Queueing Systems 44, 530, 2003

2003 Kluwer Academic Publishers. Manufactured in The Netherlands.

Vacation Models in Discrete Time
ATTAHIRU SULE ALFA alfa@ee.umanitoba.ca
Department of Electrical and Computer Engineering, University of Manitoba, Winnipeg, MB,
Canada R3T 5V6
Received 25 August 2001; Revised 1 September 2002
Abstract. A class of single server vacation queues which have single arrivals and non-batch service is
considered in discrete time. It is shown that provided the interarrival, service, vacation, and server opera-
tional times can be cast with Markov-based representation then this class of vacation model can be studied
as a matrixgeometric or a matrix-product problem both in the matrixanalytic family thereby allow-
ing us to use well established results from Neuts (1981). Most importantly it is shown that using discrete
time approach to study some vacation models is more appropriate and makes the models much more al-
gorithmically tractable. An example is a vacation model in which the server visits the queue for a limited
duration. The paper focuses mainly on single arrival and single unit service systems which result in quasi-
birth-and-death processes. The results presented in this paper are applicable to all this class of vacation
queues provided the interarrival, service, vacation, and operational times can be represented by a nite state
Markov chain.
Keywords: discrete time, matrixgeometric method, matrix-product problem, vacation queues, gated and
ungated systems
1. Introduction
Vacation queues are a very important class of queues in real life. A vacation, in queueing
context, is the period when the server is not attending to a particularly targeted queue.
The server may be under repair, attending to other queues, or simply forced to stop
serving. Vacation models have been used extensively to study various systems, such as
polling systems and some priority systems.
In a polling system, N queues are attended to by one server who attends to only
one queue at a time. The server attends to one queue for a period of time based on some
pre-dened rules and then proceeds to the next queue and so on. Consider an arbitrary
queue among the N queues. The customers in this particular queue view the server as
being away on a vacation when this queue is not receiving service, because the server
is attending to another queue. This is an example of a polling system. They are very
common in computer systems where a processor has to attend to several queues of jobs.
Another example of this is road intersection controlled by trafc signals. At any given
time, one set of arms of the intersection receives the green signal for service while the
rest of the arms receive the red signal to stop service. The arms which are receiving the
red signal are not receiving service and to them the server is on a vacation.
6 A.S. ALFA
Priority queues are also sometimes studied as vacation queues. Consider a sin-
gle server system with at least two classes of customers in which there is a priority for
service. A low priority group of customers may keep receiving service until a higher pri-
ority customer arrives, after which the server may switch, depending on the pre-dened
rules, to serving this higher priority customer. While the higher priority customer is re-
ceiving service the low priority group of customers see the server as having gone on a
vacation.
A service system in which the server is subject to breakdowns and repairs can also
be considered as a vacation system. When the server breaks down and is undergoing
repair the system is considered to be on a vacation. Scheduled maintenance periods can
also be considered as vacation periods.
Several types of vacation models have been studied by varying methods ranging
from embedded Markov chain to the classical transforms approaches. In this paper we
show that nearly all vacation queueing models of a particular class can be studied using
the matrixgeometric method or the matrix-product based method, if set up in discrete
time. Included in this class are those single server vacation queues with single arrivals
and non-batch service (single customer service) plus the GI/G/1 types, provided that
the interarrival, service, vacation and operational times can be represented by a Markov-
based model and the system can be set up in discrete time. This is because, under such
conditions, the system can be set up as quasi-birth-and-death processes.
Vacation models may be classied in two categories:
1. Gated systems. In a gated system, as soon as the server returns from a vacation
it places a gate behind the last waiting customer. It then begins to serve only the
customers who are within the gate, based on some rules of how many or for how long
it could serve.
2. Ungated systems. In an ungated system the server only applies the rule of how many
or for how long it could serve.
Under each of these categories we may have further features, such as: single or
multiple vacations; time-limited service preemptive and non-preemptive; number lim-
ited service; random interruptions for vacation; and others.
The subject of vacation queues has appeared in different forms in the literature
over the last forty to forty ve years. The earlier works include those of White and
Christie [60] which studied queues with preemptive priorities or breakdowns and of
Avi-Itzhak and Naor [6] which studied service stations with breakdowns. Levy and
Yechiali [36] were the rst to obtain the well known decomposition result for the M/G/1
vacation system. This is a very important result. It states that the queue length and
waiting time of a vacation model can be decomposed into two parts one part is that of
the same queue without a vacation and the other is related to the forward recurrence time
of the vacation (for waiting time) and the number of arrivals during this period for queue
length. This result was further studied by Fuhrman and Cooper [22] for general vacation
types and later by Doshi [14] for the generalized GI/G/1 system. Miyazawa [43] was
able to unify several of the decomposition results by using the rate conservation law.
VACATION MODELS IN DISCRETE TIME 7
Until the works of Leung and Eisenberg [34] and Eisenberg and Leung [18] which
dealt with time limited systems and the work of Lee [33] which dealt with number lim-
ited system with nite buffer, most of the earlier works focussed on traditional types of
vacation rules, i.e. exhaustive types. State dependence idea was incorporated by Harris
and Marchal [24] and also by Li and Zhu [38]. The rst multiserver results for vacation
systems were obtained by Mitrani and Avi-Itzhak [42] and later by Levy and Yechiali
[36] for the M/M/s system. Multiserver systems bring an additional dimension to vaca-
tion systems because the servers do not necessarily all go on vacation at the same time.
Recent results for multiserver systems include the works of Chao and Zhao [11].
Several vacation results have appeared under the headings of queues with inter-
ruptions. Some of these include the works of Gaver [23], Bruneel [9], Sengupta [50],
Takine and Sengupta [57], Fedegruen and Green [19,20], and Keilson [27] and Keilson
and Servi [28]. This current paper is an expository one which aims to present discrete
time approach of analysis for a class of vacation queues. It is not meant to serve as a
compltete survey. We only point the reader to some key references which added distinct
features to vacation models, in terms of key differences to the previous models. For
details of the pre-1990/91 literature see [15,16,55].
The rst case of non-renewal input into vacation models was the paper by Lucan-
toni et al. [40] which introduced the idea of MAP and used the decomposition result
to study queue length at arbitrary times and at departure times. Several recent works
have been based on this paper. Doshi [16,17] generalized the decomposition results of
Lucantoni et al. [40] to include queue length at arrival times, in addition to studying it
at arbitrary times and at departure times. Blondia [7] did consider non-renewal input for
the case when the buffer size is nite. Ferrandiz [21] studied the BMAP/GI/1 system
with server vacation and server set-up times. Matendo [41] extended the results of Lu-
cantoni et al. [40] to also allow group service, and Schellhaas [49] considered control
of nite buffer batch MAP queues with multiple vacations. Takine and Hasegawa [56]
considered the batch SPP/G/1 vacation system. Recently, Lee et al. [31] considered the
MAP/G/1 system under multiple and single vacations with N-policy. They capitalized
on the decomposition result in their analysis. Lee et al. [32] in an earlier paper had con-
sidered the M
x
/G/1 system with N-policy and multiple vacations. Problems of vacation
queues with threshold policies have been studied also by Zhang et al. [61]. Shomrony
and Yechiali [53] considered a system of vacation controlled by the, so called, randomly
timed gated protocol a new type of control.
A new class of vacation models of interest to researchers lately is the case of va-
cation models in retrial systems. This class is very important when studying mobile
communications and some computer networks. For the results on this class of systems
see [5,12,29,37].
A class of vacation models which has not received signicant attention in the liter-
ature, except for the work of Takagi [55], is the time-dependent case.
Modern telecommunication systems have become more of digital systems these
days than analog. It is therefore more appropriate to develop vacation models which
are applicable to these systems using discrete time approach. There has been fewer
8 A.S. ALFA
models developed for vacation systems in discrete time compared to literature on con-
tinuous time models. Some of the known discrete-time models are those of Ishizaki
et al. [25,26], Alfa [1,2] and Bruneel [9,10], among others. Recently, Tian and Zhang
[58] have considered the discrete-time GI/Geo/1 queue with multiple vacations which
have geometric distributions. They used the embedded Markov chain together with the
matrixgeometric method.
The aim of the current paper is to consider a class of discrete time vacation models
and present a unied framework for analysing this class of problem. One of its intended
goals is to show how to cast a class of vacation models in discrete time and present
matrix-analytic method for their analysis.
The paper is organized as follow. In section 2, we introduce the parameters which
will be used in general for the vacation models and present a key result which allows us
to model discrete time vacation models as quasi-birth-and-death process, irrespect of the
undelying distributions. The Markov chains which we will encounter in modelling the
vacation models are briey discussed in section 3. The set of vacation models of interest
is presented in section 4, with one of the models treated in more detail in section 4.4.
Performance measures are presented in section 5. The paper is concluded in section 6
with some discussions.
2. Preliminaries
In this section we dene some input parameters of the queue. We focus on discrete time
only. We describe the discrete time system as dened by Dafermos and Neuts [13] as
follows. We observe the system at epochs sequentially numbered 0, 1, 2, . . . . All events
which occur between epoch t and t + 1 are assumed to occur at epoch t + 1. Services
take at least one epoch interval to complete, hence a customer cannot complete service
at its epoch of arrival. A rule for book keeping, if there is a conict, is as follows:
service completion rst, then vacation commencement, then arrival, and then vacation
completion.
Throughout this paper we shall use the indices n, m, r and s to represent the num-
ber of phases associated with arrival, service, vacation processes and operational times,
respectively. The only conditions associated with these indices is that they are discrete
and non-negative. We do not impose bounds on them yet.
We introduce the following notations which will be used in the sequel. 1 is a
column vector of ones, I is the identity matrix with I (N) representing I of order N; e
j
is the jth column of I and e
j
(N) is the jth column of I (N); is the Kronecker product.
2.1. Arrival process
Consider an irreducible n-state Markov chain. We allow n to be either nite or innite
there is no restriction at this point. Let the transition matrix of this Markov chain,
describing the arrival process, be D. Further consider two substochastic matrices D
0
and D
1
such that D = D
0
+D
1
. The element (D
0
)
ij
represents a transition from phase i
VACATION MODELS IN DISCRETE TIME 9
to phase j with no arrivals and the element (D
1
)
ij
represents a transition from phase i to
phase j with one arrival. Let = D, with 1 = 1, then the arrival rate is = D
1
1.
It is immediately clear that if we let n < then we have the very well known Markovian
arrival process (MAP) described by Neuts [44] and Lucantoni [39]. When n = we
have a more general MAP, which we call IMAP, i.e. the innite MAP. Both can capture
correlation in the interarrival times.
Now let us consider an (n + 1)-state absorbing Markov chain with one absorbing
state. Let the transition matrix of the n transient states be the n-dimensional matrix T ,
with T
0
= 1 T 1. Consider the n-dimensional row vector and let the n + 1 vector
[,
n+1
] be a probability vector. We see that when n < we have the very well
known discrete time phase distribution, (, T ), as in [45]. Then for n = , (, T ) is
the representation for the discrete IPH (innite phase type) as dened by Shi et al. [51].
Both the PH and IPH distributions are special cases of the MAP and IMAP, respectively.
For these special cases we have D
0
= T and D
1
= T
0
. The discrete IPH is a renewal
distribution and cannot capture correlation as the IMAP, but can be used to represent any
discrete renewal interevent times.
We extend this concept to general interarrival (GI) times, i.e. the renewal types.
Let A be the interarrival time between successive customers and let its distribution be
given by the vector a = [a
1
, a
2
, a
3
, . . .], where a
i
= Prob{A = i; i 1}. We show that
this discrete random variable A can be written as a special discrete IPH, and, in fact, if
we deal with cases with nite support then this A can be written as a standard discrete
phase type distribution.
Dene u
j
= 1

j
v=0
a
v
, j 0, with a
0
= 0 and u
0
= 1, by denition. Let
b
k
= u
k
/(u
k1
), k 1. The discrete GI process with nite suport can be represented as
an PH with representation (, T ), with = e

1
, where e

j
is the transpose of e
j
, and
T
i,i+1
= b
i
, 1 i n 1, and T
i,j
= 0, j = i + 1.
This we call the elapsed time representation of general discrete distribution. When
n = then we end up with the IPH, based on [52, theorem 2.3].
We point out that A can also be represented by another phase type distribution
based on remaining time with = a and
T
i,i1
= 1, 2 i n, and T
i,j
= 0, j = i 1.
This was used for the GI/G/1 system in [4].
Throughout this paper we shall use the term phase of arrival. We can practically
represent any discrete renewal type interarrival times using either of these phase type
systems.
2.2. Service times, vacation durations and operational times
By virtue of the fact that we can represent discrete independent and identically distrib-
uted (iid) service times, vacation durations and operational times the same way in which
we represent iid interarrival times we will not repeat the above information. We speak
10 A.S. ALFA
of the phase of arrival, the phase of service, the phase of vacation and the phase of oper-
ation from this point on, with n, m, r and s number of phases, respectively. We discuss
only the rules for going on vacation in this paper. We do not discuss the rule for return-
ing from vacation such as N-policy, T -policy, etc. The major difference between the
class of vacation models considered in this paper and the ones with rules for returning
from vacation (such as N-policy) is mainly at the boundary states. All the non-boundary
states aspects of both types of models are about the same.
3. Markov chains describing the systems
There are two types of Markov chains that we will encounter throughout this paper. Let
us call their respective transition matrices P
1
and P
2
. The matrices look as follows:
P
1
=
_
_
_
_
_
_
B C
E A
1
A
0
A
2
A
1
A
0
A
2
A
1
A
0
.
.
.
.
.
.
.
.
.
_

_
,
P
2
=
_
_
_
_
_
_
A
0,0
A
0,1
A
1,0
A
1,1
A
1,2
A
2,1
A
2,2
A
2,3
A
3,2
A
3,3
A
3,4
.
.
.
.
.
.
.
.
.
_

_
,
where B, C, E, A
0
, A
1
, A
2
, A
0,0
, A
0,1
and A
i,j
, i 1, i 1 j i + 1 may all be
block matrices. In both cases our interest is rst to obtain the probability distribution of
the steady state system, when it exists. We want to nd
x(c) = x(c)P
c
, x(c)1 = 1, c = 1, 2.
We let x(c) = [x
0
(c), x
1
(c), x
2
(c), . . .]. Later we will drop the index c in the brackets
when there is no possible confusion.
The transition matrix P
1
is a level-independent QBD and matrix P
2
is a level-
dependent QBD. There is extensive literature on P
1
and reasonable amount on P
2
. We
will discuss both briey for completeness.
3.1. Matrixgeometric solutions for P
1
3.1.1. The case when (n, m, r, s) <
In this case all the block matrices of P
1
are of nite order. From [30,45,46] it is known
that the Markov chain represented by P
1
is positive recurrent if
A
0
1 < A
2
1, where = A, 1 = 1, and A = A
0
+A
1
+A
2
.
For some special cases it is possible to obtain simpler expressions for the stability con-
dition.
VACATION MODELS IN DISCRETE TIME 11
Assuming that the stability condition holds we proceed to show how to obtain x.
There exists a matrix R which is the minimal non-negative solution to the matrix
quadratic equation
R = A
0
+RA
1
+R
2
A
2
.
For a stable system the spectral radius of R is less than 1. From the matrixgeometric
theorem we know that
x
i+1
= x
i
R = x
1
R
i
, i 1.
Suppose the vector [y
0
, y
1
] is obtained as the eigenvector corresponding to the eigen-
value of 1 for the matrix
_
B C
E A
1
+RA
2
_
.
Further let y = y
0
1 + y
1
(I R)
1
1, then x
0
= y
1
y
0
and x
1
= y
1
y
1
. We can now
compute x using the matrixgeometric theorem, after which we can obtain most of the
performance measures that we need.
In addition, we may talk about the matrix G which is the minimal non-negative
solution to the matrix quadratic equation
G = A
2
+A
1
G +A
0
G
2
.
The matrix G is stochastic if this Markov chain is positive recurrent. The matrix G is
used in studying the busy period of this system. A relationship between R and G is
R = A
0
(I A
1
A
0
G)
1
.
Nearly all ungated systems can be developed as Markov chains with this type of
QBD process.
3.1.2. The case when (n, m, r, s)
If at least one of the parameters n, m, r, s is equal to innity then the matrixgeometric
result has to be applied cautiously, when it is applicable. This type of situation happens
when we have the interarrival time, or the service time or the vacation duration, or the
operational time of the server having an IPH distribution. For example, if any of these is
a GI which is not of nite support then we have such a situation. In such cases we have
to appeal to other results to help us on a case by case basis.
The problem here is that all the block matrices B, C, E, A
0
, A
1
and A
2
are of
innite dimension. It was pointed out by Tweedie [59] that we still have the matrix
geometric solution in this case, provided the system is stable. The associated R matrix
is of innite dimension. However, the main difculty in this case is how to establish
stability. As pointed out by Neuts [47], in such cases we cannot establish stability easily
by using the mean drift result, A
0
1 < A
2
1. We have to resort to other approaches.
This is partly because the vector may not exist. There are no general results for such
cases. We have to study each case separately as a special case. Consider the case when
12 A.S. ALFA
the interarrival times, service times, vacation duration and also the operational times are
all of the general renewal types. In this case we may choose to represent all the four
distributions using the elapsed time or the remaining representations both which are
special cases of the IPH distribution. Let us use the remaining time representation. In
order to use the matrixgeometric result we need to establish the conditions for stability.
Consider the matrix A = A
0
+ A
1
+ A
2
. It will be of innite dimension. However, for
some of the cases to be discussed in this paper the matrix A will have a special structure.
For example, the model in section 4.1.1 will have an A matrix which will be closely
similar in structure to the matrix A in [4]. In this particular case, it is possible to extend
the results in [4] for establishing the stability conditions. After that has been done then
the matrixgeometric result can be applied. For each of the models in section 4 for which
we end up with a transition matrix of type P
1
and for which the associated matrix A is
of innite order, we have to establish stability conditions separately. It is not possible to
establish general stability conditions for all cases with innite-order matrix A.
The general results which we present in this paper apply only to the cases with
(n, m, r, s) < . Cases for which at least one of the parameters n, m, r or s is innity,
will have to be considered on a case by case basis. We will consider an example of such
a case in section 4.4.2.
3.2. Matrix-product solution for P
2
For this class of problems, results in the literature are only available for the cases with
(n, m, r, s) < . We therefore focus only on such results.
This system is a spatially inhomogeneous QBD process in discrete time, some-
times referred to as level-dependent QBD. Because of this spatial inhomogeneity we
cannot apply the standard matrixgeometric method as with P
1
. In order to calculate the
equilibrium distribution we rst have to evaluate the matrices R
k
, k 0, which are the
minimal non-negative solutions to
R
k
= A
k,k+1
+R
k
A
k,k
+R
k
[R
k+1
A
k,k1
], k 0,
where (R
k
)
ij
is the expected number of visits to state (k+1, j) before rst visit to level k
conditional on the process starting in state (k, i).
It is straightforward to show that the steady state vector x can be determined as
follows:
x
k
= x
k1
R
k1
= x
0
k1

j=0
R
j
, k 1,
where x
0
is obtained by solving the system of equations
x
0
[A
0,0
+ R
0
A
1,0
] = x
0
,
and then normalized by [x
0

k=0
[

k1
j=0
R
j
]]1 = 1, where R
1
= 1, by denition.
Note that provided the system is stable the solution to x
0
[A
0,0
+ R
0
A
1,0
] = x
0
satises
x
0
[

k=0
[

k1
j=0
R
j
]]1 < [8].
VACATION MODELS IN DISCRETE TIME 13
Ramaswami and Taylor [48] obtained explicit solution for R
i
, i = 0, 1, 2, 3, . . . .
Bright and Taylor [8] developed algorithms for this class of level-dependent QBD.
Note that the matrices G
k
are the minimal non-negative solutions to the matrix
quadratic equations
G
k
= A
k,k1
+A
k,k
G
k
+A
k,k+1
G
k+1
G
k
, k 0.
All gated systems are of this type. In some special cases we are able to exploit
the structure of the problem and obtain simpler results by converting them to level-
independent systems as an approximation.
4. Models
We dene the following indices as variables to be used in the sequel:
i = the number of items in the system.
i

= number of items inside a gate (when applicable).

k = the phase of arrival: arrival is phase type with representation (, T ). The arrival
rate is .
j = the phase of service: service is phase type with representation (, S).
j

= the phase of service interruption. This has m+1 phases including phase 0, when
there is no interrupted service.
l = the phase of vacation: vacation is phase type with representation (, L).
u = the time clock of a servers visit (or the number served so far by a server during
a visit) the use depends on the model. This could also represent the phase of the
operational time with representation (u, U).
We also dene the following parameters
N = the limited time of a single visit by a server for a time-limited service.
M = the limited number of customers to be served during a server visit for number-
limited service.
For some models where services may be interrupted we need to dene a matrix Q
which represents the phase at which an interrupted service begins when it is resumed,
given the interruption phase. The elements Q
j

1
,j
1
refer to the probability that a service in-
terrupted in phase j

1
resumes in phase j
1
when the service re-starts. For example, a pre-
emptive resume service has Q = I and a preemptive repeat service rule has Q = 1.
4.1. Standard vacation systems
In what we refer to as a standard type vacation system the server attends to the queue
until the system is empty (i.e. no waiting customers), in the case of exhaustive, or until
all the customers in the gate have been served, in the gated case, and then proceeds on a
vacation. We consider the two cases exhaustive and gated.
14 A.S. ALFA
4.1.1. Exhaustive
Consider the state space:

0
= (0, k, 0), k = 1, 2, . . . , n,

+
0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r,

S
i
= (i, k, j), i = 1, 2, . . . , k = 1, 2, . . . , n, j = 1, 2, . . . , m.
For

0
= (0, k, 0), the rst 0 refers to an empty system, and the second 0 refers to
no vacation, i.e. the server is waiting at an empty queue for customers to arrive, after a
vacation. For the case
+
0
= (0, k, l), l refers to the phase of vacation. In both cases k
refers to the phase of arrival.
Let
0
=
+
0

0
and
i
=
V
i

S
i
, where
V
i
is associated with the vacation
states in which there are i customers in the system and
S
i
is associated with the service
states with i customers in the system. The state space for the single vacation system is
given by as
=
0

_
i=1

i
.
The state space for the multiple vacation system is given by as
=
+
0

_
i=1

i
.
It is immediately clear that when the system is in states
i
, i 1, the chain can
only make transitions to the states
i1
,
i+1
or remain in the states
i
. The transition
probabilities are not level-dependent, except for level i = 1. When the system is in
states
0
the chain can only have transitions to states
1
or remain in states
0
. This
Markov chain is thus a level-independent QBD. If we now label the states in lexico-
graphic order, and let the rst index, known as the level, be i, i 0, then the result-
ing transition matrix for this Markov chain can be represented as in P
1
. The matrix
geometric results apply.
We display the interior block matrices from P
1
for this system, i.e. the matrices
A
0
, A
1
and A
2
which respectively represent the transitions from
i
to
i+1
,
i
to
i
,
and
i
to
i1
, i 2. They are
A
0
=
_
_
T
0

_
L
_
T
0

_
L
0

_
0
_
T
0

_
S
_
, A
2
=
_
0 0
0 T
_
S
0

_
_
, and
A
1
=
_
T L T
_
L
0

_
0 T S +
_
T
0

_
S
0

_
_
.
We only explain the block A
0
, it is then easy to understand the rest. For block A
0
the
term (T
0
) L on the top left corner refers to a transition during a vacation with one
arrival; the term(T
0
)(L
0
) on the top right corner refers to a transition from vacation
VACATION MODELS IN DISCRETE TIME 15
to service commencement with one arrival; and the term (T
0
) S on the bottom right
corner refers to a transition during service with one arrival. The term on the bottom left
corner is zero because it refers to a transition from a service to a vacation with one arrival
which is not possible since if there is any customer in the system during a service the
server will not go on a vacation at all, since A
0
refers to a transition with at least one
customer in the system.
The boundary matrices are easy to obtain and can be found in [3]. They are omitted
here.
4.1.2. Gated
Consider the state space:

0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r,

S
i
= (i, (i

, k, j)), i = 1, 2, . . . , k = 1, 2, . . . , n, i

= 1, 2, . . . , i 1, j =
1, 2, . . . , m,

t
i
= (i, ((i

= i), k, j)), i = 1, 2, . . . , k = 1, 2, . . . , n, j = 1, 2, . . . , m.
By the denition of the gated system we cannot consider a single vacation type.
Let
i
=
V
i

S
i

t
i
. The state space for the gated vacation system is given by
as
=
0

_
i=1

i
.
Once more, it is immediately clear that when the system is in states
i
, i 1 the
chain can only have transitions to states
i1
,
i+1
or remain in the states
i
. However,
because at level i we have a supplementary variable i

which depends on i, the transition

probabilities are level-dependent, i 0. This Markov chain is thus a level-dependent
QBD. If we now label the states in lexicographic order, and let the rst index, known
as the level, be i, i 0, then the resulting transition for this Markov chain can be
represented as in P
2
. The matrix-product results apply.
We display the interior block matrices from P
2
for this system, i.e. the matrices
A
i,i+1
, A
i,i
and A
i,i1
which respectively represent the transitions from
i
to
i+1
,
i
to
i
and
i
to
i1
, i 2. They are
A
i,i1
=
_
0 0
(e
1
e

1
)
_
T
_
S
0

__

I(i 1) T
_
S
0

_
_
,
A
i,i+1
=
_
_
T
0

_
L e

1

_
T
0

_
L
0

_
0 I (i)
_
T
0

_
S
_
, and
A
i,i
=
_
T L e

1
T
_
L
0

_
0 I (i) T S +

I(i 1)
_
T
0

_
S
0

_
_
,
16 A.S. ALFA
where

I(v) =
_
0 0
I (v) 0
_
,
I (v) is an identity matrix of size v and every e
1
is of appropriate order as dened earlier.
In order to obtain x here we choose a level i = K, such that the probability of
arrivals during a vacation exceeding K is less than some very small value = 10
q
,
usually q 12. We then assume that the chances of the number in the gate ex-
ceeding K is negligible hence we approximate P
2
by P
2
(K), with A
K+v,K+v1
=
A
K+1
, A
K+v,K+v
= A
K
and A
K+v,K+v+1
= A
K1
, v 0. This now becomes a level-
independent system with a transition matrix similar to P
1
but with a large boundary.
4.2. Time-limited systems
For the time limited systems we introduce N, the time limit allowed at the queue during
each visit. We assume that N is deterministic. In a time-limited system the server visits
the queue to provide service until all customers are served (in the exhaustive case) or
N units of time has elapsed, whichever occurs rst. In this system a service could be
interrupted if the time clock N of the server visit is up during a service. The preemptive
rule is applied. Q
j

1
,j
1
is the probability that a service which was interrupted in phase j

1
is restarted in phase j
1
at the service resumption (Q
j

1
,j
1
was not considered in [1]). In the
gated case, service is provided until all customers within the gate are served or N units
of time has elapsed, whichever occurs rst.
4.2.1. Exhaustive
We consider only the preemptive case.
Consider the state space:

+
0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l, j

), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r, j

=
0, 1, 2, . . . , m,

S
i
= (i, u, k, j), i = 1, 2, . . . , u = 1, 2, . . . , N, k = 1, 2, . . . , n, j =
1, 2, . . . , m.
We assume that such time-limited vacations are multiple vacation types. Let
i
=

V
i

S
i
. The state space for this multiple vacation time-limited system is given by
as
=
+
0

_
i=1

i
.
This is a level-independent Markov chain which can be represented by the transi-
tion matrix P
1
. The block matrices are:
A
0
=
_
_
T
0

_
L I (m+ 1) e

1

_
T
0

_
L
0
Q

e
N

_
T
0

_
S

I(N 1)
_
T
0

_
S
_
,
VACATION MODELS IN DISCRETE TIME 17
A
1
=
_
T L I (m+ 1)
e
N

_
T S

+
_
T
0

_

_
S
0
e
1
__
e

1
T L
0
Q

I(N 1)
_
T S +
_
T
0

_
S
0

__
_
and
A
2
=
_
0 0
e
N
T
_
S
0
e

1
_

I(N 1) T
_
S
0

_
_
,
where e
v
are all of dimensions N 1,
S

= [0 S],

I(v) =
_
0 I (v)
0 0
_
, and Q

=
_

Q
_
,
4.2.2. Gated
We only consider the preemptive case. Consider the following state spaces:

0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r,

S
i
= (i, (i

, u, k, j)), i = 2, . . . , k = 1, 2, . . . , n, i

= 1, 2, . . . , i 1, u =
1, 2, . . . , N, j = 1, 2, . . . , m,

t
i
= (i, ((i

= i), u, k, j)), i = 1, 2, . . . , u = 1, 2, . . . , N, k = 1, 2, . . . , n, j =
1, 2, . . . , m.
Let
i
=
V
i

S
i

t
i
. The state space for the gated time-limited vacation system
is given by as
=
0

_
i=1

i
.
The Markov chain representing this system is a level-dependent QBD of type P
2
. It is
fully described in [2]. We will therefore not present the block matrices here.
This level-dependent QBD has a special structure which makes it easier to study.
This feature is a property due to the discrete time analysis of the system. Each item
requires a minimum of at least one unit of time for service. Hence, after we have at least
N items in the gate then it implies that the server will have to stay for the whole N units
of time during a visit. Therefore, in such situations we simply say the number in the gate
is at least N and ignore information about the exact number in the gate as soon as that
number exceeds N. This results in a level-independent system with a very large set of
boundary states. The transition matrix then becomes:
18 A.S. ALFA
P =
_
_
_
_
_
_
_
_
_
_
_
_
_
A
0,0
A
0,1
A
1,0
A
1,1
A
1,2
A
2,1
A
2,2
A
2,3
.
.
.
.
.
.
.
.
.
A
N,N1
A
N,N
A
N,N+1
A
2
(N) A
1
(N) A
0
(N)
A
2
(N) A
1
(N) A
0
(N)
.
.
.
.
.
.
.
.
.
_

_
,
where A
0
(N), A
1
(N) and A
2
(N) are the respective non-level-dependent blocks.
We may now use the modied matrix-geometric approach for this problem.
4.3. Number limited systems
For the number-limited system the server visits the queue until it has served M customers
or the queue becomes empty (for the exhaustive case), whichever occurs rst. In the
gated case we only consider the number in the gate. The server attends to either M jobs
or the number of jobs in the gate, whichever is smaller.
4.3.1. Exhaustive
Consider the state space:

+
0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r,

S
i
= (i, u, k, j), i = 1, 2, . . . , u = 0, 1, 2, . . . , M, k = 1, 2, . . . , n, j =
1, 2, . . . , m.
We assume that such number-limited vacations are multiple vacation types. Let

i
=
V
i

S
i
. The state space for this multiple vacation number-limited system is
given by as
=
+
0

_
i=1

i
.
This is a level-independent Markov chain which can be represented by the transi-
tion matrix P
1
. The block matrices are:
A
0
=
_
_
T
0

_
L e

1

_
T
0

_
L
0

_
0 I (M)
_
T
0

_
S
_
,
A
1
=
_
T L e

1
T
_
L
0

_
e
M

_
T
0

_
S
0
I (M) T S +

I(M 1)
_
T
0

_
S
0

_
_
,
A
2
=
_
0 0
e
M
T S
0

I(M 1) T
_
S
0

_
_
, where

I(M) =
_
0 I (M)
0 0
_
.
VACATION MODELS IN DISCRETE TIME 19
4.3.2. Gated
Consider the following state spaces:

0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r,

S
i
= (i, (i

, u, k, j)), i = 2, . . . , k = 1, 2, . . . , n, i

= 1, 2, . . . , i 1, u =
1, 2, . . . , M, j = 1, 2, . . . , m,

w
i
= (i, ((i

= i), u, k, j)), i = 1, 2, . . . , u = 1, 2, . . . , M, k = 1, 2, . . . , n, j =
1, 2, . . . , m.
Let
i
=
V
i

S
i

w
i
. The state space for the gated number-limited vacation
system is given by as
=
0

_
i=1

i
.
The Markov chain representing this system is a level-dependent QBD of type P
2
.
However, similar to the case of gated time-limited system, we can study this as
level-independent system, by noting that once the number in the gate is at least M then
the server will attend to the queue until it has served exactly M customers. In this case
we do not need to keep track of the number in the gate whenever there is at least M
customers in the gate. Hence, after the number in the system is at least M the state space
becomes level-independent, if we do not need the information about the number in the
gate. The resulting transition matrix is level-independent with a large set of boundary
states. We do not give the details here in order to save on limited journal space. Details
are available in [3].
4.4. Random time limited
Here we consider a random time limited type of vacation in which the server (is oper-
ational and) attends to the queue for a random time period which we assume follows a
phase type distribution (u, U) of dimension s, with U
0
= 1 U1. We consider only the
preemptive case. Generally we will nd that the exhaustive time-limited case is a special
case of the random one. We present a more detailed analysis of this system by including
the boundary block matrices B, C and E and also by writing down the blocks of the
matrix R.
We will not consider the gated case since it is, to some extent, fairly similar in
structure to the gated time-limited case. The case of random number limited can also be
easily developed following the steps used in this section. Details of this can be found
in [3].
Consider the state space:

+
0
= (0, k, l), k = 1, 2, . . . , n, l = 1, 2, . . . , r,

V
i
= (i, k, l, j

), i = 1, 2, . . . , k = 1, 2, . . . , n, l = 1, 2, . . . , r, j

=
0, 1, 2, . . . , m,
20 A.S. ALFA

S
i
= (i, u, k, j), i = 1, 2, . . . , u = 1, 2, . . . , s, k = 1, 2, . . . , n, j = 1, 2, . . . , m.
We assume that such random visit systems are multiple vacation types. Let
i
=

V
i

S
i
. The state space for this multiple vacation random system is given by as
=
+
0

_
i=1

i
.
This is a level-independent Markov chain which can be represented by the transi-
tion matrix P
1
. The block matrices are:
B =
_
T L T
_
L
0
u
_
U
0
T U T
_
,
C =
_
_
T
0

_
L e

1
u
_
T
0

_
L
0

U
0

_
T
0

_
e

1
U
_
T
0

_
,
E =
_
0 0
U
0
T
_
S
0
_
U T S
0
_
,
A
0
=
_
_
T
0

_
L I (m+ 1) u
_
T
0

_
L
0
Q

U
0

_
T
0

_
S

U
_
T
0

_
S
_
,
A
1
=
_
T L I (m+ 1) T
_
L
0
u
_
Q

U
0

_
T S

+
_
T
0

_

_
S
0
e
1
__
U
_
T S +
_
T
0

_
S
0

__
_
and
A
2
=
_
0 0
U
0
T
_
S
0
e

1
_
U T
_
S
0

_
_
,
where all e
j
are all of dimensions s 1, and
S

= [0 S], and Q

=
_

Q
_
.
Let the R matrix associated with this Markov chain be written in smaller block
form as
R =
_
R
VV
R
VS
R
SV
R
SS
_
.
We can write the blocks of the matrix R, by applying the matrix quadratic equation
for R, as follows
R
VV
=
_
T
0

_
L I (m + 1) +R
VV
_
T L I (m+ 1)
_
+R
VS
_
U
0

_
T S

+
_
T
0

_

_
S
0
e
1
___
+(R
VV
R
VS
+R
VS
R
SS
)
_
U
0
T
_
S
0
e

1
__
,
R
VS
=u
_
T
0

_
L
0
Q

+R
VV
_
T
_
L
0
u
_
Q

_
VACATION MODELS IN DISCRETE TIME 21
+R
VS
_
U
_
T S +
_
T
0

_
S
0

___
+(R
VV
R
VS
+R
VS
R
SS
)
_
U T
_
S
0

__
,
R
SV
=U
0

_
T
0

_
S

+ R
SV
_
T L I (m+ 1)
_
+R
SS
_
U
0

_
T S

+
_
T
0

_

_
S
0
e
1
___
+
_
R
SV
R
VS
+R
2
SS
__
U
0
T
_
S
0
e

1
__
,
R
SS
=U
_
T
0

_
S + R
SV
_
T
_
L
0
u
_
Q

_
+R
SS
_
U
_
T S +
_
T
0

_
S
0

___
+
_
R
SV
R
VS
+R
2
SS
__
U T
_
S
0

__
.
These smaller blocks make computing R more efcient. They can still be partitioned
into much smaller blocks to take further advantage of the zero elements of the matrices.
We will not pursue this aspect in this paper.
After the R matrix has been obtained we can then follow the steps described in
section 3.1 to obtain the steady state distribution x.
4.4.1. Stability when all the dimensions of the parameters are nite
We consider the case when (n, m, r, s) < . For such cases we can use the mean drift
results of [45] to establish stability conditions. Consider the matrix A = A
0
+A
1
+A
2
,
which is given by
A =
_
_
T + T
0

_
L I (m + 1) u
_
T + T
0

_
L
0
Q

U
0

_
T + T
0

_

_
S

+ S
0
e

1
_
U
_
T + T
0

_
S + S
0

_
_
.
If we let the vector represent the invariant vector of A, then the condition for ergodic-
ity, A
0
1 < A
2
1 can be applied. For some special cases when Q = I we can obtain a
simplied version for this stability condition. When Q = 1, we can obtain a sufcient
condition for ergodicity.
4.4.2. Stability issues when at least one of the dimensions of the parameters is innite
Here we consider the case when (n, m, r, s) , with at least one of them equal to
innity, in which case all the block matrices of P
1
will be of innite-order. In this case
we cannot directly apply the mean drift result used in section 4.4.1. Nevertheless, under
certain conditions which we discuss here, the mean drift result may still be applicable.
The main issue is to show that the associated matrix A is irreducible. It was pointed out
by Tweedie [59] and Latouche and Ramaswami [30, p. 161] that if A is irreducible then
the mean drift result is a sufcient condition for the transition matrix P
1
to be positive
recurrent.
In order to make it apparent what the matrix A looks like, we perform a minor
rearrangement of the state space. We rearrange
S
i
as follows:

S
i
= (i, k, u, j), i = 1, 2, . . . , u = 1, 2, . . . , s, k = 1, 2, . . . , n, j = 1, 2, . . . , m.
22 A.S. ALFA
This simply allows us to swap the position of the arrival parameters with the operational
time parameter of the server. The resulting A matrix is denoted by

A and given as

A =
_
_
T + T
0

_
L I (m + 1)
_
T + T
0

_
u L
0
_
Q

_
T + T
0

_
U
0

_
S

+ S
0
e

1
_ _
T + T
0

_
U
_
S + S
0

_
_
.
We consider the case where all the distributions for the interarrival times, service times,
vacation durations, and operational times have general renewal distributions. If we rep-
resent these distributions using the remaining time format then they all have a special
IPH distribution. Each expression in the matrix

A has T + T
0
as the rst term, hence
the structure of

A is as follows

A =
_

1

2

3

4
_
,
where

v
=
_
_
_
_
_
_
_
_

v,1

v,2

v,3

v,4

v,5
. . .

v,0

v,0

v,0

v,0
.
.
.
_

_
, v = 1, 2, 3, 4.
Note that
w
=

w+1
v=w

v,0
, w = 1, 3, are stochastic matrices, and
w
=

w+1
v=w

z=1

v,z
, w = 1, 3, are also stochastic matrices.
By using the result in [4], which is based on [30,45,59], we can show that the
matrix

A is irreducible if

k
> 0,
j
> 0, u
u
> 0, and
l
> 0 (k, j, u, l) 1.
This condition only ensures that at least one element of
v,z
> 0, (v, z). The
cases when this type of condition does not apply were also discussed in [4]. This is not
a focus of the current paper and will not be pursued further here.
The example presented is one where it is possile to use the mean drift result of [45]
for establishing the stability conditions for cases that involve the special IPH. As pointed
out earlier, we have to consider them on a case by case basis.
5. Performance measures
First let us dene a column vector f
i
whose elements assume values of 0 or 1 only.
We let its transpose f

i
be a row vector which is of the same order as x
i
, and with each
element of x
i
having a relationship which corresponds to element in the same location
in f

i
. Let
i
represent the set of all the locations in f

i
for which there are ones, hence
all other locations have zeros. For example,
i
(i

= i

1
, i

2
) implies the value of ones in
VACATION MODELS IN DISCRETE TIME 23
all locations where the number in the gate is between i

1
and i

2
, inclusive. Hence we can
write the corresponding f

i
vector as f

i
(
i
) = f

i
(i

= i

1
, i

2
).
5.1. Queue length distributions
5.1.1. Level independent case
We start by assuming that, based on the results of section 3, the vector x has been
obtained. Our interest now is to obtain some key measures related to the queue length.
Let y
i
be the marginal probability of nding i customers in the system at an arbi-
trary time, then
y
i
= x
i
1.
Denote by
L
the mean number of customers in the system at an arbitrary time. We have

L
= x
1
(I R)
2
1.
Let v
0
be the probability that the server is on vacation, then
v
0
= x
0
1 +x
1
(I R)
1
f
1
_
l = 1, r
_
.
Note that we are assuming multiple vacation system here.
Dene y
v
i
as the conditional probability that there are i customers waiting, when
the server is on vacation. We have
y
v
i
=
x
i
f
i
(l = 1, r)
v
0
, i 1, and y
v
0
=
x
0
1
v
0
.
The conditional expectation of the number of customers waiting when the server is on
vacation,
v
, is given as

v
=
x
1
(I R)
2
f
1
(l = 1, r)
v
0
.
Denote by s
0
the probability that service is on-going at arbitrary time, i.e. that the server
is busy serving a customer, then we have s
0
= 1 v
0
.
Dene y
s
i
as the conditional probability that there are i customers waiting, when
the server is busy serving. We have
y
s
i
=
x
i
(1 f
i
(l = 1, r))
s
0
, i 1.
Let
s
be the conditional expectation of the number of customers waiting when the
server is busy serving then

s
= x
1
(I R)
2
1 f
1
(l = 1, r)
s
0
.
24 A.S. ALFA
5.1.2. Level dependent case
Once more we assume that we have obtained x as in section 3. Nowx can be partitioned
as follows: x = [x
0
, x
1
, x
2
, . . .], and further as x
i
= [x
i,1
, x
i,2
, . . . , x
i,i

1
, x
i,i
,
x
i,i

+1
, . . . , x
i,i
].
The marginal probability density, y
i
, of nding i customers in the system at an
arbitrary time is given as
y
i
= x
i
1.
Denote by
L
the mean number of customers waiting in the system at an arbitrary
time. We have

L
= x
0
_

=1

i=0
R
i
_
1.
The conditional probability y
v
i
, of nding i customers waiting in the system during
a vacation, is obtained as follows. Let v
0
be the probability that the server is on vacation
then
v
0
=x
0
1 +x
0

i=1
_
i1

=0
R

_
f
i
_
l = 1, r
_
, and
y
v
i
=
x
i
f
i
(l = 1, r)
v
0
, i 1,
y
v
0
=
x
0
1
v
0
.

v
, the conditional expectation of the number of customers waiting when the server is
on vacation, is given by

v
= x
0

=1

_
1

i=0
R
i
_
f
i
(l = 1, r)
v
0
.
The conditional probability, y
s
i
, of nding i customers waiting in the system during
service is obtained as follows. Let s
0
be the probability that service is on-going at an
arbitrary time. Then s
0
= 1 v
0
. We then have
y
s
i
=
x
i
[1 f
i
(l = 1, r)]
s
0
.
The conditional expectation of the number of customers waiting in the system when
the server is busy serving,
s
, is given by

s
= x
0

=1

_
1

i=0
R
i
_
1 f
i
(l = 1, r)
s
0
.
VACATION MODELS IN DISCRETE TIME 25
5.2. Distribution of work in the system at arbitrary times, during vacation and
during service
We need the following matrices in order to obtain information on work in the sys-
tem. Dene S
1
= S
0
, G
(1)
() = S
1
S
1
, 1, G
()
() = S

1
, 1, and
G
()
() = S
1
G
(1)
( 1) + SG
()
( 1), + 1, 2. The matrix G
()
()
is of dimension m m. Note that G
(0)
() = 0, 1, G
(v)
() = 0, < v, and
G
(0)
(0) = I, by denition. Also let D
0
= T and D
1
= T
0
.
Even though we can write the equations for the work in the system in a general
form for the systems considered in this paper, it would require too much complex no-
tations. We therefore opt to write the equations for the time-limited cases only for
both level-dependent and level-independent cases. For the level-independent case let
x
i
= [x
v
i
, x
s
i
], and for the level-dependent case let x
i,i
= [x
v
i,i
, x
s
i,i
], where the su-
perscript v represents vacation and s represents service, and x
i,i
implies x
i,i

=i
. Note
that for the level-independent case we have x
s
i
= [x
s
i,1
, x
s
i,2
, . . . , x
s
i,N
] and for the level-
dependent case we have x
s
i,i

= [x
s
i,i

,1
, x
s
i,i

,2
, . . . , x
s
i,i

,N
].
5.2.1. Level independent case
The probability V
p
a
that the amount of work in the system at the instant of return from a
vacation (i.e., at a polling instatnt) is a is given by
V
p
a
= c
1
_
x
v
0
_
D
1
L
0
_
G
(1)
a
1+
a

i=1
1

d=0
x
v
i
__
D
d
L
0
_

_
Q

G
(i+d)
(a)
_
1
_
_
, a 1,
where
c =

a=1
_
x
v
0
__
D
1
L
0
_
G
(1)
a
_
1 +
a

i=1
1

d=0
x
v
i
__
D
d
L
0
_

_
Q

G
(i+d)
(a)
__
1
_
.
The probability V
v
a
that the amount of work left behind just after the vacation starts
is a is given by
V
v
0
=b
1
N

u=1
x
s
1,u
_
D
0
S
0
_
1 and
V
v
a
=b
1
a

i=1
a

w=1
1

d=0
x
s
i,N
_
D
d

__
S
w1
S
0
_
G
(i+d1)
(a w + 1)
__
1, a 1,
where
b =
N

u=1
x
s
1,u
_
D
0
S
0
_
1
+

a=1
a

i=1
a

w=1
1

d=0
x
s
i,N
_
D
d

__
S
w1
S
0
_
G
(i

+d1)
(i w + 1)
__
1.
26 A.S. ALFA
Note that because of our rule for resolving conict this result would be different if we
consider work left behind just at the start of a vacation.
5.2.2. Level dependent case
The probability V
p
a
that the amount of work in the system at a polling instant (i.e., instant
of return from a vacation) is a is given by
V
p
a
= c
1
_
a

i=1
1

d=0
x
v
i,i
__
D
d
L
0
_

_
Q

G
(i+d)
(a)
__
1 +x
v
0
__
D
1
L
0
_
G
(1)
a
_
1
_
,
a 1,
where
c =

a=1
_
x
v
0
__
D
1
L
0
_
G
(1)
a
_
1 +
a

i=1
1

d=0
x
v
i,i
__
D
d
L
0
_

_
Q

G
(i+d)
(a)
__
1
_
.
The probability, V
v
a
, that the amount of work left behind just after the vacation
starts is a is given by
V
v
0
=b
1
N

u=1
x
s
1,1,u
_
D
0
S
0
_
1 and
V
v
a
=b
1
a

i=1
i

=1
a

w=1
1

d=0
x
s
i,i

,N
__
D
d

_
S
w1
S
0
__
G
(i

+d1)
(a w + 1)
_
1, a 1,
where
b =
N

u=1
x
s
1,1,u
_
D
0
S
0
_
1
+

a=1
a

i=1
i

=1
a

w=1
1

d=0
x
s
i,i

,N
__
D
d

_
S
w1
S
0
__
G
(i

+d1)
(a w + 1)
_
1.
Once more, note that because of our rule for resolving conict this result would be
different if we consider work left behind just at the start of a vacation.
5.3. Waiting time distribution
The waiting time distribution can be studied by using absorbing Markov chains in both
the level-dependent and level-independent cases. The absorbing states in each case are
the states when the target customer reaches the head of the line, which is the point we
assume the customers wait (in the queue) is over. The only additional wait may be, in
some cases, for the server to return from a vacation, but not for service completion of any
other customers before the target customer. We dene P
1
(w) and P
2
(w) as the transition
matrices for the absorbing Markov chains for the level-independent and level-dependent
VACATION MODELS IN DISCRETE TIME 27
cases, respectively. Both P
1
(w) and P
2
(w) are obtained by setting T := 1 and T
0
:= 0
in both P
1
and P
2
, respectively. We write this information as follows:
P
1
(w) = P
1
_
T := 1, T
0
:= 0
_
, P
2
(w) = P
2
_
T := 1, T
0
:= 0
_
.
Both matrices P
1
(w) and P
2
(w) are bidiagonal block matrices with diagonals and sub-
diagonals only. Matrix P
1
(w) has an identity matrix at the top left corner. Matrix P
2
(w)
has a stochastic block matrix at the top left corner the states in this rst block do not
communicate with the other remaining states in the other blocks.
Having obtained the transition matrices for the absorbing states we then have to
obtain the steady state distribution of the number of customers in the system as seen
by an arriving customer, which is then used in conjunction with the appropriate absorb-
ing Markov chain to obtain the waiting time. We only give an example with a level-
independent case the time-limited case, in particular. The other cases are available
in [4].
5.3.1. Waiting time distribution for the time-limited case
Keeping in mind that x
i
, i 0, has been partitioned as follows: x
i
= [x
v
i
x
s
i,1
. . . x
s
i,N
].
Dene the vectors z
i
, i 0, as the corresponding vectors to x
i
, where z
i
corresponds to
the steady state vector of the system as seen by an arriving customer. Then
z
v
0
=
1
x
v
0
__
T
0

_
L + L
0

__
+
1
N

u=1
x
s
1,u
__
T
0

_
S
0

__
;
z
v
i
=
1
_
x
v
i
__
T
0

_
L I (m+ 1)
_
+x
s
i,N
__
T
0

_
S

_
+x
s
i+1,N
__
T
0

_
S
0
__
, i 1;
z
s
i,1
=
1
_
x
v
i
__
T
0

_
L
0
Q

___
, i 1;
z
s
i,u
=
1
_
x
s
i,u1
__
T
0

_
S
_
+x
s
i+1,u1
__
T
0

_
S
0

___
, i 1, 2 u N.
Dene z
0
0
= z
v
0
(1 I), and for i 1 dene z
v,0
i,0
= z
v
i
(1 I), z
s,0
i,u
= z
s
i,u
(1 I). Let
z
0
i
= [ z
v,0
i,0
z
s,0
i,1
z
s,0
i,2
z
s,0
i,N
], i 1. Finally, let z
0
= [ z
0
0
, z
0
1
, z
0
2
, . . .]. Also let
z
n+1
= z
n

P, n 0.
We assume that z
n
is partitioned in the same way as z
0
. Let W
a
be the probability that a
customers waiting time is less than or equal to a units of time. Then we have:
Proposition 2.
W
a
= z
a
0
1, a 0.
6. Conclusion
We have shown that by using discrete time approach it is possible to formulate nearly all
vacation queues as QBD type of Markov chain and then use matrixgeometric method
28 A.S. ALFA
or matrix-product based method to analyze them. This approach is developed for al-
gorithmic tractability mainly. In applying matrixanalytic methods it is important that
the special structure associated with a problem is exploited. This is very critical, espe-
cially in the case of the vacation models which involve large order of matrices. It is even
more critical when the trafc intensity of such systems is close to 1, otherwise problems
related to computational feasibility ensue. In future works we study the algorithmic
aspects of specic systems.
The models covered in this paper are all single server systems with single arrivals
and non-batch service, including the GI/G/1 types but mainly for those GI and G which
can be represented by nite state Markov chains. The structure is the same as for the
SMP/MSP/1 types also. We also point out that the structure presented here can be easily
extended to batch arrivals and/or batch service, provided the batch size distribution has
a nite support. In that case we simply re-block the matrices and achieve QBDs.
Acknowledgements
The author acknowledges the anonymous referee and Associate Editor for their com-
ments which have denitely helped to improve the presentation of this paper. This re-
search is partially supported by grant No. OGP0006854 from the Natural Sciences and
Engineering Research Council of Canada.
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