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Age Process, Workload Process, Sojourn Times, and Waiting Times in a Discrete Time SM[K]/PH[K]/1/FCFS Queue
Authors:Qi-Ming He
Affiliation:(1) Department of Industrial Engineering, Dalhousie University, Halifax, Nova Scotia, Canada, B3J 2X4;(2) School of Economics and Management, Tsinghua University, Beijing, P.R. China
Abstract:In this paper, we study a discrete time queueing system with multiple types of customers and a first-come-first-served (FCFS) service discipline. Customers arrive according to a semi-Markov arrival process and the service times of individual customers have PH-distributions. A GI/M/1 type Markov chain for a generalized age process of batches of customers is introduced. The steady state distribution of the GI/M/1 type Markov chain is found explicitly and, consequently, the steady state 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. We show that the generalized age process and a generalized total workload process have the same steady state distribution. We prove that the waiting times and sojourn times have PH-distributions and find matrix representations of those PH-distributions. When the arrival process is a Markov arrival process with marked transitions, we construct a QBD process for the age process and the total workload process. The steady state distributions of the waiting times and the sojourn times, both at the batch level and the customer level, are obtained from the steady state distribution of the QBD process. A number of numerical examples are presented to gain insight into the waiting processes of different types of customers.AMS subject classification: 60K25, 60J10This revised version was published online in June 2005 with corrected coverdate
Keywords:queueing systems  GI/M/1 type Markov chain  waiting times  workload  matrix analytic methods  semi-Markov chain
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