Ko, Young Myoung (2012-07). Transient Analysis of Large-scale Stochastic Service Systems. Doctoral Dissertation. Thesis uri icon

abstract

  • The transient analysis of large-scale systems is often difficult even when the systems belong to the simplest M/M/n type of queues. To address analytical difficulties, previous studies have been conducted under various asymptotic regimes by suitably accelerating parameters, thereby establishing some useful mathematical frameworks and giving insights into important characteristics and intuitions. However, some studies show significant limitations when used to approximate real service systems: (i) they are more relevant to steady-state analysis; (ii) they emphasize proofs of convergence results rather than numerical methods to obtain system performance; and (iii) they provide only one set of limit processes regardless of actual system size. Attempting to overcome the drawbacks of previous studies, this dissertation studies the transient analysis of large-scale service systems with time-dependent parameters. The research goal is to develop a methodology that provides accurate approximations based on a technique called uniform acceleration, utilizing the theory of strong approximations. We first investigate and discuss the possible inaccuracy of limit processes obtained from employing the technique. As a solution, we propose adjusted fluid and diffusion limits that are specifically designed to approximate large, finite-sized systems. We find that the adjusted limits significantly improve the quality of approximations and hold asymptotic exactness as well. Several numerical results provide evidence of the effectiveness of the adjusted limits. We study both a call center which is a canonical example of large-scale service systems and an emerging peer-based Internet multimedia service network known as P2P. Based on our findings, we introduce a possible extension to systems which show non-Markovian behavior that is unaddressed by the uniform acceleration technique. We incorporate the denseness of phase-type distributions into the derivation of limit processes. The proposed method offers great potential to accurately approximate performance measures of non-Markovian systems with less computational burden.

publication date

  • July 2012