Queues with vacations and their applications Dieter Fiems and Herwig - - PowerPoint PPT Presentation

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Queues with vacations and their applications Dieter Fiems and Herwig - - PowerPoint PPT Presentation

Queues with vacations and their applications Dieter Fiems and Herwig Bruneel SMACS Research Group, Ghent University, Belgium { df,hb } @UGent.be IPS-MoMe, Warsaw, Poland p.1/26 Outline Vacations Mathematical model Queueing


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SLIDE 1

Queues with vacations and their applications

Dieter Fiems and Herwig Bruneel SMACS Research Group, Ghent University, Belgium {df,hb}@UGent.be

IPS-MoMe, Warsaw, Poland – p.1/26

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SLIDE 2

Outline

  • Vacations
  • Mathematical model
  • Queueing analysis
  • Special cases
  • Case study: Priority queues
  • Conclusions

IPS-MoMe, Warsaw, Poland – p.2/26

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SLIDE 3

Vacations – What?

  • Queueing theory parlance for temporary server

unavailability

  • Resource sharing
  • Breakdowns
  • Maintenance
  • Errors
  • Reconfiguration
  • ...
  • Correlation structure?

IPS-MoMe, Warsaw, Poland – p.3/26

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SLIDE 4

Vacations – Resource Sharing

  • Passive Optical Network

Optical Line Terminal Optical Network Unit 1 Optical Network Unit 2 Optical Network Unit 3

IPS-MoMe, Warsaw, Poland – p.4/26

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SLIDE 5

Vacations – Resource Sharing

  • Passive Optical Network

Optical Line Terminal Optical Network Unit 1 Optical Network Unit 2 Optical Network Unit 3

ONU 1 ONU 2 ONU 2

Available Vacation time Vantage point ONU 1

ONU 3

IPS-MoMe, Warsaw, Poland – p.4/26

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SLIDE 6

Vacations – Resource Sharing

  • Ethernet

... Bus

IPS-MoMe, Warsaw, Poland – p.5/26

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SLIDE 7

Vacations – Resource Sharing

  • Ethernet

... Bus

Vacation Back−off Back−off Station 1 Station 2 time time Collision Vacation

IPS-MoMe, Warsaw, Poland – p.5/26

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SLIDE 8

Vacations – Resource Sharing

  • Service differentiation

Class 1 Class 2

IPS-MoMe, Warsaw, Poland – p.6/26

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SLIDE 9

Vacations – Resource Sharing

  • Service differentiation

Class 1 Class 2

  • Priority Queueing
  • Weighted Round Robin
  • Weighted Fair Queueing

IPS-MoMe, Warsaw, Poland – p.6/26

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SLIDE 10

Vacations – Errors

  • Go-Back-N ARQ
✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✁ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✂ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄ ✄

Errors

IPS-MoMe, Warsaw, Poland – p.7/26

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SLIDE 11

Vacations – Errors

  • Go-Back-N ARQ
☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ☎ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✆ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✝ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞ ✞

Errors

time time Error ACK Vacation S R

IPS-MoMe, Warsaw, Poland – p.7/26

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SLIDE 12

Vacations – Non-telecom

Unsignalised intersection

IPS-MoMe, Warsaw, Poland – p.8/26

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SLIDE 13

Vacations – Non-telecom

Unsignalised intersection Airplane queue

IPS-MoMe, Warsaw, Poland – p.8/26

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SLIDE 14

Vacations – Models

  • Desirable properties of vacation process
  • Correlation between vacations
  • Service interruptions
  • Other dependences

IPS-MoMe, Warsaw, Poland – p.9/26

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SLIDE 15

Vacations – Models

  • Desirable properties of vacation process
  • Correlation between vacations
  • Service interruptions
  • Other dependences
  • Desirable properties of queueing system
  • Realistic arrival process
  • General service times

IPS-MoMe, Warsaw, Poland – p.9/26

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SLIDE 16

Vacations – Models

  • Desirable properties of vacation process
  • Correlation between vacations
  • Service interruptions
  • Other dependences
  • Desirable properties of queueing system
  • Realistic arrival process
  • General service times
  • Approaches
  • Analytic methods
  • Numerical methods
  • Simulation

IPS-MoMe, Warsaw, Poland – p.9/26

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SLIDE 17

Vacations – Models

  • Desirable properties of vacation process
  • Correlation between vacations
  • Service interruptions
  • Other dependences
  • Desirable properties of queueing system
  • Realistic arrival process
  • General service times
  • Approaches
  • Analytic methods
  • Numerical methods
  • Simulation

IPS-MoMe, Warsaw, Poland – p.9/26

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SLIDE 18

Mathematical Model

  • Discrete-time queueing system

slot k arrivals slot k+1 time departure synchronisation

IPS-MoMe, Warsaw, Poland – p.10/26

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SLIDE 19

Mathematical Model

  • Discrete-time queueing system

slot k arrivals slot k+1 time departure synchronisation

  • Arrivals per slot, service times
  • independent and identically distributed
  • probability generating functions: E(z) and S(z)
  • service times are bounded

IPS-MoMe, Warsaw, Poland – p.10/26

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SLIDE 20

Mathematical Model

  • Infinite capacity queue

IPS-MoMe, Warsaw, Poland – p.11/26

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SLIDE 21

Mathematical Model

  • Infinite capacity queue
  • Single server system

IPS-MoMe, Warsaw, Poland – p.11/26

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SLIDE 22

Mathematical Model

  • Infinite capacity queue
  • Single server system
  • Vacation process

i

vacation of n slots

j

state of the vacation process

(k)

queueing state    a during customer service b customer leaves non-empty system c customer leaves empty system d empty system Server in vacation state i and queueing state k takes a vacation of length n and goes to state j with probability b(k)

ij (n)

IPS-MoMe, Warsaw, Poland – p.11/26

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SLIDE 23

Mathematical model

  • Dealing with interrupted service

IPS-MoMe, Warsaw, Poland – p.12/26

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SLIDE 24

Mathematical model

  • Dealing with interrupted service
  • Continue after interruption (CAI)

5 slots service time

✻ ❄ ✲

IPS-MoMe, Warsaw, Poland – p.12/26

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SLIDE 25

Mathematical model

  • Dealing with interrupted service
  • Continue after interruption (CAI)

5 slots service time

✻ ❄ ✲

  • Repeat after interruption (RAI)

✻ ❄ ✲

IPS-MoMe, Warsaw, Poland – p.12/26

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SLIDE 26

Mathematical model

  • Dealing with interrupted service
  • Continue after interruption (CAI)

5 slots service time

✻ ❄ ✲

  • Repeat after interruption (RAI)

✻ ❄ ✲

  • Repeat after interruption with resampling (RAI,wr)

service time resampled to 6 slots

❄ ✲

IPS-MoMe, Warsaw, Poland – p.12/26

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SLIDE 27

Queueing Analysis

  • Probability generating functions approach
  • Matrices to deal with the finite state space of the

vacation process

IPS-MoMe, Warsaw, Poland – p.13/26

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SLIDE 28

Queueing Analysis

  • Probability generating functions approach
  • Matrices to deal with the finite state space of the

vacation process

  • Effective service times
  • Defined as:

“the number of slots between the beginning

  • f the slot where the customer is first served

until the end of the slot where the customer leaves the system”

  • Effective service time analysis for the different
  • peration modes
  • Unified queueing analysis

IPS-MoMe, Warsaw, Poland – p.13/26

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SLIDE 29

Queueing Analysis

  • Effective service time for CAI

1 2 3 2 3 1 time Ω2 Ω1 1 T S

T = 1 +

S−1

  • j=1

Ωj

IPS-MoMe, Warsaw, Poland – p.14/26

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SLIDE 30

Queueing Analysis

  • Effective service time for CAI

1 2 3 2 3 1 time Ω2 Ω1 1 T S

T = 1 +

S−1

  • j=1

Ωj T(z) = z

  • n=1

s(n)Ω(z)j−1 Ω(z) = Ba(z)z

IPS-MoMe, Warsaw, Poland – p.14/26

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SLIDE 31

Queueing Analysis

  • Effective service time for RAI

1 2 3 S 1 2 1 2 3 1 T’ Γ T B

T =

  • Γ + B + T ′ (int.)

S (no int.)

IPS-MoMe, Warsaw, Poland – p.15/26

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SLIDE 32

Queueing Analysis

  • Effective service time for RAI

1 2 3 S 1 2 1 2 3 1 T’ Γ T B

T =

  • Γ + B + T ′ (int.)

S (no int.)

T(z) = X

k

s(k) “ IN − z[zBa(0) − IN]−1[(z Ba(0))k−1 − IN][Ba(z) − Ba(0)] ”−1 z (z Ba(0))k−1

IPS-MoMe, Warsaw, Poland – p.15/26

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SLIDE 33

Queueing Analysis

  • Queue content at departure epochs

System equations: Uk+1 =                            Uk − 1 +

Bb+T

  • j=1

Ej if Uk > 0

Bc+T

  • j=1

Ej − 1 if Uk = 0 and

Bc

  • j=1

Ej > 0

˜ Bd

  • j=1

˜ Ej +

T

  • j=1

Ej − 1 if Uk = 0 and

Bc

  • j=1

Ej = 0

IPS-MoMe, Warsaw, Poland – p.16/26

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SLIDE 34

Queueing Analysis

  • Queue content at departure epochs

Uk+1(z) = (Uk(z) − Uk(0)) Bb(E(z)) 1 z T(E(z)) + Uk(0) (Bc(E(z)) − Bc(e0)) 1 z T(E(z)) + Uk(0) Bc(e0) Λ(z) 1 z T(E(z)) Λ(z) =

  • IN − ˜

Bd(e0) −1 ˜ Bd(E(z)) − ˜ Bd(e0)

  • IPS-MoMe, Warsaw, Poland – p.17/26
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SLIDE 35

Queueing Analysis

  • Queue content at departure epochs

Uk+1(z) = (Uk(z) − Uk(0)) Bb(E(z)) 1 z T(E(z)) + Uk(0) (Bc(E(z)) − Bc(e0)) 1 z T(E(z)) + Uk(0) Bc(e0) Λ(z) 1 z T(E(z)) Λ(z) =

  • IN − ˜

Bd(e0) −1 ˜ Bd(E(z)) − ˜ Bd(e0)

  • M/G/1 type queueing system!

U(z)Γ1(z) + U(0)Γ2(z) = 0

IPS-MoMe, Warsaw, Poland – p.17/26

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SLIDE 36

Queueing Analysis

  • Queue content at random slot boundaries
  • Customer Delay

IPS-MoMe, Warsaw, Poland – p.18/26

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SLIDE 37

Queueing Analysis

  • Queue content at random slot boundaries
  • Customer Delay
  • Moments
  • Moment generating property of pgfs
  • Mean

E[X] = X′(1)

  • Variance

Var[X] = X′′(1) − X′(1)2 + X′(1)

IPS-MoMe, Warsaw, Poland – p.18/26

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SLIDE 38

Special cases

  • Without interruptions of on-going service
  • Exhaustive single/multiple vacation system
  • Non-preemptive time-limited vacation system
  • Number limited vacation system
  • Pure limited vacation system
  • Bernoulli schedule

IPS-MoMe, Warsaw, Poland – p.19/26

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SLIDE 39

Special cases

  • Without interruptions of on-going service
  • Exhaustive single/multiple vacation system
  • Non-preemptive time-limited vacation system
  • Number limited vacation system
  • Pure limited vacation system
  • Bernoulli schedule
  • With interruptions of on-going service
  • Independent vacation process
  • Preemptive time-limited vacation system

IPS-MoMe, Warsaw, Poland – p.19/26

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SLIDE 40

Special cases

  • Non-preemptive time-limited vacation system
  • Timer follows geometric distribution
  • Two states: timer not expired (1) or expired (2)
  • During service: start in state 1, fixed probability to

go to state 2

  • At the end of service: take a vacation if in state 2
  • Queue empty: take a new vacation

IPS-MoMe, Warsaw, Poland – p.20/26

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SLIDE 41

Special cases

  • Non-preemptive time-limited vacation system
  • Timer follows geometric distribution
  • Two states: timer not expired (1) or expired (2)
  • During service: start in state 1, fixed probability to

go to state 2

  • At the end of service: take a vacation if in state 2
  • Queue empty: take a new vacation

Ba(z) =  α 1 − α 1   ,Bd(z) =  

V (z) z

1   , Bb(z) = Bc(z) =  α + (1 − α)V (z) V (z)  

IPS-MoMe, Warsaw, Poland – p.20/26

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SLIDE 42

Priority queueing

  • Low-priority traffic of a preemptive priority model
  • CAI ↔ preemptive resume
  • RAI ↔ preemptive repeat identical
  • RAI,wr ↔ preemptive repeat different

IPS-MoMe, Warsaw, Poland – p.21/26

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SLIDE 43

Priority queueing

  • Low-priority traffic of a preemptive priority model
  • CAI ↔ preemptive resume
  • RAI ↔ preemptive repeat identical
  • RAI,wr ↔ preemptive repeat different
  • Corresponding vacation model
  • Independent vacation process
  • Correlated high priority traffic
  • High priority busy periods ↔ Vacations
  • Functional equation for the busy periods

B(z) =

  • k=0

Wk [z B(z)]k

IPS-MoMe, Warsaw, Poland – p.21/26

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SLIDE 44

Priority queueing

  • Numerical results
  • Two priority classes
  • High priority class
  • Bernoulli arrivals
  • Geometrical packet lengths
  • load: 20%
  • High priority class
  • Bernoulli arrivals
  • Binomially distributed packet lengths, mean 10

slots

  • load: ρ2

IPS-MoMe, Warsaw, Poland – p.22/26

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SLIDE 45

Priority queueing

  • Mean low-pri packet delay vs. mean high-pri packet

length

20 40 60 10 20 30 40 ρ2=0.5 ρ2=0.25 resume repeat diff. repeat id.

IPS-MoMe, Warsaw, Poland – p.23/26

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SLIDE 46

Priority queueing

  • Variance of the low-pri packet delay vs. mean high-pri

packet length

1000 2000 3000 4000 5000 10 20 30 40 ρ2 = 0.5 ρ2 = 0.25 resume repeat diff. repeat id.

IPS-MoMe, Warsaw, Poland – p.24/26

slide-47
SLIDE 47

Conclusions and future work

  • Conclusions
  • Analytic results – probability generating functions

approach

  • Large set of “classical vacation” systems
  • Applications lead to heavily correlated vacation

systems

  • Case study: priority queueing

IPS-MoMe, Warsaw, Poland – p.25/26

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SLIDE 48

Conclusions and future work

  • Conclusions
  • Analytic results – probability generating functions

approach

  • Large set of “classical vacation” systems
  • Applications lead to heavily correlated vacation

systems

  • Case study: priority queueing
  • Future work
  • Identify neglectable correlation
  • Introduce other types of correlation
  • Tools to work with matrices of pgfs

IPS-MoMe, Warsaw, Poland – p.25/26

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SLIDE 49

Questions?

IPS-MoMe, Warsaw, Poland – p.26/26