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arXiv · 1311.0069

The Second Order Terms of the Variance Curves for Some Queueing Output Processes

Sophie Hautphenne·Yoav Kerner·Yoni Nazarathy·Peter Taylor
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Abstract

We consider queueing output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processes is their variance curve, indicating the variance of the number of served customers over a time interval. Recent work has revealed some non-trivial properties dealing with the asymptotic rate at which the variance curve grows. In this paper we add to the results by finding explicit expressions for the second order approximation of the variance curve, namely the y-intercept of the linear asymptote. For M/M/1/K queues our results are based on the Drazin inverse of the generator. It turns out that by viewing output processes as MAPs (Markovian Arrival Processes) and considering the Drazin inverse, one can obtain explicit expressions for the y-intercept, together with some further insight regarding the BRAVO effect (Balancing Reduces Asymptotic Variance of Outputs). For M/G/1 queues our results are based on a classic transform of D.J. Daley. In this case we represent the y-intercept of the variance curve in terms of the first three moments of the service time distribution. A further performance measure that we are able to calculate for both models, is the asymptotic covariance between the queue length and the number of arrivals or departures. In addition we shed light on a classic conjecture of Daley, dealing with characterization of stationary M/M/1 queues within the class of stationary M/G/1 queues, based on the variance curve.

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Sophie Hautphenne, Yoav Kerner, Yoni Nazarathy, Peter Taylor. 2013-11-01. The Second Order Terms of the Variance Curves for Some Queueing Output Processes. https://arxiv.org/abs/1311.0069

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