Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues

Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues

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Article ID: iaor20084749
Country: United States
Volume: 2006
Issue: 47125
Start Page Number: 1
End Page Number: 10
Publication Date: Jan 2006
Journal: Journal of Applied Mathematics and Stochastic Analysis
Authors: ,
Keywords: queues: applications, networks: path, probability, stochastic processes
Abstract:

In the previous work, the authors have considered a discrete-time queueing system and they have established that, under some assumptions, the stationary queue length distribution for the system with capacity K1 is completely expressed in terms of the stationary distribution for the system with capacity K0 (>K1). In this paper, we study a sample-path version of this problem in more general setting, where neither stationarity nor ergodicity is assumed. We establish that, under some assumptions, the empirical queue length distribution (along through a sample path) for the system with capacity K1 is completely expressed only in terms of the quantities concerning the corresponding system with capacity K0 (>K1). Further, we consider a probabilistic setting where the assumptions are satisfied with probability one, and under the probabilistic setting, we obtain a stochastic version of our main result. The stochastic version is considered as a generalization of the author's previous result, because the probabilistic assumptions are less restrictive.

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