Journal of Information & Computational Science 8: 14 (2011) 30833090

Available at http://www.joics.com

Performance Analysis Of GI/Geom/1 Queue with Single

Working Vacation and Setup Times

Wei WANG , Xiuli XU

School of Science, Yanshan University, Qinhuangdao 066004, P.R.China

Abstract

In this paper, we consider a GI/Geom/1 queue with single working vacation and setup times. With
the transition probability matrix of the two-dimensional Markov chain embedded in the time that the
customers arrive at the system, its transition probability can be expressed in Block-Jocabi form. By
the matrix-geometric solution method, probability distribution of the stationary queue length is firstly
derived. Furthermore, we obtain the highly complicated PGF of the stationary waiting time from which
we got its stochastic decomposition, and can deduce the waiting time of an arbitrary customer arrived
at the system. Meanwhile, we gain the mean queue length and the mean waiting time. Some numerical
examples are persented.

Keywords: Gi/Geom/1 Queue; Single Working Vacation; Setup Times; Matrix-Geometric Solution

1 Introduction
During the last two decades, the vacation queuing systems have been well investigated and formed
a relatively perfect theory. The research achievements extensively used in some field, such as:
computer system, communication network, flexible system. The details can refer to the documents
[1-2]. Ma and Tian[3] introduced gate service to M/G/1 Multiple adaptive vacations.
Recently, Servi and Finn [4] introduce working vacation (WV). Subsequently, Kim, Choi and
Chae, Wu and Takagi [5-6] analyze an M/G/1 queue with working vacations. Baba [7] extended
this study to a GI/M/1 queue with working vacations by the matrix-analytic method.
Corresponding to the continuous time queues with working vacations, the discrete-time queues
with working vacations obtained the certain achievements. Li and Tian [8] analyzed the discrete-
time GI/Geom/1 queue with working vacations and vacation interruption, obtained the distri-
butions for queue length and waiting time, and the stochastic decomposition results for those
indices. Zhao et al. [9] introduced the setup times into the Geo/Geo/1 queue with single working
vacation. On the basis of the above studies, this paper analyzes the discrete-time GI/Geo/1 queue
with single working vacation and setup times in detail.

Corresponding author.
Email address: henqwangwei@126.com (Wei WANG).

15487741/ Copyright 2011 Binary Information Press

December 2011
3084 W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090

2 Model Description and Denotations

(1) Assume that the arrivals occur at discrete-time instants t = n , n = 0, 1 Inter-arrival

times T are independent and identical distributed sequences with a general distribution:

P {T = j} = j , j 1, E(T ) =
P P j
i=1 jj = 1/, A(z) = i=1 z j
(2) The beginning and ending of service occur at discrete-time instants t = n+ , n = 0, 1 .
The service times Sb in a regular busy period and Sv in a working vacation period follow geometric
distributions with the parameters b , v (0 < v < b < 1), respectively.
bj1 , j 1,
P {Sb = j} = b j1
b = 1 b ; P {Sv = j} = v v , j 1,
v = 1 v .
(3) The begging and ending of working vacation and setup times occur at discrete-time instants
t = n+ , n = 0, 1 . A working vacation time V and setup times U follow geometric distributions
with the parameters , respectively (0 < , < 1).
P {V = j} = j1 , j 1, = 1 ; P {U = j} = j1 , j 1, = 1 .
(4) Single working vacation refer to: when a vacation ends, if there are customers in the system,
the server switches to the normal rate and a busy period starts; Otherwise, the server turn to idle
period.
We assume that the inter-arrival time, service time, working vacation time and setup times are
mutually independent, and service discipline is FCFS.
Let Ln be the number of the customers at the instant before the nth arrival. In = 0, 1, 2
decided by the nth arrival occures during a working vacation period, a setup period or a regular
busy period. Then the process {(L n , In ), n 1} is an embedded Markov chain with the state
space = {(0, 0), (0, 1)} {(k, j) : k 1, j = 0, 1, 2}.
In order to express the transition probability matrix of (L n , In ), we introduce the probability
expressions below

r rj jb
rj i1 rj jv



rj
P P P
aj = b , j 0, bj = r v ,j 0
r=j r=j i=r+1
r i
i1 i ri
bjk
rij+k



kv
ik
P P P
cj = r k v jk b , j 0,
r=j i=1 k=0
rj
i1 ri
jb
rij j1 = A().

P P
P P
dj = r j b , j 0, t11 = r
r=j+1 i=1 r=1 j=r+1

Denote the transition probability that from state (j, 2) to (0, 1), (j, 1) to (0, 1), (j, 0) to (0, 1)
by uj1 , vj1 , hj1 respectively, then we got
r(j+1) ri
i1 ri
rik


kb
P P P
uj1 = r k b , j 1,
r=j+2 i=1 k=j+1

r(j+1)1 r(j+1)i ril

i1 l1 ril
P P P P
k ril
vj1 = r k
b
b , j 0,
r=j+3 i=1 l=1 k=j+1
r1 i
i1 i
P P P
k ik
hj1 = r k
v
v
r=j+2 i=j+1 k=j+1
W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090 3085

r1 min{i1,l}
l il r1
2 i2 i ri
bkl
brik+l , j 0
P P P P

+ r l
v
v kl
r=j+2 i=2 l=0 k=j+1

Using the lexicographical sequence for the states, the transition probability matrix of (L
n , In )
can be written as the Block-Jacobi matrix

B00 A01 0 0

B1 A1 A0 0


P = B2 A2 A1 A0 ,


B3 A3 A2 A1

.. .. .. .. ...
. . . .

P is a GI/M/1-type matrix ,where

" # " # b0 0 c 0
1 b0 c0 h01 h01 b0 0 c0
B00 = , A01 = , A0 = 0 t11 d0

,
1 d0 t11 v01 v01 0 t11 d0
0 0 a0

j

P
1 i=0(bi + ci ) hj1 hj1

bj 0 c j
Pj
0 0 dj , j 1, Bj = 1
Aj = ,j 1
di t11 vj1 vj1

i=0
0 0 aj j
P
1 ai uj1 uj1
i=0

3 The Queue Length Distribution and Its Stochastic Decom-

position

Rk Ak plays a very important
P
In the analysis of GI/M/1-type matrix, matrix equation R =
k=0
role. In order to show the expression of R, we need the lemma below.
Lemma 3.1 If = [b E(T )]1 < 1, the equation z = A[1 b (1 z)] has a root in (0, 1); the
v (1 z))] has a root in (0, 1).
equation z = A[(1
Lemma 3.2 If = [b E(T )]1 < 1, then

(1v (1))
( ) =
[1v (1)](1b (1))
( ) > 0,

) =
(A()


(A() ) > 0.
b (1A())

Based on the above lemmas, it is easy to get the following theorem:

Theorem 3.1 If = [b E(T )]1 < 1, the matrix equation R = Rk Ak has the minimal
P
k=0
3086 W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090

non-negative solution
0 ( )
(A()
)

R=
0 A() (1)
0 0
(1v (1))
(A())
where =
[1v (1)](1b (1))
, =
b (1A())

On the other hand, by the expression of R, SP (R) = max(, A(), ) < 1 if and only if
1
= [b E(T )] < 1, it is easily to prove that MC{(Ln , In ) n 1} is positive recurrent if and
only if < 1.
If < 1, let (L , In ) be the stationary limit of process (L
n , In ). That is

kj = P {L = k, I = j} = lim P {L
n = k, In = j}, (k, j)
n

0 = (00 , 01 ), k = (k0 , k1 , k2 ), k 1

Denote:
1 X X ( ) X
41 = [ hk1 k + uk1 ( k k )] uk1 k (2)
k=1 k=1
k=1
) X
1 X k
X
k k (A() k 1X
42 = [ vk1 A() + uk1 (A() )] uk1 , 43 = uk1 k
A() k=1 k=1
A( ) k=1
k=1

Then we have the following theorem:

Theorem 3.2 If < 1, the probability distribution of (L , I) is

k
k0 = K



k1 = KDA() k (3)

= K( k k ) + KD(A()
k k )
k2

where D = 1vh0101t+4 1 +()43

11 42 (A())43
, K = [ ()+(1)
(1)(1)
+ (1)+(A(
))
(1)(A())
D]1

Proof. (00 , 01 , 10 , 11 , 12 ) is the positive left invariant of B[R]

(00 , 01 , 10 , 11 , 12 )B[R] = (00 , 01 , 10 , 11 , 12 ) (4)

and satisfies the normalizing condition

(00 , 01 ) + (10 , 11 , 12 )(I R)1 e = 1

Where B[R] is a 5 5 random matrix

B00 A01

B[R] = P
Rk1 Bk Rk1 Ak
P
k=1 k=1

Substituting the expressions of B[R], into (4) and solve the equations, we obtain
W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090 3087

(00
, 01
, 10
, 11
, 12
) = 00
(1, D, , A()D, )D)
( ) + (A()

Use normalizing condition we can determine 00 = K.K is a positive constants. Using matrix-
geometric solution method, we have

k = (k0 , k1 , k2 ) = (10 , 11 , 12 )Rk1 , k 1.
After calculating, we easily obtain the theorem.
Denoted the probability generating function of L by L (z), then we have


L (z) = z k k0 z k k1 z k k2 1
P P P
+ + = L (z).
1z d
k=0 k=0 k=1

Therefore, we get the following stochastic decomposition result:

Theorem 3.3 If < 1 and b > v , the stationary queue length L can be decomposed into
the sum of two independent random variables: L = L
0 + Ld , where L0 is a stationary queue
length of a classical GI/Geom/1 queue without vacation, following a geometric distribution with
parameter 1 . Additional queue length Ld has a modified geometric distribution


K t1 ,
k=0

P {Ld = k} = K t2 , k=1 (5)


k1 k1
K t3 (1 ) + K t4 (1 A())A( ) , k2
where K = K
,t ), t3 =
= 1 + D, t2 = ( + 1)( ) + D( + 1)(A() (+1)()
, t4 =
1 1 1

D (+1)(A())
1A() .
Thus, we easily obtain
2 2
2A()A( 2
)
E(Ld ) = K [t2 + 1 3
t +
1A()
t4 ] E(L) =
1
+ E(Ld )

4 Waiting Time Analysis

Let W and W (z) be the steady-state waiting time and its PGF, respectively. In order to analyze
the distribution of W , let H0 (H1 |H2 ) be the probability that the server is in a busy period
(idle period or setup period|vacation period) when a new customer arrives and the new arrived
customer

has to wait to be served. We can obtain
P ()
D(A())
H0 = k2 = K{ (1)(1) + (1A(
))(1)
}
k=1

1
P P P
H1 = 01 + k1 = KD 1A( , H2 = v
)
k0 +
v k0 = K 1 (
v + v )
k=1 k=2 k=1
Theorem 4.1 If < 1 the PGF of stationary waiting time W is
W (z) = 1 H0 H1 H2
b (1 ) (1 )(1
b z) (1 A())(1 b z)
+ H0
1 [1 b (1 )]z [1 ( b + b )z] [1 ( b + A()b )z]

b


(1 A())(1
b z) (6)
1 q1 + q1 + H1 b+
1 b z (1 b z) [1 (A() b )z]

[1 (v + v )]z

b (1 )

+ H2 1 q2 + q 2
1 (v + v )z 1 (
b + b )z
3088 W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090

()+D(A())
where C = ()(1A(
))+D(A(
))(1)
, q1 = 1C

b
, q2 = 1(
v +
v )
Proof. Firstly, we easily obtain that the probability that a new arrived customer need not to
wait is

P {W = 0} = 00 + v 10 = 1 H0 H1 H2 (7)
For the late arrival system, a new customer arrived at (n , n), the customer being served may
leave the system at (n, n+ ) or continue to be served until next slot.
(1) A new customer arrives at state (k, 2)(k 1), the PGF of its waiting time is:
 
X

X
b z k1 b z k
k2 Wk2 (z) = k2 b ( ) +b ( )
k=1 k=1
1 bz 1 bz

b (1 ) (1 )(1
b z) (1 A())(1 b z)
= H0 (8)
1 [1 b (1 )]z [1 ( b + b )z] [1 (
b + A()b )z]
 
b
1 q 1 q1
1 b z

(2) If a new customer arrives at state (0, 1), that is, the system is in a idle period, the customer
could be served after setup period; if a new customer arrives at state (k, 1)k 1, the system is
in setup period, he could be served after residual setup period and k service times at normal rate
b . So we have
 
X

X
b z k z b z k
k1 Wk1 (z) = k1 ( ) + (1 ) (1 )
k=0 k=0
1 bz 1 z bz
(9)

(1 A())(1 b z)
= H1 [1 ( b )z]
(1 z) b + A()

(3) A new customer arrives at state (k, 0) and he need to wait. There are two cases:
Case 1: a new customer arriving at (n , n), the system finishes a service at (n, n+ ). Case 2: a
new customer arriving at (n , n), the system finishes no services at (n, n+ ). Then we have:
v+  
X

X
[1 ( v )]z b (1 )
v k0 Wk0 (z) +
v k0 Wk0 (z) = H2 v+ 1 q1 + q2
k=2 k=1
1 ( v )z 1 (
b + b )z
(10)
From (7)-(10), we have the result in Theorem 4 by some algebraic manipulation. The expected
waiting time below:


A() 1 C 1 b (1 )

E(W ) = H0 + + b + b (1 )
b (1 ) b (1 A())
   
A() 1 (1 b (1 ))
+ H1 + + H2 v+ 1+
b (1 A()) [1 ( v )] b (1 )

5 Numerical Examples
Assume inter-arrival times T follow geometric distribution with the parameter p, that is, P {T =
pj1 , 0 < p < 1, i = 1, 2, . Assume that the system parameter p = 0.45, b = 0.6 Figure
j} = p
W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090 3089

1 indicates the changing curve of E(L), E(W) with the increasing of the service rate v when the
parameter of set-up rate equals 0.4, 0.5, 0.8, respectively. Evidently, for a given , E (L), E
(W) will decrease with the increasing of the service v ; on the other hand, for a given v , E (L),
E (W) will also decrease with the increasing of the set-up rate . Hence, we can control E (L)
and E (W) under the appropriate v and .

Fig. 1: E (L) and E (W) versus v in different set-upsize, respectively.

6 Conclusion
In this paper, we consider a discrete-time GI/Geom/1 queue with single working vacation and
set-up times and obtain the distributions for the queue length and waiting time and the stochastic
decomposition results for those indices. So we can model some practical problems in communi-
cation network and flexible system etc. And evaluate the performance of those systems.

References
[1] Doshi, B. T. Queueing systems with vacations: a survey. Queueing Systems, vol. 1, no. 1, pp. 29
66, 1986.
[2] Tian, N. and Zhang, Z. Vacation Queueing Models: Theory and Applications. Springer Publisher,
New York, 2006.
[3] Hu, L. et al. Reliability Analysis of an n-component series system with m failure modes and
vacation. ICIC Express Letters, vol. 2, no. 1, pp. 53 58, 2008.
[4] Ma, Z. and Tian, N. M/G/1 Gated Service System with Multiple Adaptive Vacation, Journal of
Computational Information Systems, vol1, no. 4, pp: 985 991, 2005.
[5] Kim, J., Choi, D. and Chae, K. Analysis of queue-length distribution of theM/G/l queue with
working vacations. In: Intemational Conference on Statistics and Related Fields, Hawaii, 2003.
[6] Takagi, H. Queueing Analysis: A Foundation of Performance Evaluation, Volume l: Vacation and
Priority Systems, Part 1. North-Holland Elsevier; Amsterdanl, 1991.
[7] Baba, Y. (2005). Analysis of a GI/M/1 queue with multiple working vacations. Operations Research
Letters, vol. 33, pp. 201 209, 2005.
[8] Li, J. and Tian, N. The discrete-time GI/Geo/1 queue with working vacations and vacation inter-
ruption. Applied Mathematics and Computation, vol. 185, pp. 1 10, 2007.
3090 W. WANG et al. / Journal of Information & Computational Science 8: 14 (2011) 30833090

[9] Zhao, D. and Zhang, J. et al. Geo/Geo/1/SWV queueing system with setup times. Operations
Research and Management Science, vol.17, no. 4, pp. 72 78, 2008.
[10] Tian, N., Xu, X. and Ma, Z. The discrete-time queueing theory. Sciences Press, Beijing, 2008.