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.     

Analysis of a Multiserver Queue with Setup Times

This paper deals with the analysis of an M/M/c queueing system with setup times. This queueing model captures the major characteristics of phenomena occurring in production when the system consists in a set of machines monitored by a single operator. We carry out an extensive analysis of the system including limiting distribution of the system state, waiting time analysis, busy period and maximum queue length. AMS subject classification: 90B22, 60K25     

Parisian ruin in the dual model with applications to the G/M/1 queue

The dual risk model describes the capital of a company with fixed expense rate and occasional income inflows of random size, called innovations. Parisian ruin occurs once the process stays continuously below zero for a given period. We consider the dual risk model where ruin is declared either at the first time that the reserve stays continuously below zero for an exponentially distributed time, or once it reaches a given negative threshold. We obtain the Laplace transform of the time to ruin and the Laplace transform of the time period that the process is negative. Applying a duality relationship between our risk model and the queueing model, we derive quantities related to the G/M/1 busy period, idle period and cycle maximum.     

Inverse two-sided Laplace transform for probability density functions

We present a method for the numerical inversion of two-sided Laplace transform of a probability density function. The method assumes the knowledge of the first M derivatives at the origin of the function to be antitransformed. The approximate analytical form is obtained by resorting to maximum entropy principle. Both entropy and L₁-norm convergence are proved. Some numerical examples are illustrated.     

On M/M/1 queues with a smart machine

This paper discusses a class of M/M/1 queueing models in which the service time of a customer depends on the number of customers served in the current busy period. It is particularly suited for applications in which the server has kind of learning ability and warms up gradually. We present a simple and computationally tractable scheme which recursively determines the stationary probabilities of the queue length. Other performance measures such as the Laplace transform of the busy period are also obtained. For the firstN exceptional services model which can be considered as a special case of our model, we derive a closed-formula for the generating function of the stationary queue length distribution. Numerical examples are also provided.     

Markovian bulk-arrival and bulk-service queues with general state-dependent control

We study a modified Markovian bulk-arrival and bulk-service queue incorporating general state-dependent control. The stopped bulk-arrival and bulk-service queue is first investigated, and the relationship between this stopped queue and the full queueing model is examined and exploited. Using this relationship, the equilibrium behaviour for the full queueing process is studied and the probability generating function of the equilibrium distribution is obtained. Queue length behaviour is also examined, and the Laplace transform of the queue length distribution is presented. The important questions regarding hitting times and busy period distributions are answered in detail, and the Laplace transforms of these distributions are presented. Further properties regarding the busy period distributions including expectation and conditional expectation of busy periods are also explored.

     

The Busy Period and the Waiting Time Analysis of a MAP/M/c Queue with Finite Retrial Group

Abstract

We concentrate on the analysis of the busy period and the waiting time distribution of a multi-server retrial queue in which primary arrivals occur according to a Markovian arrival process (MAP). Since the study of a model with an infinite retrial group seems intractable, we deal with a system having a finite buffer for the retrial group. The system is analyzed in steady state by deriving expressions for (a) the Laplace–Stieltjes transforms of the busy period and the waiting time; (b) the probabiliy generating functions for the number of customers served during a busy period and the number of retrials made by a customer; and (c) various moments of quantites of interest. Some illustrative numerical examples are discussed.     

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.     

Markovian bulk-arrival and bulk-service queues with state-dependent control

We study a modified Markovian bulk-arrival and bulk-service queue incorporating state-dependent control. The stopped bulk-arrival and bulk-service queue is first investigated and the relationship with our queueing model is examined and exploited. Equilibrium behaviour is studied and the probability generating function of the equilibrium distribution is obtained. Queue length behaviour is also examined and the Laplace transform of the queue length distribution is presented. The important questions regarding hitting time and busy period distributions are answered in detail and the Laplace transforms of these distributions are presented. Further properties including expectations of hitting times and busy period are also explored.     

A BMAP/G/1 Retrial Queue with a Server Subject to Breakdowns and Repairs

In this paper, we consider a BMAP/G/1 retrial queue with a server subject to breakdowns and repairs, where the life time of the server is exponential and the repair time is general. We use the supplementary variable method, which combines with the matrix-analytic method and the censoring technique, to study the system. We apply the RG-factorization of a level-dependent continuous-time Markov chain of M/G/1 type to provide the stationary performance measures of the system, for example, the stationary availability, failure frequency and queue length. Furthermore, we use the RG-factorization of a level-dependent Markov renewal process of M/G/1 type to express the Laplace transform of the distribution of a first passage time such as the reliability function and the busy period.     

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

In this work we present two different numerical methods to determine the probability of ultimate ruin as a function of the initial surplus. Both methods use moments obtained from the Pollaczek–Kinchine identity for the Laplace transform of the probability of ultimate ruin. One method uses fractional moments combined with the maximum entropy method and the other is a probabilistic approach that uses integer moments directly to approximate the density.     

Rejection rules in theM/G/1 queue

We consider aM/G/1 queue modified such that an arriving customer may be totally or partially rejected depending on a r.v. (the barricade) describing his impatience and on the state of the system. Three main variants of this scheme are studied. The steady-state distribution is expressed in terms of Volterra equations and the relation to storage processes, dams and queues with state-dependent Poisson arrival rate is discussed. For exponential service times, we further find the busy period Laplace transform in the case of a deterministic barricade, whereas for exponential barricade it is shown by a coupling argument that the busy period can be identified with a first passage time in an associated birth-death process.     

An M/G/1 queue with two phases of service subject to the server breakdown and delayed repair

This paper deals with the steady-state behaviour of an M/G/1 queue with an additional second phase of optional service subject to breakdowns occurring randomly at any instant while serving the customers and delayed repair. This model generalizes both the classical M/G/1 queue subject to random breakdown and delayed repair as well as M/G/1 queue with second optional service and server breakdowns. For this model, we first derive the joint distributions of state of the server and queue size, which is one of chief objectives of the paper. Secondly, we derive the probability generating function of the stationary queue size distribution at a departure epoch as a classical generalization of Pollaczek–Khinchin formula. Next, we derive Laplace Stieltjes transform of busy period distribution and waiting time distribution. Finally, we obtain some important performance measures and reliability indices of this model.     

Tail asymptotics of the waiting time and the busy period for the {{\varvec{M/G/1/K}}} queues with subexponential service times

We study the asymptotic behavior of the tail probabilities of the waiting time and the busy period for the $M/G/1/K$ queues with subexponential service times under three different service disciplines: FCFS, LCFS, and ROS. Under the FCFS discipline, the result on the waiting time is proved for the more general $GI/G/1/K$ queue with subexponential service times and lighter interarrival times. Using the well-known Laplace–Stieltjes transform (LST) expressions for the probability distribution of the busy period of the $M/G/1/K$ queue, we decompose the busy period into a sum of a random number of independent random variables. The result is used to obtain the tail asymptotics for the waiting time distributions under the LCFS and ROS disciplines.     

Transient analysis of a Markovian queue with deterministic rejection

We analyze the transient behavior of the M/M/1+D queue. Considering an Erlang distribution for customers’ waiting time, we approximate the real system by a Markov chain. We obtain the Laplace Transform of the transient probabilities in the approximated model and the Laplace transform of the main performance measures for the real system. We next analyze the busy period of this queue. One interesting insight is that the busy period of the unstable M/M/s queue has a finite coefficient of variation.     

关闭一启动型多级适应性休假M^x／G／1排队系统的随机分解

本文采用一种较简单的分析方法，讨论了队长分布的瞬态和稳态性质，得到了队长瞬态分布的拉普拉斯变换的递推表达式和稳态分布的递推表达式，以及稳态队长的随机分解，并给出了服务台闲期、服务台忙循环期的分布函数。     

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.     

Busy Periods of Poisson Arrival Queues with Loss

We consider two queues with loss, one is the finite dam with Poisson arrivals and the other is the M/G/1 queue with impatient customers. We use the method of Kolmogorov's backward differential equation and construct a type of renewal equation to obtain the Laplace transform of busy(or wet) period in both queues. As a consequence, we provide the explicit forms of expected busy periods.     

A new approach to the busy period of the M/M/1 queue

In this paper, we provide a new approach to the computation of the Laplace transform of the length of the busy period of the M/M/1 queue with constrained workload (finite dam), without the use of complex analysis. This revised version was published online in June 2006 with corrections to the Cover Date.     

<Emphasis Type="Italic">GI</Emphasis>/<Emphasis Type="Italic">G</Emphasis>/1/∞ batch arrival queueing system with a single exponential vacation

In the article the queueing system of GI/G/1 type with batch arrival of customers and a single exponentially distributed vacation period at the end of every busy period is considered. Basic characteristics of transient state of the system are investigated: the first busy period, the first vacation period and the number of customers served during the first busy period. New results for the Laplace transform of the joint distribution of these three variables are obtained in dependence on the initial conditions of the system. This material is based upon work supported by the Polish Ministry of Scientific Research and Information Technology under Grant No. 3 T11C 014 26.