Analysis of a continuous time SM[K]/PH[K]/1/FCFS queue: Age process, sojourn times, and queue lengths

This paper studies a continuous time queueing system with multiple types of customers and a first-come-first-served service discipline.Customers arrive according to a semi-Markov arrival process and the service times of individual types of customers have PH-distributions.A GI/M/1 type Markov process for a generalized age process of batches of customers is constructed.The stationary distribution of the GI/M/1 type Markov process is found explicitly and,consequently,the distributions of the age of the batch in service,the total workload in the system,waiting times,and sojourn times of different batches and different types of customers are obtained.The paper gives the matrix representations of the PH-distributions of waiting times and sojourn times.Some results are obtained for the distributions of queue lengths at departure epochs and at an arbitrary time.These results can be used to analyze not only the queue length,but also the composition of the queue.Computational methods are developed for calculating steady state distributions related to the queue lengths,sojourn times,and waiting times.     

THE M/M/c QUEUE WITH PH SYNCHRONOUS VACATIONS

1.IntroductionRecently,singleserverqueueswithvacationshavebeenstudiedextensivelyfromtheirowntheoreticalinterestaswellastheirapplicationstomanyengineeringsystemssuchascomputers,communicationnetworksandmanufacturingsystems.FOrtheM/G/lqueueingsystemswit...     

The M/PH/1 queue with working vacations and vacation interruption

We study an M/PH/1 queue with phase type working vacation and vacation interruption where the vacation time follows a phase type distribution. The server serves the customers at a lower rate in a vacation period. The server comes back to the regular busy period at a service completion without completing the vacation. Such policy is called vacation interruption. In terms of quasi birth and death process and matrix-geometric solution method, we obtain the stationary queue length distribution. Moreover we obtain the conditional stochastic decomposition structures of queue length and waiting time when the service time distribution in the regular busy period is exponential.     

A batch arrival retrial queue with starting failures,feedback and admission control

This paper is concerned with the analysis of a feedback M^[X]/G/1 retrial queue with starting failures and general retrial times. In a batch, each individual customer is subject to a control admission policy upon arrival. If the server is idle, one of the customers admitted to the system may start its service and the rest joins the retrial group, whereas all the admitted customers go to the retrial group when the server is unavailable upon arrival. An arriving customer (primary or retrial) must turn-on the server, which takes negligible time. If the server is started successfully (with a certain probability), the customer gets service immediately. Otherwise, the repair for the server commences immediately and the customer must leave for the orbit and make a retrial at a later time. It is assumed that the customers who find the server unavailable are queued in the orbit in accordance with an FCFS discipline and only the customer at the head of the queue is allowed for access to the server. The Markov chain underlying the considered queueing system is studied and the necessary and sufficient condition for the system to be stable is presented. Explicit formulae for the stationary distribution and some performance measures of the system in steady-state are obtained. Finally, some numerical examples are presented to illustrate the influence of the parameters on several performance characteristics.     

负顾客、带启动期和备用服务员的M/M/1休假排队系统

考虑一类有正、负顾客, 带启动期和有备用服务员的M/M/1休假排队系统. 负顾客一对一抵消队尾的正顾客(若有), 若系统中无正顾客, 到达的负顾客自动消失, 负顾客不接受服务.系统中两个服务员, 其中一个在岗工作时另外一个备用.上岗服务员若因为某种原因休假, 备用服务员立即替换上岗.当系统变空时, 系统关闭.用拟生灭过程和矩阵几何解方法, 得到了稳态队长的分布, 此外, 证明了稳态条件下队长的条件随机分解并得到了附加队长的分布. 最后, 通过两个数值例子说明该模型可以较好的模拟一些实际问题.     

ANALYSIS AND COMPUTATIONAL ALGORITHM FOR QUEUES WITH STATE-DEPENDENT VACATIONS II： M（n）/G/1/K

We study a single-server queueing system with state-dependent arrivals and general service distribution, or simply M（n）/G/1/K, where the server follows an N policy and takes multiple vacations when the system is empty. We provide a recursive algorithm using the supplementary variable technique to numerically compute the stationary queue length distribution of the system. The only input requirements are the Laplace-Stieltjes transforms of the service time distribution and the vacation time distribution, and the state-dependent arrival rate. The computational complexity of the algorithm is O（K^3）.     

基于M/M/1/SV排队的均衡门限策略

考虑单重休假M/M/1排队, 在部分可视的前提下, 研究顾客的均衡门限策略, 首次将单重休假机制引入到连续时间排队经济学模型中. 系统的决策主体是顾客, 突破了以往只注重服务机构单方面行为的局限. 基于“收入-支出”结构, 利用马尔可夫过程理论, 通过求解差分方程, 分析了系统的稳态行为, 得到了顾客的平均逗留时间; 进而构造适当的函数, 给出了寻找 均衡纯门限策略, 均衡混合门限策略的具体方法并证明之; 而后在不同的策略下, 得出了系统的稳态分布和均衡社会收益; 最后, 通过数值实验分析了均衡行为的各指标对系统参数的敏感性. 研究结果为顾客决策提供了优化建议, 同时为管理者研究系统中的定价问题提供了理论参考.     

具有负顾客到达和RCH移除策略的GI/D-MSP/1/N离散时间排队系统

综合运用补充变量方法和基于条件概率矩阵迭代的嵌入Markov链方法研究了具有负顾客到达和RCH移除策略的离散时间GI/D-MSP/1/N排队系统. 获得了稳态情形下正顾客到达前夕, 任意时隙分点以及外部观测时刻的三种队长分布. 并进一步讨论了可入系统正顾客的等待时间分布. 最后通过几个特殊情形下的数值算例验证了计算方法理论分析的正确性.     

具有强占优先权的不耐烦顾客的M/M/m/k排队模型

首先研究只有一类不耐烦顾客的M/M/m排队模型,其中顾客到达服从相互独立的泊松分布,服务时间服从相互独立的指数分布,到达率与服务率随着系统中的顾客数而发生变化。顾客的耐心等待时间(截止到服务开始前)服从指数分布。在此基础上进一步研究两类顾客到达的M/M/m/k排队系统。其中第一类顾客对于第二类顾客有强占优先权,两类顾客的到达率与服务率随着系统中顾客人数而发生变化。采用矩阵分析的方法得到了两类顾客各自的稳态分布,并有相应的性能分析,为系统的优化设计提供了依据。     

N-策略与Min(N,V)-策略的M/G/1/∞排队系统等待时间的随机分解结构

在一些关于N-策略休假的M/G/1/∞排队模型研究中,由于顾客的等待时间与该顾客到达时刻以后的输入间隔时间不再独立,因此对顾客的稳态等待时间分布的讨论较为困难,更多是集中在系统的稳态队长和附加队长的讨论上,很少有文献讨论顾客的稳态等待时间及其随机分解.本文首先考虑经典N-策略休假的M/G/1/∞排队系统,讨论了顾客的稳态等待时间分布,给出了顾客的稳态等待时间的随机分解结果和顾客的附加延迟时间分布的显式表达式,同时,指出了已有结果的错误.其次,我们考虑在多重休假和单重休假下具有Min(N,V)-策略控制的M/G/1/∞排队系统,给出了顾客的稳态等待时间的随机分解结果,获得了顾客的平均稳态等待时间和平均附加延迟时间表达式.特别地,通过本文可直接获得一些特殊排队系统的相应结果.     

ANALYSIS AND COMPUTATIONAL ALGORITHM FOR QUEUES WITH STATE-DEPENDENT VACATIONS I： G/M（n）/1/K

In this paper we study a queueing system with state-dependent services and state-dependent vacations, or simply G/M（n）/1/K. Since the service rate is state-dependent, this system includes G/M/c and G/M/c/K queues with various types of station vacations as special cases. We provide a recursive algorithm using the supplementary variable technique to numerically compute the stationary queue length distribution of the system. The only input requirement is the Laplace-Stieltjes transform of the interarrival distribution as well as the state-dependent service rate and state-dependent vacation rate. In a subsequent companion paper, we study its dual system M（n）/G/1/K queue with statedependent vacations.     

延迟D-策略Geo/G/1排队系统的队长分布及容量的优化设计

考虑延迟D-策略离散时间Geo/G/1排队系统, 使用全概率分解技术, 从任意初始状态出发, 研究了队长的瞬态和稳态性质, 推导出了在任意时刻n⁺ 瞬态队长分布的z-变换的递推表达式和稳态队长分布的递推表达式, 并获得稳态队长的随机分解结果, 同时得到了系统在三种任意时刻(n^-, n, n⁺)处稳态队长分布的重要关系. 最后, 通过数值实例, 讨论了稳态队长分布对系统参数的敏感性, 并阐述了获得便于计算的稳态队长分布的表达式在系统容量优化设计中的重要应用价值.     

Queue size distribution of Geo/G/1 queue under the Min(<Emphasis Type="Italic">N,D</Emphasis>)-policy

This paper considers a discrete-time Geo/G/1 queue under the Min(N,D)-policy in which the idle server resumes its service if either N customers accumulate in the system or the total backlog of the service times of the waiting customers exceeds D, whichever occurs first (Min(N,D)-policy). By using renewal process theory and total probability decomposition technique, the authors study the transient and equilibrium properties of the queue length from the beginning of the arbitrary initial state, and obtain both the recursive expression of the z-transformation of the transient queue length distribution and the recursive formula for calculating the steady state queue length at arbitrary time epoch n ⁺. Meanwhile, the authors obtain the explicit expressions of the additional queue length distribution. Furthermore, the important relations between the steady state queue length distributions at different time epochs n ^-, n and n ⁺ are also reported. Finally, the authors give numerical examples to illustrate the effect of system parameters on the steady state queue length distribution, and also show from numerical results that the expressions of the steady state queue length distribution is important in the system capacity design.     

THE M/M/c QUEUE WITH （e,d） SETUP TIME

The authors present a new queueing model with （e, d） setup time. Using the quasi-birth-and-death process and matrix-geometric method, the authors obtain the stationary distribution of queue length and the LST of waiting time of a customer in the system. Furthermore, the conditional stochastic decomposition results of queue length and waiting time are given.     

Transient Queue Size Distribution Solution of Geom / G / 1 Queue with Feedback-A Recursive Method

This paper considers the Geom / G / 1 queueing model with feedback according to a late arrival system with delayed access (LASDA). Using recursive method, this paper studies the transient property of the queue size from the initial state N(0⁺) = i. Some new results about the recursive expression of the transient queue size distribution at any epoch n ⁺ and the recursive formulae of the equilibrium distribution are obtained. Furthermore, the recursive formulae of the equilibrium queue size distribution at epoch n ⁻, and n are obtained, too. The important relations between stationary queue size distributions at different epochs are discovered (being different from the relations given in M / G / 1 queueing system). The model discussed in this paper can be widely applied in all kinds of communications and computer network. This research is supported by the National Natural Science Foundation of China under Grant No. 70871084, the Specialized Research Fund for the Doctoral Program of Higher Education of China under Grant No. 200806360001, and the Scientific Research Fund of Southwestern University of Finance and Economics.     

具有温储备失效的M/G/1可修排队系统

本文把“服务台在系统闲期中可能温储备失效”引入到M/G/1可修排队系统中,考虑了具有温储备失效特征的M/G/1可修排队系统.使用全概率分解技术和利用拉普拉斯变换工具,导出了在任意时刻t队长的瞬态分布的拉普拉斯变换的表达式,进一步获得了队长的稳态分布的递推式,同时,给出了稳态队长和稳态等待时间的随机分解结果. 最后通过数值计算实例讨论了平均附加队长随温储备失效参数和修复参数的变化情况.     

非强占型优先权的M/M/N可修排队系统

研究一类带有非强占型优先权、服务台忙时与闲时故障率不同的M/M/N可修排队系统,在画出系统状态转移图的基础上,得到系统瞬态概率密度满足的微分方程组。利用拟生灭过程的方法求出系统稳态条件,并在此基础上得到系统的稳态平衡方程组。通过对稳态方程组的分析得到系统中关键的N(N+1)/2个稳态概率值的求解思路,使用Mathematica软件编程实现了稳态概率值的求取过程,并举出一个具体实例。在得到稳态概率值的基础上给出了有效服务台数的稳态分布、稳态队长的母函数这两个系统指标。     

带启动时间的N-策略M/G/1排队系统的队长

从任意初始状态出发, 直接研究了系统队长的瞬态分布和稳态分布.通过引进的“服务员忙期", 使用全概率分解技术和拉普拉斯变换,导出了在任意时刻t队长的瞬态分布的拉普拉斯变换的表达式,进一步获得了有重要应用价值的稳态分布的具体的递推式子,以及稳态队长的随机分解结果. 特别地,还直接获得了一些特殊排队系统的更实用的稳态队长分布的递推表达式.     

Analysis of batch arrival queue with randomized vacation policy and an un-reliable server

This paper examines an M^[x]G/1 queueing system with an unreliable server and a delayed repair,in which the server operates a randomized vacation policy with multiple vacations.Whenever the system is empty,the server immediately takes a vacation.If there is at least one customer found waiting in the queue upon returning from a vacation,the server will be immediately activated for service.Otherwise,if no customers are waiting for service at the end of a vacation,the server either remains idle with probability p or leaves for another vacation with probability 1-p.Whenever one or more customers arrive when the server is idle,the server immediately starts providing service for the arrivals.The server may also meet an unpredictable breakdown and the repair may be delayed.For such a system the authors derive the distributions of some important system characteristics,such as the system size distribution at a random epoch and at a departure epoch,the system size distribution at the busy period initiation epoch,and the distribution of the idle period and the busy period.The authors perform a numerical analysis for changes in the system characteristics,along with changes in specific values of the system parameters.A cost effectiveness maximization model is constructed to explain the benefits of such a queueing system.     

The recursive solution of queue length for <Emphasis Type="Italic">Geo/G</Emphasis>/1 queue with <Emphasis Type="Italic">N</Emphasis>-policy

This paper considers a discrete-time queue with N-policy and LAS-DA(late arrival system with delayed access) discipline.By using renewal process theory and probability decomposition techniques,the authors derive the recursive expressions of the queue-length distributions at epochs n~-,n~+,and n.Furthermore,the authors obtain the stochastic decomposition of the queue length and the relations between the equilibrium distributions of the queue length at different epochs(n~-,n~+,n and departure epoch D_n).