A duality relation for busy cycles inGI/G/1 queues

Using a generalization of the classical ballot theorem, Niu and Cooper [7] established a duality relation between the joint distribution of several variables associated with the busy cycle inM/G/1 (with a modified first service) and the corresponding joint distribution of several related variables in its dualGI/M/1. In this note, we generalize this duality relation toGI/G/1 queues with modified first services; this clarifies the original result, and shows that the generalized ballot theorem is superfluous for the duality relation.     

Conditional and unconditional distributions forM/G/1 type queues with server vacations

M/G/1 queues with server vacations have been studied extensively over the last two decades. Recent surveys by Boxma [3], Doshi [5] and Teghem [14] provide extensive summary of literature on this subject. More recently, Shanthikumar [11] has generalized some of the results toM/G/1 type queues in which the arrival pattern during the vacations may be different from that during the time the server is actually working. In particular, the queue length at the departure epoch is shown to decompose into two independent random variables, one of which is the queue length at the departure epoch (arrival epoch, steady state) in the correspondingM/G/1 queue without vacations. Such generalizations are important in the analysis of situations involving reneging, balking and finite buffer cyclic server queues. In this paper we consider models similar to the one in Shanthikumar [11] but use the work in the system as the starting point of our investigation. We analyze the busy and idle periods separately and get conditional distributions of work in the system, queue length and, in some cases, waiting time. We then remove the conditioning to get the steady state distributions. Besides deriving the new steady state results and conditional waiting time and queue length distributions, we demonstrate that the results of Boxma and Groenendijk [2] follow as special cases. We also provide an alternative approach to deriving Shanthikumar's [11] results for queue length at departure epochs.     

On the complete monotonicity of the waiting time density in some GI/G/k systems

In this note the complete monotonicity of the waiting time density in GI/G/k queues is proved under the assumption that the service time density is completely monotone. This is an extension of Keilson's [3] result for M/G/1 queues. We also provide another proof of the result that complete monotonicity is preserved by geometric compounding.     

Busy period analysis for <Emphasis Type="Italic">M</Emphasis>/<Emphasis Type="Italic">PH</Emphasis>/1 queues with workload dependent balking

We consider an M/PH/1 queue with workload-dependent balking. An arriving customer joins the queue and stays until served if and only if the system workload is no more than a fixed level at the time of his arrival. We begin by considering a fluid model where the buffer content changes at a rate determined by an external stochastic process with finite state space. We derive systems of first-order linear differential equations for the mean and LST (Laplace-Stieltjes Transform) of the busy period in this model and solve them explicitly. We obtain the mean and LST of the busy period in the M/PH/1 queue with workload-dependent balking as a special limiting case of this fluid model. We illustrate the results with numerical examples.      

The M/G/1 Queue with Finite Workload Capacity

We consider the M/G/1 queueing system in which customers whose admission to the system would increase the workload beyond a prespecified finite capacity limit are not accepted. Various results on the distribution of the workload are derived; in particular, we give explicit formulas for its stationary distribution for M/M/1 and in the general case, under the preemptive LIFO discipline, for the joint stationary distribution of the number of customers in the system and their residual service times. Furthermore, the Laplace transform of the length of a busy period is determined. Finally, for M/D/1 the busy period distribution is derived in closed form.     

Asymptotic analysis for loss probability of queues with finite <Emphasis Type="Italic">GI</Emphasis>/<Emphasis Type="Italic">M</Emphasis>/1 type structure

This paper discusses the asymptotic behavior of the loss probability for general queues with finite GI/M/1 type structure such as GI/M/c/K, SM/M/1/K and GI/MSP/1/K queues. We find an explicit expression for the asymptotic behavior of the loss probability as K tends to infinity. With the result, it is shown that the loss probability tends to 0 at a geometric rate. This research was supported by the MIC (Ministry of Information and Communication), Korea, under the ITRC (Information Technology Research Center) support program supervised by the IITA (Institute of Information Technology Assessment).     

Consecutive customer losses in regular and oscillating <Emphasis Type="Italic">M</Emphasis><Superscript><Emphasis Type="Italic">X</Emphasis></Superscript>/<Emphasis Type="Italic">G</Emphasis>/1/<Emphasis Type="Italic">n</Emphasis> systems

We derive fast recursions to compute the probability that k or more consecutive customer losses take place during a busy period of a queue, the so called k-CCL probability, for regular and oscillating M ^X /G/1/n systems.     

Boundary Crossing for the Difference of Two Ordinary or Compound Poisson Processes

We consider the lower boundary crossing problem for the difference of two independent compound Poisson processes. This problem arises in the busy period analysis of single-server queueing models with work removals. The Laplace transform of the crossing time is derived as the unique solution of an integral equation and is shown to be given by a Neumann series. In the case of ±1 jumps, corresponding to queues with deterministic service times and work removals, we obtain explicit results and an approximation useful for numerical purposes. We also treat upper boundaries and two-sided stopping times, which allows to derive the conditional distribution of the maximum workload up to time t, given the busy period is longer than t.     

Analysis of customers’ impatience in queues with server vacations

Many models for customers impatience in queueing systems have been studied in the past; the source of impatience has always been taken to be either a long wait already experienced at a queue, or a long wait anticipated by a customer upon arrival. In this paper we consider systems with servers vacations where customers’ impatience is due to an absentee of servers upon arrival. Such a model, representing frequent behavior by waiting customers in service systems, has never been treated before in the literature. We present a comprehensive analysis of the single-server, M/M/1 and M/G/1 queues, as well as of the multi-server M/M/c queue, for both the multiple and the single-vacation cases, and obtain various closed-form results. In particular, we show that the proportion of customer abandonments under the single-vacation regime is smaller than that under the multiple-vacation discipline. This work was supported by the Euro-Ngi network of excellence.     

Application of the Superposition of Renewal Processes to the Study of Batch Arrival Queues

The G /G/1-type batch arrival system is considered. We deal with non-steady-state characteristics of the system like the first busy period and the first idle time, the number of customers served on the first busy period. The study is based on a generalization of Korolyuk's method which he developed for semi-Markov random walks.     

Tail Behaviour of the Area Under the Queue Length Process of the Single Server Queue with Regularly Varying Service Times

This paper considers a stable GI∨GI∨1 queue with a regularly varying service time distribution. We derive the tail behaviour of the integral of the queue length process Q(t) over one busy period. We show that the occurrence of a large integral is related to the occurrence of a large maximum of the queueing process over the busy period and we exploit asymptotic results for this variable. We also prove a central limit theorem for ∫₀^t Q(s) ds.AMS subject classification: 60K25, 90B22.     

Busy period analysis of queue: Lattice path approach

In this paper, we find the busy period density of queues in explicit computational form, through lattice path (LP) approach. Both the arrival and service time distributions are approximated by 2-phase Cox distribution C₂, which has a Markovian property enabling us to use LP combinatorics. Since any distribution with rational Laplace–Stieltjes transform (LST) and square coefficient of variation (CV²) lying in [1/2,∞) can be approximated by a C₂([M. Agarwal, K. Sen, B. Borkakaty, Busy period density of queueing system C₃/M/1, Journal of Combinatorics, Information and Systems Sciences 31 (1–4) (2006) 127–161]), the results obtained would be applicable to a very wide class of distributions occurring in real life.     

Stationary Distributions of GI/M/c Queue with PH Type Vacations

We study a GI/M/c type queueing system with vacations in which all servers take vacations together when the system becomes empty. These servers keep taking synchronous vacations until they find waiting customers in the system at a vacation completion instant.The vacation time is a phase-type (PH) distributed random variable. Using embedded Markov chain modeling and the matrix geometric solution methods, we obtain explicit expressions for the stationary probability distributions of the queue length at arrivals and the waiting time. To compare the vacation model with the classical GI/M/c queue without vacations, we prove conditional stochastic decomposition properties for the queue length and the waiting time when all servers are busy. Our model is a generalization of several previous studies.     

Consecutive customer losses in oscillating GIX/M//n systems with state dependent services rates

We address the probability that k or more Consecutive Customer Losses take place during a busy period of a queue, the so-called k-CCL probability, for oscillating GI ^X /M//n systems with state dependent services rates, also denoted as GI ^X /M(m)−M(m)//n systems, in which the service rates oscillate between two forms according to the evolution of the number of customers in the system. We derive an efficient algorithm to compute k-CCL probabilities in these systems starting with an arbitrary number of customers in the system that involves solving a linear system of equations. The results derived are illustrated for specific sets of parameters.     

The Virtual Waiting Time of the M/G/1 Queue with Impatient Customers

The M/G/1 queue with impatient customers is studied. The complete formula of the limiting distribution of the virtual waiting time is derived explicitly. The expected busy period of the queue is also obtained by using a martingale argument.     

A Polynomial Factorization Approach for the Discrete Time GIX/>G/1/K Queue

This paper proposes a polynomial factorization approach for queue length distribution of discrete time GI ^X /G/1 and GI _X /G/1/K queues. They are analyzed by using a two-component state model at the arrival and departure instants of customers. The equilibrium state-transition equations of state probabilities are solved by a polynomial factorization method. Finally, the queue length distributions are then obtained as linear combinations of geometric series, whose parameters are evaluated from roots of a characteristic polynomial.     

Some results on a generalized M/G/1 feedback queue with negative customers

This paper deals with a generalized M/G/1 feedback queue in which customers are either “positive" or “negative". We assume that the service time distribution of a positive customer who initiates a busy period is G _e (x) and all subsequent positive customers in the same busy period have service time drawn independently from the distribution G _b (x). The server is idle until a random number N of positive customers accumulate in the queue. Following the arrival of the N-th positive customer, the server serves exhaustively the positive customers in the queue and then a new idle period commences. This queueing system is a generalization of the conventional N-policy queue with N a constant number. Explicit expressions for the probability generating function and mean of the system size of positive customers are obtained under steady-state condition. Various vacation models are discussed as special cases. The effects of various parameters on the mean system size and the probability that the system is empty are also analysed numerically. AMS Subject Classification: Primary: 60 K 25 · Secondary: 60 K 20, 90 B 22     

Approximations for the delay probability in the M/G/s queue

This paper develops approximations for the delay probability in an M/G/s queue. For M/G/s queues, it has been well known that the delay probability in the M/M/s queue, i.e., the Erlang delay formula, is usually a good approximation for other service-time distributions. By using an excellent approximation for the mean waiting time in the M/G/s queue, we provide more accurate approximations of the delay probability for small values of s. To test the quality of our approximations, we compare them with the exact value and the Erlang delay formula for some particular cases.     

Queues with hysteretic control by vacation and post-vacation periods

The paper investigates the queueing process in stochastic systems with bulk input, batch state dependent service, server vacations, and three post-vacation disciplines. The policy of leaving and entering busy periods is hysteretic, meaning that, initially, the server leaves the system on multiple vacation trips whenever the queue falls below r (⩾1), and resumes service when during his absence the system replenishes to N or more customers upon one of his returns. During his vacation trips, the server can be called off on emergency, limiting his trips by a specified random variable (thereby encompassing several classes of vacation queues, such as ones with multiple and single vacations). If by then the queue has not reached another fixed threshold M (⩽ N), the server enters a so-called “post-vacation period” characterized by three different disciplines: waiting, or leaving on multiple vacation trips with or without emergency. For all three disciplines, the probability generating functions of the discrete and continuous time parameter queueing processes in the steady state are obtained in a closed analytic form. The author uses a semi-regenerative approach and enhances fluctuation techniques (from his previous studies) preceding the analysis of queueing systems. Various examples demonstrate and discuss the results obtained. This revised version was published online in June 2006 with corrections to the Cover Date.     

Analysis of Queueing Systems with Synchronous Single Vacation for Some Servers

We study a multi-server M/M/c type queue with a single vacation policy for some idle servers. In this queueing system, if at a service completion instant, any d (d c) servers become idle, these d servers will take one and only one vacation together. During the vacation of d servers, the other c–d servers do not take vacation even if they are idle. Using a quasi-birth-and-death process and the matrix analytic method, we obtain the stationary distribution of the system. Conditional stochastic decomposition properties have been established for the waiting time and the queue length given that all servers are busy.