Probability Theory. Stochastic Processes And Their Applications Probabilistic Analysis Of Some Queueing And Inventory Models

In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

Analysis of Some Stochastic Inventory Models with Pooling Retrial of Customers

The thesis deals with analysis of some Stochastic Inventory Models with Pooling/Retrial of Customers.. In the first model we analyze an (s,S) production Inventory system with retrial of customers. Arrival of customers from outside the system form a Poisson process. The inter production times are exponentially distributed with parameter µ. When inventory level reaches zero further arriving demands are sent to the orbit which has capacity M(<∞). Customers, who find the orbit full and inventory level at zero are lost to the system. Demands arising from the orbital customers are exponentially distributed with parameter γ. In the model-II we extend these results to perishable inventory system assuming that the life-time of each item follows exponential with parameter θ. The study deals with an (s,S) production inventory with service times and retrial of unsatisfied customers. Primary demands occur according to a Markovian Arrival Process(MAP). Consider an (s,S)-retrial inventory with service time in which primary demands occur according to a Batch Markovian Arrival Process (BMAP). The inventory is controlled by the (s,S) policy and (s,S) inventory system with service time. Primary demands occur according to Poissson process with parameter λ. The study concentrates two models. In the first model we analyze an (s,S) Inventory system with postponed demands where arrivals of demands form a Poisson process. In the second model, we extend our results to perishable inventory system assuming that the life-time of each item follows exponential distribution with parameter θ. Also it is assumed that when inventory level is zero the arriving demands choose to enter the pool with probability β and with complementary probability (1- β) it is lost for ever. Finally it analyze an (s,S) production inventory system with switching time. A lot of work is reported under the assumption that the switching time is negligible but this is not the case for several real life situation.

Analysis of Some Stochastic Inventory Models with Pooling/ Retrial of Customers

In this thesis we have presented several inventory models of utility. Of these inventory with retrial of unsatisfied demands and inventory with postponed work are quite recently introduced concepts, the latt~~ being introduced for the first time. Inventory with service time is relatively new with a handful of research work reported. The di lficuity encoLlntered in inventory with service, unlike the queueing process, is that even the simplest case needs a 2-dimensional process for its description. Only in certain specific cases we can introduce generating function • to solve for the system state distribution. However numerical procedures can be developed for solving these problem.

A queuing approach for inventory planning with batch ordering in multi-echelon supply chains

This paper presents stylized models for conducting performance analysis of the manufacturing supply chain network (SCN) in a stochastic setting for batch ordering. We use queueing models to capture the behavior of SCN. The analysis is clubbed with an inventory optimization model, which can be used for designing inventory policies . In the first case, we model one manufacturer with one warehouse, which supplies to various retailers. We determine the optimal inventory level at the warehouse that minimizes total expected cost of carrying inventory, back order cost associated with serving orders in the backlog queue, and ordering cost. In the second model we impose service level constraint in terms of fill rate (probability an order is filled from stock at warehouse), assuming that customers do not balk from the system. We present several numerical examples to illustrate the model and to illustrate its various features. In the third case, we extend the model to a three-echelon inventory model which explicitly considers the logistics process.

Queue Length Simulations in a Finite Single-line Queueing System with Repeated Calls

2000 Mathematics Subject Classification: 60K25.

Numerical simulation of railway track supporting system using finite-infinite and thin layer elements under impulsive loads

The present study deals with two dimensional, numerical simulation of railway track supporting system subjected to dynamic excitation force. Under plane strain condition, the coupled finite-infinite elements to represent the near and far field stress distribution and thin layer interface element was employed to model the interfacial behavior between sleepers and ballast. To account for the relative debonding, slipping and crushing that could take place in the contact area between the sleepers and ballast, modified Mohr-Coulomb criterion was adopted. Furthermore an attempt has been made to consider the elasto-plastic material non-linearity of the railway track supporting media by employing different constitutive models to represent steel, concrete and supporting materials. Based on the proposed physical and constitutive modeling a code has been developed for dynamic loads. The applicability of the developed F.E code has been demonstrated by analyzing a real railway supporting structure.

Performance of slotted ALOHA satellite channels with finite buffer

The behaviour of the slotted ALOHA satellite channel with a finite buffer at each of the user terminals is studied. Approximate relationships between the queuing delay, overflow probabilities and buffer size are derived as functions of the system input parameters (i.e. the number of users, the traffic intensity, the transmission and the retransmission probabilities) for two cases found in the literature: the symmetric case (same transmission and retransmission probabilities), and the asymmetric case (transmission probability far greater than the retransmission probability). For comparison, the channel performance with an infinite buffer is also derived. Additionally, the stability condition for the system is defined in the latter case. The analysis carried out in the paper reveals that the queuing delays are quite significant, especially under high traffic conditions.

Performance of slotted ALOHA satellite channels with finite buffer

The behaviour of the slotted ALOHA satellite channel with a finite buffer at each of the user terminals is studied. Approximate relationships between the queuing delay, overflow probabilities and buffer size are derived as functions of the system input parameters (i.e. the number of users, the traffic intensity, the transmission and the retransmission probabilities) for two cases found in the literature: the symmetric case (same transmission and retransmission probabilities), and the asymmetric case (transmission probability far greater than the retransmission probability). For comparison, the channel performance with an infinite buffer is also derived. Additionally, the stability condition for the system is defined in the latter case. The analysis carried out in the paper reveals that the queuing delays are quite significant, especially under high traffic conditions.

Nonadiabatic charge pumping by oscillating potentials in one dimension: Results for infinite system and finite ring

We study charge pumping when a combination of static potentials and potentials oscillating with a time period T is applied in a one-dimensional system of noninteracting electrons. We consider both an infinite system using the Dirac equation in the continuum approximation and a periodic ring with a finite number of sites using the tight-binding model. The infinite system is taken to be coupled to reservoirs on the two sides which are at the same chemical potential and temperature. We consider a model in which oscillating potentials help the electrons to access a transmission resonance produced by the static potentials and show that nonadiabatic pumping violates the simple sin phi rule which is obeyed by adiabatic two-site pumping. For the ring, we do not introduce any reservoirs, and we present a method for calculating the current averaged over an infinite time using the time evolution operator U(T) assuming a purely Hamiltonian evolution. We analytically show that the averaged current is zero if the Hamiltonian is real and time-reversal invariant. Numerical studies indicate another interesting result, namely, that the integrated current is zero for any time dependence of the potential if it is applied to only one site. Finally we study the effects of pumping at two sites on a ring at resonant and nonresonant frequencies, and show that the pumped current has different dependences on the pumping amplitude in the two cases.

Stability and throughput analysis of unslotted CDMA-ALOHA with finite number of users and code sharing

We consider a system comprising a finite number of nodes, with infinite packet buffers, that use unslotted ALOHA with Code Division Multiple Access (CDMA) to share a channel for transmitting packetised data. We propose a simple model for packet transmission and retransmission at each node, and show that saturation throughput in this model yields a sufficient condition for the stability of the packet buffers; we interpret this as the capacity of the access method. We calculate and compare the capacities of CDMA-ALOHA (with and without code sharing) and TDMA-ALOHA; we also consider carrier sensing and collision detection versions of these protocols. In each case, saturation throughput can be obtained via analysis pf a continuous time Markov chain. Our results show how saturation throughput degrades with code-sharing. Finally, we also present some simulation results for mean packet delay. Our work is motivated by optical CDMA in which "chips" can be optically generated, and hence the achievable chip rate can exceed the achievable TDMA bit rate which is limited by electronics. Code sharing may be useful in the optical CDMA context as it reduces the number of optical correlators at the receivers. Our throughput results help to quantify by how much the CDMA chip rate should exceed the TDMA bit rate so that CDMA-ALOHA yields better capacity than TDMA-ALOHA.

Power Controlled Reverse Channel Training Achieves an Infinite Diversity Order in a TDD-SIMO System with Perfect CSIR

In this letter, we analyze the Diversity Multiplexinggain Tradeoff (DMT) performance of a training-based reciprocal Single Input Multiple Output (SIMO) system. Assuming Channel State Information (CSI) is available at the Receiver (CSIR), we propose a channel-dependent power-controlled Reverse Channel Training (RCT) scheme that enables the transmitter to directly estimate the power control parameter to be used for the forwardlink data transmission. We show that, with an RCT power of (P) over bar (gamma), gamma > 0 and a forward data transmission power of (P) over bar, our proposed scheme achieves an infinite diversity order for 0 <= g(m) < L-c-L-B,L-tau/L-c min(gamma, 1) and r > 2, where g(m) is the multiplexing gain, L-c is the channel coherence time, L-B,L-tau is the RCT duration and r is the number of receive antennas. We also derive an upper bound on the outage probability and show that it goes to zero asymptotically as exp(-(P) over bar (E)), where E (sic) (gamma - g(m)L(c)/L-c-L-B,L-tau), at high (P) over bar. Thus, the proposed scheme achieves a significantly better DMT performance compared to the finite diversity order achieved by channel-agnostic, fixed-power RCT schemes.

Energy Sharing for Multiple Sensor Nodes With Finite Buffers

We consider the problem of finding optimal energy sharing policies that maximize the network performance of a system comprising of multiple sensor nodes and a single energy harvesting (EH) source. Sensor nodes periodically sense the random field and generate data, which is stored in the corresponding data queues. The EH source harnesses energy from ambient energy sources and the generated energy is stored in an energy buffer. Sensor nodes receive energy for data transmission from the EH source. The EH source has to efficiently share the stored energy among the nodes to minimize the long-run average delay in data transmission. We formulate the problem of energy sharing between the nodes in the framework of average cost infinite-horizon Markov decision processes (MDPs). We develop efficient energy sharing algorithms, namely Q-learning algorithm with exploration mechanisms based on the epsilon-greedy method as well as upper confidence bound (UCB). We extend these algorithms by incorporating state and action space aggregation to tackle state-action space explosion in the MDP. We also develop a cross entropy based method that incorporates policy parameterization to find near optimal energy sharing policies. Through simulations, we show that our algorithms yield energy sharing policies that outperform the heuristic greedy method.

Lasing without or with inversion in an open four-level system with a phase-fluctuation driving field

The effect of exit rate and the ratio of atomic injection rate on gain behaviour has been investigated, and the effects of phase fluctuation on absorption, dispersion and population difference in an open four-level system have been analysed by using numerical simulation from the steady linear, analytical solution. The variation of the linewidth, Rabi frequency of the driving field, the exit rate or the ratio of atomic injection rate can change the lasing properties in the open system. The presence of finite linewidth due to driving-field phase fluctuation prevents the open four-level atomic system from obtaining a high refractive index along with zero absorption.

Triggering in a thermoacoustic system with stochastic noise

This paper explores the mechanism of triggering in a simple thermoacoustic system, the Rijke tube. It is demonstrated that additive stochastic perturbations can cause triggering before the linear stability limit of a thermoacoustic system. When triggering from low noise amplitudes, the system is seen to evolve to self-sustained oscillations via an unstable periodic solution of the governing equations. Practical stability is introduced as a measure of the stability of a linearly stable state when finite perturbations are present. The concept of a stochastic stability map is used to demonstrate the change in practical stability limits for a system with a subcritical bifurcation, once stochastic terms are included. The practical stability limits are found to be strongly dependent on the strength of noise.