Approximation of excessive backlog probabilities of two parallel queues

2018-07-25
Ünlü, Kamil Demirberk
Sezer, Ali Devin
Let X be the constrained random walk on Z 2 + with increments (1, 0), (−1, 0), (0, 1) and (0, −1) representing the lengths at service completion times of two queues with exponentially distributed interarrival and service times running in parallel. Denote the arrival and service rates by λ i , µ i , i = 1, 2; we assume λ i < µ i , i = 1, 2, i.e., X is assumed stable. Without loss of generality we assume ρ 1 ≥ ρ 2. Let τ n be the first time X hits the line ∂A n = {x ∈ Z 2 : x(1)+x(2) = n}, i.e., when the sum of the components of X equals n for the first time. Let Y be the same random walk as X but only constrained on {y ∈ Z 2 : y(2) = 0} and its jump probabilities for the first component reversed. Let ∂B = {y ∈ Z 2 : y(1) = y(2)} and let τ be the first time Y hits ∂B. The probability p n = P x (τ n < τ 0) is a key performance measure of the queueing system represented by X (suppose the queues share a common buffer, then p n is the probability that this overflows overflows during the systems first busy cycle). We show that, for x n = ⌊nx⌋, x ∈ R 2 + , x(1) + x(2) ≤ 1, x(1) > 0, P (n−xn(1),xn(2)) (τ < ∞) approximates P xn (τ n < τ 0) with exponentially vanishing relative error. Let r = (λ 1 + λ 2)/(µ 1 + µ 2); for r 2 < ρ 2 and ρ 1 = ρ 2 , we construct a class of harmonic functions for Y with which the probability P y (τ < ∞) can be approximated with bounded relative error. For r 2 = ρ 1 ρ 2 , we obtain the exact formula P y (τ < ∞) = r y(1)−y(2) + r(1−r) r−ρ2 ρ y(1) 1 − r y(1)−y(2) ρ y(2) 1. The Y-harmonic functions are constructed from single points and pairs of conjugate points on a characteristic surface associated with X. The results are obtained using the approach of (Sezer, Exit Probabilities and Balayage of Constrained Random Walks, 2015).
Citation Formats
K. D. Ünlü and A. D. Sezer, “Approximation of excessive backlog probabilities of two parallel queues,” presented at the International Conference on Queueing Theory and Network Applications QTNA2018, (25 - 27 Temmuz 2018), Tsukuba, Japan, 2018, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/75269.