Stochastic Networks

ISBN-13: 9780387948287 / Angielski / Miękka / 1996 / 298 str.

Paul Glasserman; P. Glasserman; D. D. Yao

Opis

Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since the early days of queueing theory, that have experienced renewed interest mo tivated by new applications to emerging technologies. For example, new stability issues arise in the scheduling of multiple job classes in semiconduc tor manufacturing, the so-called "re-entrant lines;" and a prominent need for studying rare events is associated with the design of telecommunication systems using the new ATM (asynchronous transfer mode) technology so as to guarantee quality of service. The objective of this volume is hence to present a sample - by no means comprehensive - of recent research problems, methodologies, and results in these two exciting and burgeoning areas. The volume is organized in two parts, with the first part focusing on stability, and the second part on rare events. But it is impossible to draw sharp boundaries in a healthy field, and inevitably some articles touch on both issues and several develop links with other areas as well. Part I is concerned with the issue of stability in queueing networks."

Spis treści

I Stability.- 1 Global Stability of Two-Station Queueing Networks.- 2 Stable Priority Disciplines for Multiclass Networks.- 3 Closed Queueing Networks in Heavy Traffic: Fluid Limits and Efficiency.- 4 Asymptotics and Uniform Bounds for Multiclass Queueing Networks.- 5 Discrete-Time Jackson Networks with Batch Movements.- 6 Stability for Queues with Time Varying Rates.- II Rare Events.- 7 Nonparametric Estimation of Tail Probabilities for the Single-Server Queue.- 8 Rational Interpolation for Rare Event Probabilities.- 9 Overloading Parallel Servers When Arrivals Join The Shortest Queue.- 10 Rare Events in the Presence of Heavy Tails.- 11 A Network Multiplexer with Multiple Time Scale and Subexponential Arrivals.- 12 Networks of Queues with Long-Range Dependent Traffic Streams.- 13 Fractional Brownian Approximations of Queueing Networks.- 14 Moderate Deviations for Queues with Long-Range Dependent Input.