词条 | M/G/1 queue |
释义 |
In queueing theory, a discipline within the mathematical theory of probability, an M/G/1 queue is a queue model where arrivals are Markovian (modulated by a Poisson process), service times have a General distribution and there is a single server.[1] The model name is written in Kendall's notation, and is an extension of the M/M/1 queue, where service times must be exponentially distributed. The classic application of the M/G/1 queue is to model performance of a fixed head hard disk.[2] Model definitionA queue represented by a M/G/1 queue is a stochastic process whose state space is the set {0,1,2,3...}, where the value corresponds to the number of customers in the queue, including any being served. Transitions from state i to i + 1 represent the arrival of a new customer: the times between such arrivals have an exponential distribution with parameter λ. Transitions from state i to i − 1 represent a customer who has been served, finishing being served and departing: the length of time required for serving an individual customer has a general distribution function. The lengths of times between arrivals and of service periods are random variables which are assumed to be statistically independent. Scheduling policiesCustomers are typically served on a first-come, first-served basis, other popular scheduling policies include
Service policies are often evaluated by comparing the mean sojourn time in the queue. If service times that jobs require are known on arrival then the optimal scheduling policy is SRPT.[5]{{rp|296}} Policies can also be evaluated using a measure of fairness.[6] Queue lengthPollaczek–Khinchine methodThe probability generating function of the stationary queue length distribution is given by the Pollaczek–Khinchine transform equation[7] where g(s) is the Laplace transform of the service time probability density function.[8] In the case of an M/M/1 queue where service times are exponentially distributed with parameter μ, g(s) = μ/(μ + s). This can be solved for individual state probabilities either using by direct computation or using the method of supplementary variables. The Pollaczek–Khinchine formula gives the mean queue length and mean waiting time in the system.[9][10] Matrix analytic method{{Main|Matrix analytic method}}Consider the embedded Markov chain of the M/G/1 queue, where the time points selected are immediately after the moment of departure. The customer being served (if there is one) has received zero seconds of service. Between departures, there can be 0, 1, 2, 3,… arrivals. So from state i the chain can move to state i – 1, i, i + 1, i + 2, ….[11] The embedded Markov chain has transition matrix where and F(u) is the service time distribution and λ the Poisson arrival rate of jobs to the queue. Markov chains with generator matrices or block matrices of this form are called M/G/1 type Markov chains,[12] a term coined by M. F. Neuts.[13][14] The stationary distribution of an M/G/1 type Markov model can be computed using the matrix analytic method.[15] Busy periodThe busy period is the time spent in states 1, 2, 3,… between visits to the state 0. The expected length of a busy period is 1/(μ−λ) where 1/μ is the expected length of service time and λ the rate of the Poisson process governing arrivals.[16] The busy period probability density function can be shown to obey the Kendall functional equation[17][18]{{rp|92}} where as above g is the Laplace–Stieltjes transform of the service time distribution function. This relationship can only be solved exactly in special cases (such as the M/M/1 queue), but for any s the value of ϕ(s) can be calculated and by iteration with upper and lower bounds the distribution function numerically computed.[19] Waiting/response timeWriting W*(s) for the Laplace–Stieltjes transform of the waiting time distribution,[20] is given by the Pollaczek–Khinchine transform as where g(s) is the Laplace–Stieltjes transform of service time probability density function. Arrival theoremAs the arrivals are determined by a Poisson process, the arrival theorem holds. Multiple servers{{Main|M/G/k queue}}Many metrics for the M/G/k queue with k servers remain an open problem, though some approximations and bounds are known. See also
References1. ^{{cite book | page = 77 | title = Multi-armed Bandit Allocation Indices | first = John C. | last = Gittins | authorlink = John C. Gittins | publisher = John Wiley & Sons | year = 1989| isbn = 0471920592}} {{Queueing theory}}{{Stochastic processes}}{{DEFAULTSORT:M G 1 queue}}2. ^1 {{Cite book | last1 = Harchol-Balter | first1 = M. |author1-link=Mor Harchol-Balter| chapter = Scheduling: Preemptive, Non-Size-Based Policies | doi = 10.1017/CBO9781139226424.038 | title = Performance Modeling and Design of Computer Systems | pages = 482 | year = 2012 | isbn = 9781139226424 | pmid = | pmc = }} 3. ^{{Cite book | last1 = Harchol-Balter | first1 = M. |author1-link=Mor Harchol-Balter| chapter = Scheduling: Preemptive, Size-Based Policies | doi = 10.1017/CBO9781139226424.040 | title = Performance Modeling and Design of Computer Systems | pages = 508 | year = 2012 | isbn = 9781139226424 | pmid = | pmc = }} 4. ^{{Cite book | last1 = Harchol-Balter | first1 = M. |author1-link=Mor Harchol-Balter| chapter = Scheduling: SRPT and Fairness | doi = 10.1017/CBO9781139226424.041 | title = Performance Modeling and Design of Computer Systems | pages = 518 | year = 2012 | isbn = 9781139226424 | pmid = | pmc = }} 5. ^{{cite book | first = Natarajan | last = Gautam | title = Analysis of Queues: Methods and Applications | publisher = CRC Press | year = 2012 | isbn = 9781439806586}} 6. ^{{Cite journal | last1 = Wierman | first1 = A. | authorlink1 = Adam Wierman| last2 = Harchol-Balter | first2 = M. |author2-link=Mor Harchol-Balter| doi = 10.1145/885651.781057 | title = Classifying scheduling policies with respect to unfairness in an M/GI/1 | journal = ACM SIGMETRICS Performance Evaluation Review | volume = 31 | pages = 238 | year = 2003 | url = http://www.aladdin.cs.cmu.edu/papers/pdfs/y2003/unfairgen.pdf| pmid = | pmc = }} 7. ^1 {{cite book|first=Peter|last=Harrison|authorlink=Peter G. 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Y|authorlink=Aleksandr Khinchin|year=1932|title=Mathematical theory of a stationary queue|journal=Matematicheskii Sbornik|volume=39|number=4|pages=73–84|url=http://mi.mathnet.ru/rus/msb/v39/i4/p73|accessdate=2011-07-14}} 11. ^{{cite book|title=Probability, Markov chains, queues, and simulation|first=William J.|last=Stewart|publisher=Princeton University Press|year=2009|page=510|isbn=0-691-14062-6}} 12. ^{{cite book|title=Matrix-geometric solutions in stochastic models: an algorithmic approach (Johns Hopkins Studies in Mathematical Sciences)|first=Marcel F.|last=Neuts|page=2|year=1981|isbn=0-486-68342-7|publisher=Johns Hopkins University Press}} 13. ^{{cite journal | first = M. F . | last= Neuts | title= Structured Stochastic Matrices of M/G/1 Type and Their Applications| publisher = Marcel Dekk.|location= New York| year = 1989}} 14. ^{{Cite journal | last1 = Meini | first1 = B. | doi = 10.1080/15326349808807483 | title = Solving m/g/l type markov chains: Recent advances and applications | journal = Communications in Statistics. Stochastic Models | volume = 14 | pages = 479–496 | year = 1998 | pmid = | pmc = }} 15. ^{{Cite journal | last1 = Bini | first1 = D. A. | last2 = Latouche | first2 = G. | last3 = Meini | first3 = B. | doi = 10.1093/acprof:oso/9780198527688.001.0001 | title = Numerical Methods for Structured Markov Chains | year = 2005 | isbn = 9780198527688 | pmid = | pmc = }} 16. ^{{cite journal|title=Hitting time in an M/G/1 queue|last1=Ross|first1=Sheldon M.|last2=Seshadri|first2=Sridhar|journal=Journal of Applied Probability |year=1999|pages=934–940 |jstor=3215453 |url=http://pages.stern.nyu.edu/~sseshadr/journalArticles/hitting_time_in_mg1_queue.pdf |volume=36}} 17. ^{{Cite journal | last1 = Abate | first1 = J. | last2 = Choudhury | first2 = G. L. | last3 = Whitt | first3 = W. | authorlink3= Ward Whitt| doi = 10.1016/0167-6377(95)00049-6 | title = Calculating the M/G/1 busy-period density and LIFO waiting-time distribution by direct numerical transform inversion | journal = Operations Research Letters | volume = 18 | issue = 3 | pages = 113–119 | year = 1995 | url = http://www.columbia.edu/~ww2040/CalculatingMG1Busy1995.pdf| pmid = | pmc = }} 18. ^{{Cite book | last1 = Mitrani | first1 = I. | chapter = Queueing systems: average performance | doi = 10.1017/CBO9781139173087.004 | title = Probabilistic Modelling | pages = 74–121| year = 1997 | isbn = 9781139173087 | publisher = Cambridge University Press| pmid = | pmc = }} 19. ^{{Cite journal | last1 = Abate | first1 = J. | last2 = Whitt | first2 = W. | authorlink2 = Ward Whitt| doi = 10.1016/0167-6377(92)90085-H | title = Solving probability transform functional equations for numerical inversion | journal = Operations Research Letters | volume = 12 | issue = 5 | pages = 275–281 | year = 1992 | url = http://www.columbia.edu/~ww2040/SolvingORletters.pdf| pmid = | pmc = }} 20. ^{{Cite book | first1 = John N. | last1 = Daigle| doi = 10.1007/0-387-22859-4_5 | chapter = The Basic M/G/1 Queueing System | title = Queueing Theory with Applications to Packet Telecommunication | pages = 159–223 | year = 2005 | isbn = 0-387-22857-8 | pmid = | pmc = }} 1 : Single queueing nodes |
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