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Bulk queue

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where jobs arrive in and/or are served in groups of random size. Batch arrivals have been used to describe large deliveries and batch services to model a hospital out-patient department holding a clinic once a week, a transport link with fixed capacity and an elevator.
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and form a single queue, from the front of which batches of customers (typically with a fixed maximum size) are served at a rate with independent distribution. The equilibrium distribution, mean and variance of queue length are known for this model.
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for single queueing nodes, the random variable denoting bulk arrivals or service is denoted with a superscript, for example M/M/1 denotes an
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Berg, Menachem; van der Duyn Schouten, Frank; Jansen, Jorg (1998). "Optimal Batch Provisioning to Customers Subject to a Delay-Limit".
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Henderson, W.; Taylor, P. G. (1990). "Product form in networks of queues with batch arrivals and batch services".
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Medhi, Jyotiprasad (1975). "Waiting Time Distribution in a Poisson Queue with a General Bulk Service Rule".
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Glazer, A.; Hassin, R. (1987). "Equilibrium Arrivals in Queues with Bulk Service at Scheduled Times".
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under certain conditions. Under heavy traffic conditions a bulk queue is known to behave like a
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The optimal maximum size of batch, subject to operating cost constraints, can be modelled as a
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Optimal service-provision procedures to minimize long run expected cost have been published.
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Chiamsiri, Singha; Leonard, Michael S. (1981). "A Diffusion Approximation for Bulk Queues".
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Deb, Rajat K.; Serfozo, Richard F. (1973). "Optimal Control of Batch Service Queues".
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Deb, Rajat K. (1978). "Optimal Dispatching of a Finite Capacity Shuttle".
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Bailey, Norman T. J. (1954). "On Queueing Processes with Bulk Service".
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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The waiting time distribution of bulk Poisson arrival is presented in.
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where the arrivals are in batches determined by the random variable
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Downton, F. (1955). "Waiting Time in Bulk Service Queues".
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and the services in bulk determined by the random variable
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Autoregressive conditional heteroskedasticity (ARCH) model
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Discrete Time Analysis of Consolidated Transport Processes
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Independent and identically distributed random variables
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Autoregressive integrated moving average (ARIMA) model
367:"A General Class of Bulk Queues with Poisson Input" 84:Customers arrive at random instants according to a 557:Journal of the Royal Statistical Society, Series B 267:Journal of the Royal Statistical Society, Series B 193: 2421: 1563:Stochastic chains with memory of variable length 194:Chaudhry, M. L.; Templeton, James G. C. (1983). 131: 408: 364: 1152: 669: 437: 329: 107: 40:Networks of such queues are known to have a 127: 125: 1691:Autoregressive–moving-average (ARMA) model 1159: 1145: 676: 662: 586: 516: 494:; Hayden, R. A.; Knottenbelt, W. (2013). 385: 173:. KIT Scientific Publishing. p. 14. 1166: 259: 257: 255: 122: 553: 187: 20:, a discipline within the mathematical 2422: 1997:Doob's martingale convergence theorems 263: 217: 215: 1749:Constant elasticity of variance (CEV) 1739:Chan–Karolyi–Longstaff–Sanders (CKLS) 1140: 657: 621: 374:The Annals of Mathematical Statistics 252: 168: 51: 42:product form stationary distribution 683: 292: 212: 13: 2236:Skorokhod's representation theorem 2017:Law of large numbers (weak/strong) 14: 2441: 2206:Martingale representation theorem 2251:Stochastic differential equation 2141:Doob's optional stopping theorem 2136:Doob–Meyer decomposition theorem 1123: 1122: 2121:Convergence of random variables 2007:Fisher–Tippett–Gnedenko theorem 615: 589:Advances in Applied Probability 580: 547: 484: 451:Advances in Applied Probability 431: 99: 79: 1719:Binomial options pricing model 402: 358: 323: 286: 162: 1: 2186:Kolmogorov continuity theorem 2022:Law of the iterated logarithm 953:Flow-equivalent server method 196:A first course in bulk queues 115: 2191:Kolmogorov extension theorem 1870:Generalized queueing network 1378:Interacting particle systems 1034:Adversarial queueing network 923:Continuous-time Markov chain 7: 1323:Continuous-time random walk 996:Heavy traffic approximation 741:Pollaczek–Khinchine formula 10: 2446: 2331:Extreme value theory (EVT) 2131:Doob decomposition theorem 1423:Ornstein–Uhlenbeck process 1194:Chinese restaurant process 527:10.1016/j.peva.2013.08.011 2399: 2303: 2211:Optional stopping theorem 2108: 2070: 2012:Large deviation principle 1979: 1893: 1850: 1817: 1764:Heath–Jarrow–Morton (HJM) 1709: 1701:Moving-average (MA) model 1686:Autoregressive (AR) model 1666: 1576: 1511:Hidden Markov model (HMM) 1493: 1445:Schramm–Loewner evolution 1249: 1174: 1120: 1052: 1011: 1001:Reflected Brownian motion 978: 915: 874: 819: 806:Markovian arrival process 793: 691: 566:Royal Statistical Society 463:10.1017/s0001867800037435 108:Waiting Time Distribution 46:reflected Brownian motion 2126:DolĂŠans-Dade exponential 1956:Progressively measurable 1754:Cox–Ingersoll–Ross (CIR) 1024:Layered queueing network 811:Rational arrival process 365:Marcel F. Neuts (1967). 72:. In a similar way, the 2346:Mathematical statistics 2336:Large deviations theory 2166:Infinitesimal generator 2027:Maximal ergodic theorem 1946:Piecewise-deterministic 1548:Random dynamical system 1413:Markov additive process 1112:Teletraffic engineering 907:Shortest remaining time 387:10.1214/aoms/1177698869 309:10.1287/mnsc.24.13.1362 148:10.1287/mnsc.27.10.1188 94:Markov decision process 76:is extended to GI/G/1. 2181:Karhunen–Loève theorem 2116:Cameron–Martin formula 2080:Burkholder–Davis–Gundy 1475:Variance gamma process 1107:Scheduling (computing) 746:Matrix analytic method 504:Performance Evaluation 332:Transportation Science 2430:Single queueing nodes 2311:Actuarial mathematics 2273:Uniform integrability 2268:Stratonovich integral 2196:LĂŠvy–Prokhorov metric 2100:Marcinkiewicz–Zygmund 1987:Central limit theorem 1589:Gaussian random field 1418:McKean–Vlasov process 1338:Dyson Brownian motion 1199:Galton–Watson process 938:Product-form solution 839:Gordon–Newell theorem 801:Poisson point process 692:Single queueing nodes 636:10.1287/mnsc.21.7.777 438:Iglehart, Donald L.; 344:10.1287/trsc.21.4.273 238:10.1287/mnsc.44.5.684 22:theory of probability 2386:Time series analysis 2341:Mathematical finance 2226:Reflection principle 1553:Regenerative process 1353:Fleming–Viot process 1168:Stochastic processes 965:Decomposition method 2381:Stochastic analysis 2221:Quadratic variation 2216:Prokhorov's theorem 2151:Feynman–Kac formula 1621:Markov random field 1269:Birth–death process 1097:Pipeline (software) 1077:Flow control (data) 1072:Erlang distribution 1054:Information systems 844:Mean value analysis 169:Özden, Eda (2012). 2351:Probability theory 2231:Skorokhod integral 2201:Malliavin calculus 1784:Korn-Kreer-Lenssen 1668:Time series models 1631:Pitman–Yor process 1102:Quality of service 1087:Network congestion 948:Quasireversibility 928:Kendall's notation 624:Management Science 425:10.1007/BF02411466 296:Management Science 225:Management Science 135:Management Science 58:Kendall's notation 52:Kendall's notation 2417: 2416: 2371:Signal processing 2090:Doob's upcrossing 2085:Doob's martingale 2049:Engelbert–Schmidt 1992:Donsker's theorem 1926:Feller-continuous 1794:Rendleman–Bartter 1584:Dirichlet process 1501:Branching process 1470:Telegraph process 1363:Geometric process 1343:Empirical process 1333:Diffusion process 1189:Branching process 1184:Bernoulli process 1134: 1133: 1092:Network scheduler 991:Mean-field theory 902:Shortest job next 892:Processor sharing 849:Buzen's algorithm 832:Traffic equations 820:Queueing networks 794:Arrival processes 768:Kingman's formula 303:(13): 1362–1372. 142:(10): 1188–1199. 2437: 2391:Machine learning 2278:Usual hypotheses 2161:Girsanov theorem 2146:Dynkin's formula 1911:Continuous paths 1819:Actuarial models 1759:Garman–Kohlhagen 1729:Black–Karasinski 1724:Black–Derman–Toy 1711:Financial models 1577:Fields and other 1506:Gaussian process 1455:Sigma-martingale 1259:Additive process 1161: 1154: 1147: 1138: 1137: 1126: 1125: 943:Balance equation 875:Service policies 773:Lindley equation 678: 671: 664: 655: 654: 648: 647: 619: 613: 612: 584: 578: 577: 551: 545: 544: 542: 541: 535: 529:. Archived from 520: 500: 488: 482: 481: 479: 477: 448: 435: 429: 428: 412:Queueing Systems 406: 400: 399: 389: 371: 362: 356: 355: 327: 321: 320: 290: 284: 283: 261: 250: 249: 219: 210: 209: 191: 185: 184: 166: 160: 159: 129: 2445: 2444: 2440: 2439: 2438: 2436: 2435: 2434: 2420: 2419: 2418: 2413: 2395: 2356:Queueing theory 2299: 2241:Skorokhod space 2104: 2095:Kunita–Watanabe 2066: 2032:Sanov's theorem 2002:Ergodic theorem 1975: 1971:Time-reversible 1889: 1852:Queueing models 1846: 1842:Sparre–Anderson 1832:CramĂŠr–Lundberg 1813: 1799:SABR volatility 1705: 1662: 1614:Boolean network 1572: 1558:Renewal process 1489: 1438:Non-homogeneous 1428:Poisson process 1318:Contact process 1281:Brownian motion 1251:Continuous time 1245: 1239:Maximal entropy 1170: 1165: 1135: 1130: 1116: 1048: 1007: 974: 960:Arrival theorem 911: 870: 827:Jackson network 815: 789: 780:Fork–join queue 719:Burke's theorem 687: 685:Queueing theory 682: 652: 651: 620: 616: 601:10.2307/1426040 585: 581: 552: 548: 539: 537: 533: 518:10.1.1.352.5769 498: 492:Harrison, P. G. 489: 485: 475: 473: 446: 436: 432: 407: 403: 369: 363: 359: 328: 324: 291: 287: 262: 253: 220: 213: 206: 192: 188: 181: 167: 163: 130: 123: 118: 110: 102: 86:Poisson process 82: 54: 32:) is a general 18:queueing theory 12: 11: 5: 2443: 2433: 2432: 2415: 2414: 2412: 2411: 2406: 2404:List of topics 2400: 2397: 2396: 2394: 2393: 2388: 2383: 2378: 2373: 2368: 2363: 2361:Renewal theory 2358: 2353: 2348: 2343: 2338: 2333: 2328: 2326:Ergodic theory 2323: 2318: 2316:Control theory 2313: 2307: 2305: 2301: 2300: 2298: 2297: 2296: 2295: 2290: 2280: 2275: 2270: 2265: 2260: 2259: 2258: 2248: 2246:Snell envelope 2243: 2238: 2233: 2228: 2223: 2218: 2213: 2208: 2203: 2198: 2193: 2188: 2183: 2178: 2173: 2168: 2163: 2158: 2153: 2148: 2143: 2138: 2133: 2128: 2123: 2118: 2112: 2110: 2106: 2105: 2103: 2102: 2097: 2092: 2087: 2082: 2076: 2074: 2068: 2067: 2065: 2064: 2045:Borel–Cantelli 2034: 2029: 2024: 2019: 2014: 2009: 2004: 1999: 1994: 1989: 1983: 1981: 1980:Limit theorems 1977: 1976: 1974: 1973: 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process 1365: 1360: 1355: 1350: 1348:Feller process 1345: 1340: 1335: 1330: 1325: 1320: 1315: 1313:Cauchy process 1310: 1309: 1308: 1303: 1298: 1293: 1288: 1278: 1277: 1276: 1266: 1264:Bessel process 1261: 1255: 1253: 1247: 1246: 1244: 1243: 1242: 1241: 1236: 1231: 1226: 1216: 1211: 1206: 1201: 1196: 1191: 1186: 1180: 1178: 1172: 1171: 1164: 1163: 1156: 1149: 1141: 1132: 1131: 1121: 1118: 1117: 1115: 1114: 1109: 1104: 1099: 1094: 1089: 1084: 1079: 1074: 1069: 1064: 1058: 1056: 1050: 1049: 1047: 1046: 1041: 1036: 1031: 1029:Polling system 1026: 1021: 1015: 1013: 1009: 1008: 1006: 1005: 1004: 1003: 993: 988: 982: 980: 979:Limit theorems 976: 975: 973: 972: 967: 962: 957: 956: 955: 950: 945: 935: 930: 925: 919: 917: 913: 912: 910: 909: 904: 899: 894: 889: 884: 878: 876: 872: 871: 869: 868: 863: 858: 853: 852: 851: 846: 836: 835: 834: 823: 821: 817: 816: 814: 813: 808: 803: 797: 795: 791: 790: 788: 787: 782: 777: 776: 775: 770: 760: 755: 750: 749: 748: 743: 733: 728: 723: 722: 721: 711: 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1735: 1734:Black–Scholes 1732: 1730: 1727: 1725: 1722: 1720: 1717: 1716: 1714: 1712: 1708: 1702: 1699: 1697: 1694: 1692: 1689: 1687: 1684: 1682: 1679: 1677: 1674: 1673: 1671: 1669: 1665: 1659: 1656: 1654: 1651: 1647: 1644: 1642: 1639: 1638: 1637: 1636:Point process 1634: 1632: 1629: 1627: 1624: 1622: 1619: 1615: 1612: 1610: 1607: 1606: 1605: 1602: 1600: 1597: 1595: 1594:Gibbs measure 1592: 1590: 1587: 1585: 1582: 1581: 1579: 1575: 1569: 1566: 1564: 1561: 1559: 1556: 1554: 1551: 1549: 1546: 1542: 1539: 1537: 1534: 1532: 1529: 1527: 1524: 1523: 1522: 1519: 1517: 1514: 1512: 1509: 1507: 1504: 1502: 1499: 1498: 1496: 1492: 1486: 1483: 1481: 1478: 1476: 1473: 1471: 1468: 1466: 1463: 1461: 1458: 1456: 1453: 1451: 1448: 1446: 1443: 1439: 1436: 1434: 1431: 1430: 1429: 1426: 1424: 1421: 1419: 1416: 1414: 1411: 1409: 1406: 1404: 1401: 1399: 1396: 1394: 1391: 1389: 1386: 1384: 1383:ItĂ´ diffusion 1381: 1379: 1376: 1374: 1371: 1369: 1366: 1364: 1361: 1359: 1358:Gamma process 1356: 1354: 1351: 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Index

queueing theory
theory of probability
queueing model
product form stationary distribution
reflected Brownian motion
Kendall's notation
M/M/1 queue
GI/G/1 queue
Poisson process
Markov decision process


Management Science
doi
10.1287/mnsc.27.10.1188
JSTOR
2631086
ISBN
978-3866448018
ISBN
978-0471862604


Management Science
doi
10.1287/mnsc.44.5.684
JSTOR
2634473

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