Proceedings of Regional Conference on Knowledge Integration in ICT 2010 1

A TANDEM QUEUING SYSTEM WITH BLOCKING AND LOSSES

Emilija Kamceva, Oliver Iliev
Fon University, FON, FIROM(Macedonia),
kamcevaemilija@yahoo.com, oliver_iliev@yahoo.com

Abstract

We consider a tandem queuing system BMAP/G/1 - M/N/0. The input flow is
described by the BMAP (Batch Markovian Arrival Process). After receiving service at
the first stage a customer proceeds to the second stage. The service at the second stage
requires a random number of servers. If a customer does not see the required number
of free servers it leaves the system forever or waits the releasing of servers. The
waiting period is accompanied by blocking of the first stage server operating. We
derive the condition for the stable operation of the system and determine the stationary
distribution of the system states at embedded epochs and at arbitrary time. The main
performance measures are calculated. Numerical results are presented.

Keywords: queueing system, distribution, Marcov chain, model, queue.
1. Introduction
Queuing networks are widely used in capacity planning and performance evaluation of
computer and communication systems, service centers, manufacturing systems, etc.
Tandem queues can be used for modeling real-life two-node networks as well as for
validation of general networks decomposition algorithms. In particular, the arrival process
should be able to capture correlation and burstness since real traffic of modern
communication networks exhibits these characteristics.

We deal with a tandem queue under the assumption that customers arrive
according to the BMAP. Since the BMAP was introduced in [16], it is thought to be a fairly
general process taking into account the correlation and group arrivals. The rest of the
paper is organized as follows.

2. The mathematical model

We consider tandem queue which consists of two stages. The first stage is represented by
theBMAP/G/1 queue. The BMAP-input is defined by the directing process 0 , > t v
t
, which
is an irreducible continuous time Markov chain with the state space {0,......, W}, and by the
matrix generating function

=
s =
0
1 , ) (
k
k k
z z D z D . Arrivals occur only at the epochs of the
process 0 , > t v
t
jumps. The intensities of the process 0 , > t v
t
transitions, which are
accompanied by the k-size batch arrival, are defined by the matrices 0 , > k D
t
.The matrix
generating function of these matrices is

=
s =
0
1 , ) (
k
k k
z z D z D .The matrix D(1) is the
infinitesimal generator of the process 0 , > t v
t
. The stationary distribution vector u of this
process satisfies the equations 1 , 0 ) 1 ( = = e D u u ; where e is a column vector consisting of
1's. The average intensity (fundamental rate) of the BMAP is calculated by
e
z
z D
1
,
| ) (
=
=u
.We assume that < . The average intensity
b
of group arrivals is

Proceedings of Regional Conference on Knowledge Integration in ICT 2010 2

defined as . ) (
0
e D
b
=u The variation coefficient
var
c of intervals between successive
group arrivals is defined by 1 ) ( 2
1
0
2
var
=

e D c
b
u The correlation coefficient
var
c of
the successive intervals between group arrivals is given by
. / ))) 1 ( ) 1 ( ( ) ( (
2
var
1
0 0
1
0
c e D D D D c
b cor
=

u The successive service times of
customers at the first stage are independent random variables with general distribution
) (t B with finite first moment
}

=
0
1
) (t tdB b .
After receiving service at the first stage a customer proceeds to the second stage
which is represented by N independent identical servers. The service of an arbitrary
customer at the second stage requires a random number q of servers. Here q is an
integer-valued random variable with the distribution

=
= = > = =
N
m
m m m
q N m q m P q
0
______
. 1 , , 0 , 0 }, {q
No queue is allowed between the first and the second stage. In case a customer completes
the service at the first stage and does not see required number of free servers at the second
stage, it leaves the system forever with the probability . 1 0 , s s . With the probability
1 the customer waits until the required number of servers of the second stage becomes
free and then occupies these servers immediately. The waiting period is accompanied by
blocking the first stage server operating. A structure of the considered tandem system is
illustrated by fig.1.


Figure 1. Structure of the queue under consideration


The stationary distribution of the embedded Markov chain

Let
n
t be the n-th service completion at stage 1. Consider the process
1 }, , , { > = n v r i
n n n n
where
n
i is the number of customers at the first stage at the epoch
n n n
r i t ; 0 , 0 > + is the number of busy servers at the second stage at the epoch
n n n
v N r t ; , 0 , 0 = is the state of the arrival directing process
t
v at the epoch . , 0 , W v t
n n
=
It is easy to see that the process 1 }, , , { > = n v r i
n n n n
is a Markov chain. Enumerate the
states of the chain 1 , > n
n
in the lexicographic order and form the matrices 0 ,
, ,
> m l P
m l

of transition probabilities of the chain from the state having the value l of the first
component to the state having the value m of this component.
Lemma 1. The one-step transition probability matrices
, ,m l
P are defined as:
, 0 , , 0 , 0 ,
, 1 , 0
, 0 1 1 ,
,
> = > > =
< =
+
i V P l i Y P
l m P
i i i l l
m l


Proceedings of Regional Conference on Knowledge Integration in ICT 2010 3

where the matrices 0 , , > i V Y
i i
has the block structure
N o r r
r r
i i
N o r r
r r
i i
Y Y V V
, ' ,
) , (
, ' ,
) , (
) ( , ) (
' '
= =
= =
the blocks
) , ( ) , (
, '
r r
i
r r
i
Y V correspond to transition of the process 1 , > n r
n
from the state r to
the
state
' '
r and are calculated as follows:

} }
}

}

}

}

=

=
=

+ =

+
=
=

+ =

+
=
+
=
+

=
> > > + +
+ + A +
+ + A +
+ + A =
s < s = =
i
k
r N
m N N
r l
i
k
k
N
r l
l N m N r
t D
r N
r N m
m
r l
i
k
k
r
r l
l r
r N
r N m
m
r l
i
k
k
m r
r l
l m r
r N
r r m
m
r r
i
r r
i
r r
i
r r N t dB t t k i P t dF t k P
t dB t t k i P D dt t t dF e q
t dB t t k i P D q
t dB t t k i P D q V
N r r Y V
1
,
0 0
,
0
,
1
,
0
,
1
0
,
1
1
,
1
0
,
1
1
'
,
} , 0 max{
) , (
' ) , ( ) , (
0 )}, ( ) ( ' ) , 1 ( ) ( ) , (
) ( ) ( ' ) , 1 ( ) ( ) ( { ) 1 (
) ( ) ( ' ) , 1 (
) ( ) ( ' ) , 1 (
, 0 , 0
0
'
' '
' ' ' '
o
o
o
o

}
}

+ =

=
> > >
+

+
+ =
0
0
,
,
'
1
0
,
'
1
0
,
'
} , 0 max{
) , (
0 '
), ( ) ( ' ) , 1 ( ) ( ) , (
) 1 ( ) ( ) ( ' ) , ( {
) ( ) ( ' ) , ( '
r r N
t dB t t k i P t dF t k P
t dB t t i P q
t dB t t i P q Y
r N
m N r
i
k
r r
N
r N m
m
r m r
r N
r r m
m
r r
i
o
o
o


where
. , 0 , , , ) ( , ) 1 ( " ) ( '
, ,
0
, , ,
,
0
,
,
N r r r r dt t e e C t
r r
t D
r r
r r t t r r
r
r r
= > = A =
}

o o


) (
,
,
t F
r r
is a distribution function defined by its Laplace-Stieltjes transform
. , 0 , , , ) (
, ,
1
*
,
,
,
N r r r r
s l
l
s F
r
r l
r r
= >
+
=
[
+ =

Corollary 1. The process , 1 , > n
n
is a quasi-Toeplitz Markov chain.
Theorem 1. The necessary and sufficient condition for existence of the Markov chain
, 1 , > n
n
stationary distribution is the fulfillment of the inequality
1 ) ) ( ) 1 ( (
1
1
1 1
1
< +

+ =

+ = =
r
m N l
N
r N m
m
N
r
r
l q y b where ) ,......, (
0 N
y y is a part of the vector
) ,......, (
0 N
y y y = which is the unique solution of the system 1 , ) 1 (
~~
= = ye y Y y
. , 0 ,
0
1
, ,
} , 0 max{
,
~~
, , ,
,
,
) )) ( ] )) ( ) 1 ( ) ( ( ) ( [ ( ) 1 (
N r r
N
r N m
r N r r
m
r r m
r m r
m
t dB t t q t q Y
=

+ = =
+ }

+ + = o o o



Proceedings of Regional Conference on Knowledge Integration in ICT 2010 4

3. Numerical examples

Present the result of one experiment. In experiment we investigate additionally the impact
of the correlation in the input process on the performance characteristics at an arbitrary
time.

Experiment. In this experiment, we investigate the impact of the correlation in the
input process on the mean queue length at the first stage and the mean number of busy
servers at the second stage at an arbitrary time and at service completion epochs at the first
stage.
We consider four different BMAPs with the same fundamental rate 5 = and geometrical
(with parameter h = 0,8) of a number of customer in a batch. The matrices
k
D are defined
as 5 , 1 ), 1 /( ) 1 (
5 1
= =

k h h Dh D
k
k
and then normalized to get the fundamental rate
5 = .
The BMAPs have different correlation coefficients. The BMAP4 is the group Poisson
process. It has the correlation coefficient 0 =
corr
c and the variation coefficient 1
var
= c .
The BMAP5 is characterized by the matrices

|
|
|
.
|

\
|

=
635426 . 1 414363 . 0 682252 . 0
422942 . 0 446573 . 2 692663 . 0
617293 . 0 588578 . 0 334625 . 13
0
D
|
|
|
.
|

\
|
=
211089 . 0 04255 . 0 285172 . 0
080850 . 0 865869 . 0 384249 . 0
218669 . 0 363141 . 0 546944 . 11
D
This BMAP has the correlation coefficient 1 . 0 =
corr
c .
The BMAP6 has the correlation coefficient 2 . 0 =
corr
c and is defined by the matrices.

|
|
|
.
|

\
|

=
959665 . 1 565264 . 0 597058 . 0
467885 . 0 289674 . 2 517817 . 0
592394 . 0 606178 . 0 732675 . 15
0
D
|
|
|
.
|

\
|
=
8046855 . 0 2554810 . 0 0090460 . 0
1860820 . 0 6668640 . 1 0340970 . 0
0763240 . 0 4668680 . 0 2421200 . 24
D
The BMAP7 has the correlation coefficient 3 . 0 =
corr
c and is defined by the matrices
|
|
|
.
|

\
|

=
7526180 . 1 3874445 . 0 2959610 . 0
2000070 . 0 2322000 . 2 1451500 . 0
3611990 . 0 3933290 . 0 5398400 . 25
0
D
|
|
|
.
|

\
|
=
8046855 . 0 2554810 . 0 0090460 . 0
1860820 . 0 6668640 . 1 0340970 . 0
0763240 . 0 4668680 . 0 2421200 . 24
D
BMAP5-BMAP7 has the variation coefficients 2
var
= c .

Proceedings of Regional Conference on Knowledge Integration in ICT 2010 5

The service time at the first stage is the same as the service time defined above. The
number of servers at the second stage N = 5. The probability of blocking after first stage
. 5 . 0 =

The parameters of service at the second stage are as follows:
5 and 1 . 0 , 1 . 0 ,
1 . 0 , 3 . 0 , 3 . 0 , 1 . 0
5 4
3 2 1 0
= = =
= = = =
q q
q q q q
.

Figure 2. The mean queue length at the first stage at the service completion epochs and at
an arbitrary time as functions of fundamental rate for different BMAPs.

Now investigate the impact of the service rate at the second stage on the number of
busy servers at the second stage and the mean queue length at the first stage at the service
completion epochs and at an arbitrary time
. value on the , and , of dependence e present th 4 - 3 Figure
~~ `~
L L N N busy
busy


Figure 3. The mean number of busy servers at the second stage at the service completion
epochs and at an arbitrary time as functions of the service rate at the second stage.

Figure 4. The mean queue length at the first stage at the service completion epochs and at
the arbitrary epochs as functions of the service rate at the second stage

Basing on the result of experiment, we can conclude that the correlation coefficient is an
important descriptor of the input flow and it cannot be ignored.


Conclusion

In this paper, the BMAP/G/1 - /M/N/0 tandem queue with losses and blocking is
studied. The processes of the system states at embedded epochs and at arbitrary time are
investigated. The condition for stationary distribution existence of these processes is
derived and the algorithm for calculating the steady state probabilities is presented.

Proceedings of Regional Conference on Knowledge Integration in ICT 2010 6

Expressions for the loss probability and some other performance characteristics of the
system are derived. The numerical examples are presented. They confirm importance
of the special treatment of the tandem queuing models with the BMAP. The results can be
exploited for capacity planning and performance evaluations of real-life tandem queues
and two-node networks in case of correlated bursty input and the discipline of admission
to the second stage providing losses of customers and blocking of the first stage server.

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