length, such that each packet has a fixed probability of being the last of its corresponding train. The output line is governed by a Markovian process, such that the probability that the line is available during a slot depends on the state of the underlying $J$-state Markov process during that slot.
First, we provide a general analysis of the state of the buffer system based on a matrix generating functions approach. This also leads to an expression for the mean buffer content. Additionally, we take a closer look at the distributions of the packet delay and the train delay. In order to make matters more concrete, we next present a detailed and explicit analysis of the buffer system in case the output line is governed by a $2$-state Markov process. Some numerical examples help to visualise the influence of the various model parameters.

Keywords: performance analysis, server interruptions., Queueing theory.

Mathematics Subject Classification: Primary: 60K25, 68M20; Secondary: 90B2.

Citation: Bart Feyaerts, Stijn De Vuyst, Herwig Bruneel, Sabine Wittevrongel. Performance analysis of buffers with train arrivals and correlated output interruptions. Journal of Industrial and Management Optimization, 2015, 11 (3) : 829-848. doi: 10.3934/jimo.2015.11.829

References:

[1]	M. M. Ali, X. Zhang and J. F. Hayes, A performance analysis of a discrete-time queueing system with server interruption for modeling wireless ATM multiplexer, Performance Evaluation, 51 (2003), 1-31.
[2]	E. Altman and A. Jean-Marie, The distribution of delays of dispersed messages in an $M/M/1$ queue, Proceedings of IEEE INFOCOM '95 (Boston, 2-6 April 1995), (1995), 338-344. doi: 10.1109/INFCOM.1995.515893.
[3]	C. Blondia and O. Casals, Statistical multiplexing of VBR sources: A matrix-analytic approach, Performance Evaluation, 16 (1992), 5-20. doi: 10.1016/0166-5316(92)90064-N.
[4]	H. Bruneel, On the behavior of buffers with random server interruptions, Performance Evaluation, 3 (1983), 165-175. doi: 10.1016/0166-5316(83)90001-9.
[5]	H. Bruneel, Buffers with stochastic output interruptions, Electronics Letters, 19 (1983), 735-737. doi: 10.1049/el:19830501.
[6]	H. Bruneel, Packet delay and queue length for statistical multiplexers with low-speed access lines, Computer Networks and ISDN Systems, 25 (1993), 1267-1277. doi: 10.1016/0169-7552(93)90018-Y.
[7]	H. Bruneel, Calculation of message delays and message waiting times in switching elements with slow access lines, IEEE Transactions on Communications, 42 (1994), 255-259. doi: 10.1109/TCOMM.1994.577026.
[8]	B. D. Choi, D. I. Choi, Y. Lee and D. K. Sung, Priority queueing system with fixed-length packet-train arrivals, IEE Proceedings-Communications, 145 (1998), 331-336. doi: 10.1049/ip-com:19982288.
[9]	A. Chydzinski, Time to reach buffer capacity in a BMAP queue, Stochastic Models, 23 (2007), 195-209. doi: 10.1080/15326340701300746.
[10]	I. Cidon, A. Khamisy and M. Sidi, On queueing delays of dispersed messages, Queueing Systems, 15 (1994), 325-345. doi: 10.1007/BF01189244.
[11]	I. Cidon, A. Khamisy and M. Sidi, Delay, jitter and threshold crossing in ATM systems with dispersed messages, Performance Evaluation, 29 (1997), 85-104. doi: 10.1016/S0166-5316(96)00006-5.
[12]	J. Daigle, Message delays at packet-switching nodes serving multiple classes, IEEE Transactions on Communications, 38 (1990), 447-455. doi: 10.1109/26.52655.
[13]	M. Dowell and P. Jarrat, A modified regula falsi method for computing the root of an equation, BIT Numerical Mathematics, 11 (1971), 168-174.
[14]	K. Elsayed and H. Perros, The superposition of discrete-time Markov renewal processes with an application to statistical multiplexing of bursty traffic sources, Applied Mathematics and Computation, 115 (2000), 43-62. doi: 10.1016/S0096-3003(99)00134-4.
[15]	B. Feyaerts, S. De Vuyst, H. Bruneel and S. Wittevrongel, Analysis of discrete-time buffers with heterogeneous session-based arrivals and general session lengths, Computers and Operations Research, 39 (2012), 2905-2914. doi: 10.1016/j.cor.2011.11.023.
[16]	D. Fiems and H. Bruneel, A note on the discretization of Little's result, Operations Research Letters, 30 (2002), 17-18. doi: 10.1016/S0167-6377(01)00112-2.
[17]	D. Fiems, B. Steyaert and H. Bruneel, Discrete-time queues with generally distributed service times and renewal-type server interruptions, Performance Evaluation, 55 (2004), 277-298. doi: 10.1016/j.peva.2003.08.004.
[18]	H. R. Gail, S. L. Hantler, A. G. Konheim and B. A. Taylor, An analysis of a class of telecommunication models, Performance Evaluation, 21 (1994), 151-161. doi: 10.1016/0166-5316(94)90032-9.
[19]	H. R. Gail, S. L. Hantler and B. A. Taylor, Spectral analysis of $M/G/1$ and $G/M/1$ type Markov chains, Advances in Applied Probability, 28 (1996), 114-165. doi: 10.2307/1427915.
[20]	L. Hoflack, S. De Vuyst, S. Wittevrongel and H. Bruneel, Analytics traffic model of a web server, Electronics Letters, 44 (2008), 61-63. doi: 10.1049/el:20083020.
[21]	L. Hoflack, S. De Vuyst, S. Wittevrongel and H. Bruneel, Discrete-time buffer systems with session-based arrival streams, Performance Evaluation, 67 (2010), 432-450. doi: 10.1016/j.peva.2009.12.007.
[22]	G. U. Hwang and B. D. Choi, Closed-form expressions on the geometric tail behavior of statistical multiplexers with heterogeneous traffic, IEEE Transactions on Communications, 46 (1998), 1575-1579.
[23]	F. Ishizaki, Decomposition property in a discrete-time queue with multiple input streams and service interruptions, Journal of Applied Probability, 41 (2004), 524-534. doi: 10.1239/jap/1082999083.
[24]	F. Kamoun, Performance analysis of a discrete-time queueing system with a correlated train arrival process, Performance Evaluation, 63 (2006), 315-340.
[25]	F. Kamoun, Performance analysis of a non-preemptive priority queuing system subjected to a correlated Markovian interruption process, Computers & Operations Research, 35 (2008), 3969-3988. doi: 10.1016/j.cor.2007.06.001.
[26]	F. Kamoun, Performance evaluation of a queueing system with correlated packet-trains and server interruption, Telecommunication Systems, 41 (2009), 267-277.
[27]	K. Laevens and H. Bruneel, Delay analysis for discrete-time queueing systems with multiple randomly interrupted servers, European Journal of Operations Research, 85 (1995), 161-177. doi: 10.1016/0377-2217(93)E0148-Q.
[28]	D. S. Lee, Analysis of a single server queue with semi-Markovian service interruption, Queueing Systems, 27 (1997), 153-178. doi: 10.1023/A:1019162014745.
[29]	D. M. Lucantoni, K. S. Meier-Hellstern and M. Neuts, A single-server queue with server vacations and a class of non-renewal arrival processes, Advances in Applied Probability, 22 (1990), 676-705. doi: 10.2307/1427464.
[30]	D. M. Lucantoni, New results on the single server queue with a batch Markovian arrival process, Stochastic Models, 7 (1991), 1-46. doi: 10.1080/15326349108807174.
[31]	H. Masuyama and T. Takine, Stationary queue length in a FIFO single server queue with service interruptions and multiple batch Markovian arrival streams, Journal of the Operations Research Society of Japan, 46 (2003), 319-341.
[32]	C. D. Meyer, Matrix Analysis and Applied Linear Algebra, SIAM, 2000. doi: 10.1137/1.9780898719512.
[33]	I. Mitrani, Modelling of Computer and Communication Systems, Cambridge University Press, Cambridge, UK, 1987.
[34]	A. Mokhtar and M. Azizoglu, Analysis of state-dependent probabilistic server interruptions in discrete-time queues, IEEE Communications Letters, 8 (2004), 544-546. doi: 10.1109/LCOMM.2004.833827.
[35]	M. Neuts, Structured Stochastic Matrices of $M/G/1$ type and Their Applications, New York: Marcel Dekker, 1989.
[36]	K. Sohraby, On the theory of general ON-OFF sources with applications in high-speed networks, Proceedings of IEEE INFOCOM '93 (San Francisco, 28 March - 1 April 1993), (1993), 401-410. doi: 10.1109/INFCOM.1993.253336.
[37]	J. Walraevens, S. Wittevrongel and H. Bruneel, A discrete-time priority queue with train arrivals, Stochastic Models, 23 (2007), 489-512. doi: 10.1080/15326340701471158.
[38]	S. Wittevrongel and H. Bruneel, Correlation effects in ATM queues due to data format conversions, Performance Evaluation, 32 (1998), 35-56. doi: 10.1016/S0166-5316(97)00015-1.
[39]	S. Wittevrongel, Discrete-time buffers with variable-length train arrivals, Electronics Letters, 34 (1998), 1719-1721. doi: 10.1049/el:19981248.
[40]	S. Wittevrongel, S. De Vuyst and H. Bruneel, Analysis of discrete-time buffers with general session-based arrivals, 16th International conference on analytical and stochastic modelling techniques and applications (ASMTA) Madrid , Spain, Lecture Notes in Computer Science, 5513 (2009), 189-203. doi: 10.1007/978-3-642-02205-0_14.
[41]	Y. Xiong, H. Bruneel, Buffer behavior of statistical multiplexers with correlated train arrivals, International Journal of Electronics and Communications, 51 (1997), 178-186.

show all references

References:

[1]	M. M. Ali, X. Zhang and J. F. Hayes, A performance analysis of a discrete-time queueing system with server interruption for modeling wireless ATM multiplexer, Performance Evaluation, 51 (2003), 1-31.
[2]	E. Altman and A. Jean-Marie, The distribution of delays of dispersed messages in an $M/M/1$ queue, Proceedings of IEEE INFOCOM '95 (Boston, 2-6 April 1995), (1995), 338-344. doi: 10.1109/INFCOM.1995.515893.
[3]	C. Blondia and O. Casals, Statistical multiplexing of VBR sources: A matrix-analytic approach, Performance Evaluation, 16 (1992), 5-20. doi: 10.1016/0166-5316(92)90064-N.
[4]	H. Bruneel, On the behavior of buffers with random server interruptions, Performance Evaluation, 3 (1983), 165-175. doi: 10.1016/0166-5316(83)90001-9.
[5]	H. Bruneel, Buffers with stochastic output interruptions, Electronics Letters, 19 (1983), 735-737. doi: 10.1049/el:19830501.
[6]	H. Bruneel, Packet delay and queue length for statistical multiplexers with low-speed access lines, Computer Networks and ISDN Systems, 25 (1993), 1267-1277. doi: 10.1016/0169-7552(93)90018-Y.
[7]	H. Bruneel, Calculation of message delays and message waiting times in switching elements with slow access lines, IEEE Transactions on Communications, 42 (1994), 255-259. doi: 10.1109/TCOMM.1994.577026.
[8]	B. D. Choi, D. I. Choi, Y. Lee and D. K. Sung, Priority queueing system with fixed-length packet-train arrivals, IEE Proceedings-Communications, 145 (1998), 331-336. doi: 10.1049/ip-com:19982288.
[9]	A. Chydzinski, Time to reach buffer capacity in a BMAP queue, Stochastic Models, 23 (2007), 195-209. doi: 10.1080/15326340701300746.
[10]	I. Cidon, A. Khamisy and M. Sidi, On queueing delays of dispersed messages, Queueing Systems, 15 (1994), 325-345. doi: 10.1007/BF01189244.
[11]	I. Cidon, A. Khamisy and M. Sidi, Delay, jitter and threshold crossing in ATM systems with dispersed messages, Performance Evaluation, 29 (1997), 85-104. doi: 10.1016/S0166-5316(96)00006-5.
[12]	J. Daigle, Message delays at packet-switching nodes serving multiple classes, IEEE Transactions on Communications, 38 (1990), 447-455. doi: 10.1109/26.52655.
[13]	M. Dowell and P. Jarrat, A modified regula falsi method for computing the root of an equation, BIT Numerical Mathematics, 11 (1971), 168-174.
[14]	K. Elsayed and H. Perros, The superposition of discrete-time Markov renewal processes with an application to statistical multiplexing of bursty traffic sources, Applied Mathematics and Computation, 115 (2000), 43-62. doi: 10.1016/S0096-3003(99)00134-4.
[15]	B. Feyaerts, S. De Vuyst, H. Bruneel and S. Wittevrongel, Analysis of discrete-time buffers with heterogeneous session-based arrivals and general session lengths, Computers and Operations Research, 39 (2012), 2905-2914. doi: 10.1016/j.cor.2011.11.023.
[16]	D. Fiems and H. Bruneel, A note on the discretization of Little's result, Operations Research Letters, 30 (2002), 17-18. doi: 10.1016/S0167-6377(01)00112-2.
[17]	D. Fiems, B. Steyaert and H. Bruneel, Discrete-time queues with generally distributed service times and renewal-type server interruptions, Performance Evaluation, 55 (2004), 277-298. doi: 10.1016/j.peva.2003.08.004.
[18]	H. R. Gail, S. L. Hantler, A. G. Konheim and B. A. Taylor, An analysis of a class of telecommunication models, Performance Evaluation, 21 (1994), 151-161. doi: 10.1016/0166-5316(94)90032-9.
[19]	H. R. Gail, S. L. Hantler and B. A. Taylor, Spectral analysis of $M/G/1$ and $G/M/1$ type Markov chains, Advances in Applied Probability, 28 (1996), 114-165. doi: 10.2307/1427915.
[20]	L. Hoflack, S. De Vuyst, S. Wittevrongel and H. Bruneel, Analytics traffic model of a web server, Electronics Letters, 44 (2008), 61-63. doi: 10.1049/el:20083020.
[21]	L. Hoflack, S. De Vuyst, S. Wittevrongel and H. Bruneel, Discrete-time buffer systems with session-based arrival streams, Performance Evaluation, 67 (2010), 432-450. doi: 10.1016/j.peva.2009.12.007.
[22]	G. U. Hwang and B. D. Choi, Closed-form expressions on the geometric tail behavior of statistical multiplexers with heterogeneous traffic, IEEE Transactions on Communications, 46 (1998), 1575-1579.
[23]	F. Ishizaki, Decomposition property in a discrete-time queue with multiple input streams and service interruptions, Journal of Applied Probability, 41 (2004), 524-534. doi: 10.1239/jap/1082999083.
[24]	F. Kamoun, Performance analysis of a discrete-time queueing system with a correlated train arrival process, Performance Evaluation, 63 (2006), 315-340.
[25]	F. Kamoun, Performance analysis of a non-preemptive priority queuing system subjected to a correlated Markovian interruption process, Computers & Operations Research, 35 (2008), 3969-3988. doi: 10.1016/j.cor.2007.06.001.
[26]	F. Kamoun, Performance evaluation of a queueing system with correlated packet-trains and server interruption, Telecommunication Systems, 41 (2009), 267-277.
[27]	K. Laevens and H. Bruneel, Delay analysis for discrete-time queueing systems with multiple randomly interrupted servers, European Journal of Operations Research, 85 (1995), 161-177. doi: 10.1016/0377-2217(93)E0148-Q.
[28]	D. S. Lee, Analysis of a single server queue with semi-Markovian service interruption, Queueing Systems, 27 (1997), 153-178. doi: 10.1023/A:1019162014745.
[29]	D. M. Lucantoni, K. S. Meier-Hellstern and M. Neuts, A single-server queue with server vacations and a class of non-renewal arrival processes, Advances in Applied Probability, 22 (1990), 676-705. doi: 10.2307/1427464.
[30]	D. M. Lucantoni, New results on the single server queue with a batch Markovian arrival process, Stochastic Models, 7 (1991), 1-46. doi: 10.1080/15326349108807174.
[31]	H. Masuyama and T. Takine, Stationary queue length in a FIFO single server queue with service interruptions and multiple batch Markovian arrival streams, Journal of the Operations Research Society of Japan, 46 (2003), 319-341.
[32]	C. D. Meyer, Matrix Analysis and Applied Linear Algebra, SIAM, 2000. doi: 10.1137/1.9780898719512.
[33]	I. Mitrani, Modelling of Computer and Communication Systems, Cambridge University Press, Cambridge, UK, 1987.
[34]	A. Mokhtar and M. Azizoglu, Analysis of state-dependent probabilistic server interruptions in discrete-time queues, IEEE Communications Letters, 8 (2004), 544-546. doi: 10.1109/LCOMM.2004.833827.
[35]	M. Neuts, Structured Stochastic Matrices of $M/G/1$ type and Their Applications, New York: Marcel Dekker, 1989.
[36]	K. Sohraby, On the theory of general ON-OFF sources with applications in high-speed networks, Proceedings of IEEE INFOCOM '93 (San Francisco, 28 March - 1 April 1993), (1993), 401-410. doi: 10.1109/INFCOM.1993.253336.
[37]	J. Walraevens, S. Wittevrongel and H. Bruneel, A discrete-time priority queue with train arrivals, Stochastic Models, 23 (2007), 489-512. doi: 10.1080/15326340701471158.
[38]	S. Wittevrongel and H. Bruneel, Correlation effects in ATM queues due to data format conversions, Performance Evaluation, 32 (1998), 35-56. doi: 10.1016/S0166-5316(97)00015-1.
[39]	S. Wittevrongel, Discrete-time buffers with variable-length train arrivals, Electronics Letters, 34 (1998), 1719-1721. doi: 10.1049/el:19981248.
[40]	S. Wittevrongel, S. De Vuyst and H. Bruneel, Analysis of discrete-time buffers with general session-based arrivals, 16th International conference on analytical and stochastic modelling techniques and applications (ASMTA) Madrid , Spain, Lecture Notes in Computer Science, 5513 (2009), 189-203. doi: 10.1007/978-3-642-02205-0_14.
[41]	Y. Xiong, H. Bruneel, Buffer behavior of statistical multiplexers with correlated train arrivals, International Journal of Electronics and Communications, 51 (1997), 178-186.

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