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Abstract
This paper concerns a multi-server retrial queueing system with phase type
retrial time distribution. We assume that the time between two successive
repeated attempts follows Phase type distribution (PH-type) independent
of the number of customers applying for service. This system is modelled
as a Quasi-Birth-and-Death (QBD)process. We also describe the analysis
of waiting time distribution. Various performance measures are discussed.
Some interesting numerical illustrations are presented.
Key words: Retrial Queues, QBD, Multi-Server Retrial Queue, PH-Type
Distribution, Waiting Time Distribution
1. Introduction
In this paper, we deal with a branch of the queueing theory, retrial queues,
which is characterized by the following feature: a customer who cannot receive service leaves the service area but after some random time returns to
the system again. As a consequence, repeated attempts for service from the
orbit(i.e., the retrial pool of unsatisfied customers) are superimposed on the
ordinary stream of arrivals of first attempts. The pioneering studies of retrial
queues [10] [15] [22] [23] present the concept of retrial time as an alternative
to the classical models of telephone systems, queues with losses, that do not
Corresponding author
Email addresses: mskumar@gist.ac.kr (M. Senthil Kumar), SohrabyK@umkc.edu
(Khosrow Sohraby), kskim@gist.ac.kr (Kiseon Kim)
September 1, 2011
B0 A0 0 0 0
B1 A1 A0 0 0
0 A2 A1 A0 0
Q = 0 0 A A A
2
1
0
..
..
.. . . . . . .
.
.
.
.
.
.
where all blocks are square matrices of order m (c + 1). In the case c=3,
the matrices A0 , A1 and A2 are given by,
0 0 0 0
0 0 0 0
A0 =
0 0 0 0
0 0 0 I
4
0
0
0
0
0
A2 =
0
0
0
0
0
0
0
I
I
0
0
I
( + )I
I
0
A1 =
0
2I
( + 2)I
I
0
0
3I
( + 3)I
(1)
0 0 0
0 0 0
..
..
R = ... ...
.
.
0 0 0
r1 r2 rc+1
where r1 , r2 , and rc+1 are m m matrices. One of the simple way to find
the matrix R is given by limn R(n) where R(n) is a sequence of matrices
defined by
R(0) = 0
(n1) 2
R(n) = (A0 A1
) A2 A1
1 + (R
1 ), n 1
(2)
3. Performance Metrics
Once the vector x is computed, a variety of other performance characteristics may be routinely obtained. Some of these are:
1. The blocking probability:
Pb =
X
m
X
(3)
i=0 j=1
X
c X
m
X
(4)
(5)
(6)
(x0 )1
0 1
(7)
E[W ] =
5. The mean busy period
T =
6. The overall rate of retrials
1 XX
1
r =
Pi,j =
(1 x0 e)
E[R] i=1 j=0
E[R]
(8)
1 XX
Pi,j = Pb
s =
E[R] i=1 j=0
(9)
s
r
(10)
E[Ws ] = E[Worbit ] +
(11)
Denote the Laplace transform of the conditional waiting time by wn,i,j,k (s)
given state x = (n, i, j, k). Then due to PASTA property and law of total
probability the unconditional Laplace transform is of the form,
!
X
m
X
m
X
X
w(s)
= 1
Pn,c,j +
Pn,c,j wn+1,c,j,n+1(s)
(12)
n=0 j=1
n=1 j=1
where the first term represents the stationary probability that a tagged customer does not have to wait for service; the last term represents the Laplace
transform of the waiting time given W > 0
Further we partition the above conditional Laplace transforms according to the number of customers in the retrial queue and position of tagged
customer. Denote
wn,i,k (s) = (wn,i,1,k (s), wn,i,2,k (s), ...wn,i,m,k (s))
wn,k (s) = (wn,0,k (s), wn,1,k (s), ...., w
n,c,k (s))
(13)
kn1
X
M r (s)L(s)wn+r,k1(s), n 0
(14)
w
k,k (s) = ck1 (s)(0 (s), 1 (s), ..., c (s))T ; wn,0 (s) = (0, 0, ...1)T
where M(s) = (A1 sI)1 A0 ; L(s) = (A1 sI)1 A2
(15)
wn,k (s) = M
(s)w
k,k (s) +
r=0
Proof:
b
The Markov property of the process {X(t)}
implies the following system
(17)
is given by,
w(s)
m
X
X
Pn,c,j
n=0 j=1
X
m
X
n=0 j=1
Pn,c,j
m
X
X
Pn,c,j wn+1,c,j,n+1(s)
n=1 j=1
m X
(18)
j=1 n=1
5. Special Cases
1.If the number of phases m = 1, the time between retrial follows exponential distribution with rate . In this case, we can determine the R matrix
in two ways.
10
The first way to compute the R matrix is as follows: The R matrix is of the
following form:
0 0 0
0 0 0
.. ..
.
.
.
.
(19)
R= . .
.
.
0 0 0
r1 r2 rc+1
where r1 , r2 , ...rc+1 are scalars. rc+1 is the eigenvalue of R Matrix. The
eigenvector of the R matrix u = (r1 , r2 , ..., rc+1). So we can find u as follows:
uR = rc+1 u
(20)
2
Here rc+1 is root in (0, 1) of Det(rc+1
A2 + rc+1 A1 + A0 ) = 0 . To find
the eigenvalue of R matrix we have the following iterative procedure. Let
4(z) =| A0 + A1 z + A2 z 2 | . Due to structure of A0 ,4(z) = 0 has always
z = 1 as one of the root and z = 0 as repeated roots. Therefore
g(z)
c1
g(zn )
= h(zn )
c1
(21)
(22)
Once we get the spectral radius rc+1 we can find the vector u by the following
procedure.
2
u(rc+1
A2 + rc+1 A1 + A0 ) = 0
+ rc+1
11
(23)
is given by:
w(s)
=
=
1
1
Pn,c
n=0
Pn,c
n=0
Pn,c
n=0
Pn,c wn+1,c,n+1(s)
n=1
(x0 Rn )c (c (s))n+1
n=1
(24)
6. Numerical Results
In this section we demonstrate the effect of the parameters on the performance measures. To that end, we assumed that the hyper-exponential retrial
time distribution H2 of order 2 and Erlang k retrial time distribution. H2
has probability density function as
f (t) = p1 e1 t + (1 p)2 e2 t , t 0
1+
C 2 1
C 2 +1
1 =
2p
m1
and 2 =
(25)
2(1p)
m1
and
6.1. The impact of squared coefficient of variation of retrial time (CR2 ) over
2
squared coefficient of variation of waiting time (CW
)
The numerical results for waiting time is obtained by truncation. In Fig
1. the retrial time follows the Hyper-exponential distribution H2 . For hyper2
exponential distribution CR2 > 1. We present the values CW
for the varying
2
CR . In Table 2. the impact of Erlang k retrial distribution on the waiting
2
time is discussed. For Erlang k distribution, CR2 < 1. As k increases, CW
decreases.
12
(c)c /c!
P
k
[(c)c /c! + (1 ) c1
k=0 (c) /k!]
(26)
Pb
P00
(27)
13
(28)
(29)
k
1
2
3
4
5
c=2
0.145
0.139
0.137
0.136
0.135
c=4
0.595
0.570
0.562
0.558
0.555
14
c=6
2.036
1.952
1.924
1.909
1.902
&:
&:
F
F
F
F
F
F
&5
&5
2 versus C 2
Figure 1: CW
R
3E
Y
Y
(>:@
)LJD
)LJE
Figure
2: Probability of Blocking Pb versus Retrial Rate v and E[W ] versus
Retrial rate v when c=2
(>:@
3E
)LJD
)LJE
Y
Y
15
3E
(>:@
(>:@
3E
Y
Y
3E
(>:@
Y
Y
P[X>k]
16
2 of Hyper Exponential
Table 2: Expected Waiting Time E[W ] versus c and CR
retrial time H2
CR2
1
2
3
4
5
c=2
0.325
0.333
0.340
0.346
0.353
c=3
0.129
0.133
0.136
0.138
0.140
c=4
0.059
0.061
0.062
0.063
0.064
Table 3: Effect of arrival rate on E[N ] and E[Tc ] if retrial time follows H2
and Erlang 3(Er3 )
0.2
0.3
0.4
0.5
0.6
0.7
0.8
H2
E[N]
0.002
0.016
0.074
0.251
0.737
2.203
10.038
E[Tc ]
0.048
0.270
0.975
2.857
7.717
21.986
97.668
Er3
E[N]
0.002
0.016
0.072
0.240
0.693
2.008
8.191
E[Tc ]
0.047
0.264
0.949
2.762
7.373
20.472
81.805
References
[1] J.R.Artalejo and Antonio Gomez-Corral, Retrial Queueing Systems - A
Computational Approach, Springer, 2008.
[2] J.R.Artalejo, A. Gomez-Corral and M.F.Neuts , Analysis of multiserver
queues with constant retrial rate, European Journal of Operational Research, 135 (2001) 569-581.
[3] J.R.Artalejo, Stationary analysis of the characteristics of the M/M/2
queue with constant repeated attempts, Opsearch 33(1996) 83-95.
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