Class Qsys_gigk_rqt

java.lang.Object
jline.api.qsys.Qsys_gigk_rqt

public final class Qsys_gigk_rqt extends Object
  • Method Details

    • qsys_gigk_rqt

      public static double[] qsys_gigk_rqt(double lambda, double mu, double Gamma_a, double Gamma_s, int k, double alpha_a, double alpha_s)
      Robust Queueing Theory worst-case system time of a G/G/k FCFS queue. The arrival and service processes are not described by distributions but by the polyhedral uncertainty sets U^a = { T : (sum_{i=k+1}^n T_i - (n-k)/lambda)/(n-k)^(1/alpha_a) >= -Gamma_a }, U^s = { X : (sum_{i=k}^n X_i - (n-k+1)/mu)/(n-k+1)^(1/alpha_s) <= Gamma_s }, whose shape follows the (generalized) central limit theorem: alpha=2 is the finite-variance regime and alpha in (1,2) the heavy-tailed one.

      The first returned value is the closed-form bound of Theorem 3 (Theorem 8 when the two tail coefficients differ, with alphabar = min(alpha_a,alpha_s)), W <= (ab-1)/ab^(ab/(ab-1)) lambda^(1/(ab-1)) (Gamma_a+Gamma_s/k^(1/ab))^(ab/(ab-1)) / (1-rho)^(1/(ab-1)) + k/lambda, which for k=1 reduces to Theorem 2 and, at alphabar=2, to the Kingman-like form (lambda/4)(Gamma_a+Gamma_s)^2/(1-rho) + 1/lambda. The third is the exact worst case over the uncertainty sets, eq. (45), the supremum over the integer x >= 1 of x/mu + Gamma_s x^(1/alpha_s) - k(x-1)/lambda + Gamma_a (k(x-1))^(1/alpha_a). The arrival deviation ADDS to the worst case, since the adversary shortens the interarrival times.

      W is a SYSTEM time (waiting plus service), and its additive term is k/lambda rather than the mean service time 1/mu.

      Parameters:
      lambda - arrival rate
      mu - service rate of each server
      Gamma_a - variability parameter of the arrival uncertainty set
      Gamma_s - variability parameter of the service uncertainty set
      k - number of servers
      alpha_a - arrival tail coefficient in (1,2]
      alpha_s - service tail coefficient in (1,2]
      Returns:
      array {W, rhohat, Sworst}: closed-form bound on the system time, modified utilization, and exact worst-case system time