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Lecture Note 1 Introduction
Lecture Note 1 Introduction
Introduction
A queue or waiting line is a social phenomenon, common in any modern society when
the available facilities are not sufficient enough to meet the immediate needs of the
customers. A queue has arriving units called customers, who demand service at the
service center and wait in the hne if the service is not prompt. The mechanism
arranged to provide service to the customer at the service center is called server. In
queueing, the terms 'customer' and 'server' are used in generic sense and they need
not be human beings. For example, the aeroplanes waiting for landing will form a
queue, where aeroplanes are the customers and landing strip in the airport is the
server. In a computer system, the programme to be executed is the customer and
CPU is the server. A typical queue or queueing system has one or more service
facility and a waiting room or buffer of finite or infinite capacity. The customers
arriving for service join the waiting Une, if all the servers are busy. The passengers
are expected to check in at an airline center before they enter the plane. The check
in is usually done by a single official. A newly arrived passenger directly stands at
the end of the queue if the service facility is busy. A customer in a waiting Une
is very much anxious of the delay in service and it perpetuates till he receives the
service. This anxiety and annoyance generated in the minds of customers during the
waiting time for service stimulated the investigation on the queues and such studies
1
became inevitable to manage or control a queue effectively to get benefit for both the
server and the customer simultaneously. Erlang(1909) initiated such studies on the
problem of congestion in telephone traffic and gave birth to a new branch of appUed
probabiUty theory, called queueing theory. Since then the roots of queueing theory
have been gradually crept into many branches of applied science and social life and
acts as a tool to their growth and development.
Service Pattern : The service pattern describes the way in which the server render
service to the the arrived ciistomer. The nature of service may be single or batch.
In a single service mechanism customers are served one by one where as in a batch
service method customers are served in bulks at a time. If the number of customers
admitted to the batch for the service is constant, the batch service is called fixed size
batch service. In a fixed size batch service system the server starts service only when
the munber of customers in the batch reache at fixed level and serves them altogether
in a batch. On the other hand, the server admits batches of random size for service.
The system hke elevator, train service, etc are some of the examples of batch service
queueing system. The time period during during which the server is continuously
busy with service is called busy period of the server and the period during which the
server is completely free is an idle period. That is, during a busy period the arrived
customers wait for the server where as in the idle period the server waits for the
customers.
In fact, the service patterns are measured in terms of service rates. The time
duration needed to finish the service of a customer or a batch of customers is called
service time. The munber of customers or batches served per imit time is the service
rate. The service rates may depend upon the number of customers in the queue. If the
service rate is related to the number of customers in the queue, it is called state depen-
dent service rate. The probabiUty distributions associated with the random nature
of service time are called service time distributions. The commonly used service time
distributions are exponential distribution, degenerate distribution (deterministic), Er-
langian type with parameter k (k=l,2,..), general independent, hyper exponential
distribution and phase type distribution
Service Channel: The nmnber of service counters set up in parallel for rendering
service simultaneously to the arriving customers are called service channels. There
may be single or multiple(more than one) service channels. The arrived customers
randomly select the service coimter, if it is firee and form a queue if all the servers
are busy. The arrivals may form separate queues before each counter of the service
station or a single queue in the system. In the case of single queue ahead of the
service system, the customers wait in a common queue when the servers are busy
and receive service from the counter, which become free first. This type of queueing
systems are generally called multiple server queue. In the case of separate queues,
the arrived customers wait in a queue formed in front of a randomly selected service
counter.
Service Stages : The service stages are the number of service counters that a cus-
tomer has to under go for the completion of a job. A queueing system may have one
or more than one stages. A queueing system with only one service stage is called
single stage queueing system. Queueing system with more than one stages is known
as multistage queueing system. In a multi stage queueing system, a series of queues
can be observed before each stages stages the system, if the servers at each stage is
busy. The series of queues thus formed are generally called tandem queues(queues in
series). The customers receive service from each of the stage in succession and leave
the station on finishing the job. This type of queueing system can be viewed in many
real Ufe problems. For instance, production of a motor car, where each component
is produced from different stations and assembled at the service stages arranged in a
particular serial order in succession to complete the production processes. Similarly,
a complete physical checking of a patient in a medical cUnic is also an example of
multistage queueing system, where the patient has to under go different physical ex-
amination counters in a serial order.
System Capacity : System capacity means the maximum number of customers
allowed to join the queue at a time, in fact, it depends on the space of the waiting
room. The capacity of a system may be finite or infinite. In an infinite capacity
system, all the arriving customers are allowed to join the queue. It is also known
as a delayed system. In the finite capacity queueing system, the waiting space will
be limited for the arriving customers. Thus, if the waiting room is full, the newly
arrived customers cannot enter the queue unless there occur a space due to a service
completion. This queuing system is called a loss system.
Queue Discipline: Queue discipline describes the rule for selecting the arrivied
customers for service. The following are the commonly observed queue discipline in
queueing problems.
• First in first out(FIFO): In this case the arriving customer goes to the end of
the queue, if the server is busy. It is also called first come first service(FCFS).
• Last in first out(LIFO): In this rule the arriving customer joins the head of the
queue, if the server are busy and served next upon service completion of current
unit, given that no further arrivals occiur. It is also known as last come first
serve(LCFS)
• Pre-emptive LIFO(P-LIFO): In this discipline the arriving customer immedi-
ately enters service and kick back the customer in service to the head of the
queue. The method of stoping a job half way through to start another one is
called pre-emptive. The bumped customer retain the remaining service time
later at the point in left off rather than having to restart service from scratch.
Customers might get bumped out of service several times before their service
completion.
• Shortest job first(SJF): In SJF, upon service completion the server admits a
customer with smaller service time. If a customer arrives with a service time
smaller than the remaining one in service, then the new customer enter the
service kicking the customer in the service back to the queue. This bumped
customer retains its remaining service time later.
• Service in random order(SIRO): In this case, the customers in the queue are
randomly selected for service irrespective of their time of arrival. The waiting
customers in the line have an equal chance to receive the next service.
The following letters are commonly used to represent the type of probability dis-
tribution of input process and service time distributions of the queueing systems in
Kedall's notation.
The Kendall's notation D/M/n describe a queue with a degenerate distribution for
the inter arrival time between the customers, exponential distribution for the service
time and n is the number of servers. M/M/m/K//N explains a queueing system with
an exponential distribution for the inter arrival time and the service time, m servers,
and a maximum of K customers in the queueing system at once and N potential
customers in the calUng population.
The principal aims of the analysis of queues are the understanding of queueing
processes and controlUng the operation of the system most economically. Hence, the
analysis of queueing processes involve the investigation of the following characteristics.
2. System size: the number of customers waiting in the queue and the customers
in service.
3. Waiting time in the queue: the duration of time spent by a customer in the
queue before entering to service.
4. Waiting time in the system: the time spent by a customer in the queue and for
service in the system before leaving.
5. Busy period: the time interval over which a server is continuously busy.
6. Idle period: the time interval during which the server is completely free. In
other words, idle period is the waiting time of a server to begin the service.
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distribution (if exists) can be obtained by using the final value theorem on Laplace
transforms. There are several methods for measuring the performances of the queue-
ing system. Some of the methods are mentioned below.
1.Embedded Markov Chain Method
The method of embedded Markov chain technique introduced by Kendall(1953) is
widely used in queueing theory. Under this method, a discrete time Markov chain is
extracted from a non Markov process by using regeneration points due to Palm(1943).
The points of regenerations may be the service completion time, the departure time of
a customer, the arrival time of a customer, etc. For instance, consider a Poisson input
model M/GI/1. Let N(t) be the system size at any time t (t> 0) and the instances
fi,t2,--- denote the service completion epoch. Then {iV(f„)} form a discrete time
stochastic process. Hence, the sequence {X„ } with XQ = 0 and X„ = N{tn) form
a Markove chain. Its transition occurs only at the service completion time and its
states are the number of customers left behind by a departing customer. The TPM
of the extracted Markov chain can be used for the analysis of the queueing system.
2.The Supplementary Variable Method
The supplementary variable technique was introduced by Cox(1955). In fact,
Kendall(1953) proposed this concept by using the term 'augmentation' instead of
supplementary variable. Cox(1955) analysed the M/G/1 queuing system using this
technique. He used the elapsed service time of the customer in the service at time
t as a supplementary variable to the Markov process. Then the couplet { N(t),
X(t)} form a bivariate Markov process, where N(t) denotes the system size at time t.
The analysis bivariate Markov process provides the solution for the non-Markovian
queuing process. Other notable contributors on the supplementary variable technique
are Keilson and Kooharian(1960) and Henderson(1972), who considered the remaining
service time as supplementary variable.
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evaluation of the performance measures and its relationships. See sample path method
by Stidham and Thaha(1995) for more details.
5.Matrix Analytical Method
The matrix analytical method was introduced by Neuts(1981). The method
adapts the idea from both the random walk and the supplementary variable tech-
nique. This is a technique to provide an algorithmic analysis of certain specified two
dimensional Markov chain arises as embedded processes in simple generaUzation of
the standard queueing models M/M/1, M/G/1 or GI/M/1. The results are expressed
in expUcit matrix formulas that are well suited for algorithmic implementation. The
commonly observed approach is that a Markov based parameter has to be involved in
the stochastic model for the use of matrix analj^ic method. It considers the service
time distribution or input process that allows a Markovian dependence on one of a
finite number of phases. This approach enhance the versatility of probabiUty distri-
bution and point process available for the modelling practice. This flexibility is useful
in the matrix formulism needed to analyse the generalized models. For more details
on matrix analyticeil method, see Neuts(1981) and Latouche and Ramaswami(1999).
A Survey
The origin of queueing theory is coincided with the publication of the historical pa-
per entitled the theory of probabilities and telephone conversation by Erlajig(1909),
who is known as the father of queueing theory. Erlang published his significant work
in 1917, in which he considered Poisson arrival and exponential service time distri-
butions for the investigation of the Markovian delay model and the Markovian loss
15
system using birth and death representation. He derived steady state probabihty dis-
tribution and the famous Erlang's loss formula. In fact, Erlsing's fundamental work
on telephone traffic congestion gave the Poisson distribution a prime place in the
theory of queues. Since the inception of queueing theory by Erlang(1909) a number
of papers, monographs and books have been published on queueing theory and its
applied areas.
The steady state solutions for queueing system were primarily investigated by
Erlang(1917), where he obtained steady state probabilities for a Markovian delay
model and a Markovian loss model. The enquiry for the time dependent solutions
of queueing systems really began in 1930's, however, the credit for the first transient
solution goes to Bailey(1954b). He obtained time dependent solution for an M/M/1
queueing system by using generating function to the partial differential equations.
Lederman and Reuter(1954) used spectral analysis for the general birth and death
process and obtained time dependent solution of the system size of the M/M/1 model.
Morse(1955) studied M/M/1 queue and obtained the transient state probability of
the queue size at different time point. Also, the output process from an M/M/1
queue is considered first by Morse(1955) and shown that the rate of input and the
rate of output are the same in steady state. A formal proof of this result was given
by Burke(1956). Champernowne(1956) obtained the transient solution of M/M/1
queue by using combinatorial method. Takacs(1967) effectively applied combinato-
rial method in the analysis of M/M/1 queue. Also he obtained integral equation for its
busy period. The transient solution of M/M/1 queue using the method of difference
equations have considered by Conolly(1958) and Feller(1966). Pegden and Rosen-
shine(1982) and Hubbard et al.(1986) have studied M/M/1 queueing system with two
dimensional state associated with the number of arrivals and departures and obtained
16
transient state distributions. Boxma(1984) also considered the joint arrival and de-
parture process for the M/M/1 queue. Cohen(1982) studied transient solution of the
M/M/1 queue and obtained the result involving three integrals. Parthasarathy(1987)
appUed an alternative approach and obtained transient solution of M/M/1 queue in
terms of an integral and a finite series. A similar investigation by Syski(1988) on
M/M/1 queue gave the transient solution involving three integrals, which are equiv-
alent to the result given by Cohen(1982). Abate and Whitt(1987, 1988) considered
M/M/1 queue and studied its transient behavior via Laplace transform. The method
of sample path is appUed by Bacceli and Messey(1989) to obtain the performance
measure of an M/M/1 queueing system. Mohanthy and Panny(1990) have used a
discrete analogue of the M/M/1 queue and discussed its transient solutions. Kiji-
man et al.(1991) obtained the transient distribution of M/M/1 queueing system as
decomposition of transient functions. The relationship between the probability that
the A;**' customer finds the system empty and the distribution of the number of cus-
tomers served in the busy period of an M/M/1 queue is discussed by Singh and
Gupta(1992). Conolly and Languris(1993) investigated M/M/1 queue and obtained
a new formula for the transient state probabilities. Sheirma and Maneswar(1993)
considered the busy period of M/M/1 queueing system with infinite capacity and
obtained performance measures. Sharma and Sharma(1993) obtained an expression
for the waiting time of an unit in an M/M/1 queue, where the priority of an imit
decrease with time. Sharma and Tarabia(2000) obtained transient state probabilities
of the queueing model M/M/l/N. The waiting time distribution of the Markovian
model under SIRO is considered by Valout(1946) and obtained corresponding aver-
age measures. Kingmann(1962), Cohen(1982), Flatto(1997) also discussed waiting
time distribution under SIRO and observed that the queue length distribution under
FCFS and SIRO are the same. Hence, it can be seen that the expected queueing
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time and the expected queue length will be same under both FCFS and SIRO. An
M/M/1 queue with service breakdown and customer discouragement is considered by
Chan, Bartoszyusk and Pearl(1983) and obtained formula for the expected queue size
at the end of work repair cycle. Boxma and Karkova(2000) considered an M/M/1
queue with special feature that the speed of the server alternate between two constant
values. An M/M/1 queueing system with arrival stream is shut off from time to time
is considered by Madan(2000a). Nimze-Quwija(2000) studied sojourn times of cus-
tomers in an M/M/1 queue with processes sharing service discipline. Qi-Ming He and
Neuts(2002) considered two M/M/1 queues with transfer of customers and obtained
matrix geometric solution for the stationary distribution of the queueing process.
Parhasarathy et al.(2002) obtained solution of the stationary distribution of buffer
occupancy and buffer content of fluid queue driven by an M/M/1 queue. Stadje(2002)
considered the stationary queue length process of the standard M/M/1 queue just af-
ter the jump times. Barbot and Sericola(2002) considered an infinite capacity buffer
receiving fluid at a rate depending on the states of an M/M/1 queue. Crescenzo et
al.(2003) obtained transition probabihty of busy period distribution of waiting time
for an M/M/1 queue in the presence of catastrophes. Draief and Mairesse(2005) anal-
ysis the service times of customers in a stable M/M/1 queue in equihbrium depending
on their position in a busy period. Antunes et aJ.(2006) studied the impact of busy
period of an M/M/1 queue of a small perturbation in the service rate. Kherani(2006)
considered an M/M/1 queue and obtained the distribution of sojourn times, waiting
time, busy period, etc.
The behaviour and the apphcation of multiserver queueing systems have been
studied by many researchers through various methods. The multiserver queuing sys-
tems with ordered entry can be applied in conveyer theory, communication network
for system network architecture and in the data base system. For more details on the
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application of multiserver queue with ordered entry see Gray and Mcneill(1979), the
survey by Muth and White(1979), Elsayed (1983), Nawijin(1983,1984), NeweU(1984),
Shanthi kumar and Yao(1987). Disney(1962) analyzed two channel model with or-
dered entry having no space for queue with same service rates and obtained steady
state probabiUties of the waiting time distribution. Yao(1987) discussed the nature of
the multi channel queue with ordered entry. He considered the arrangement of various
servers in an ordered entry system. Mastsui and Fukuta(1997) obtained system size
probabiUties for multi channel queue with ordered entry and heterogeneous server.
The transient behaviour of the multiserver queue M/M/c has been analyzed by
Saaty(1960) and obtained its transient probability distribution. Jackson and Hender-
son(1966) considered M/M/c queue and obtained transition probabiUty distribution
by using Laplace transform and generating function. Burke(1968) analyzed the out-
put process of stationary M/M/c queueing system and showed that the output process
is independent of all other process associated with the system for the FCFS service
discipline. Chaudhry and Templeton(1973) studied the multi server model M/M/c
and derived busy period distribution of the model. Wong(1979) analysed a Markovian
multiserver queueing system with finite input source and obtained its waiting time
distribution. Koenigsberg(1980) considered M/M/N//N system(a multi server with
finite input source N) as an application problem to electronic and obtained system
probability distribution. Everitt and Downs(1984) investigated transient state prop-
erties of the output of an M/M/c queue with c servers using the forward Chapman-
Kolmogorov equation and Laplace transform. Disney and Konig(1985) analysed the
output process from the multi server queueing system and obtained the distribution
of time for output as the sum of the service time distribution and inter arrival time
distribution. Haghigh-Monazer et al.(1986) considered M/M/c queue with balking
reneging and obtained system state probabiUties. Also, Abou-El-Ata and Hariri(1992)
19
and Mohanty et al.(1993) give a generalization to the results given by Haghigh- Mon-
azer et aJ.(1986). Abate and Whitt(1998) discussed the transient behaviour of the
loss model M/M/c/c using numerical transformation. Fricker et al.(1999) studied the
rate of convergence of the M/M/c/c model using martingales and coupUng technique.
Boots and Tijims(1999) analysed the model M/M/c with impatient customers and
obtained expressions for probabilities of losing impatient customers. Borthakur and
Choudhry(1999) discussed the steady state behavior of an M/M/c queueing system
with a general startup time imder an N-policy. Brill and Hlynka(2000) considered an
M/M/c system with a competing customer for service. Li and Tancy(2000) consid-
ered a multiserver queueing system with a variable number of servers. Artalejo and
Lopez-Herrero (2001) discussed an algorithmic analysis of the busy period for the
M/M/c queueing system by setting the busy period equal to the time interval during
which at least one server is busy. MargoHus(2005) derived an integral equation for
the transient probabilities and expected number in the queue for the time dependent
multiserver Poisson queue.
The queueing systems with a Markovian input and general service time distribu-
tions of finite capacity have been considered by many researchers including Har-
ris(1971), Miller(1975), Takin et al.(1993), Takagi(1993), Righter(1999) etc. An
M/G/l/n finite queue with total space capacity is considered by Harris(1971) and
Miller(1975). They analysed the model using Laplace transform and obtained perfor-
mance measures. Takin et al.(1993) discussed a more general system M/G/1/k/N,
N < k, with finite input source N and finite space k before the single server.
Abramov(1997) and Ilighter(1999) discussed the loss in an M / G / l / n queue with
buffer and obtained an expression for the average number of losses during the busy
period of the system.
The Erlang's loss formula first investigated by Erlang(1917) using the multi server
queueing system with poisson input and exponential service time. Brian's loss for-
mula gives the probabiUty that an arriving unit loss to the system when the channels
of multi channel system axe busy at the time of arrival. The blocking formula, over-
flow formula, B-formula, etc are the alternative names for Erlangs loss formula, used
in queueing literature. A large number of researchers discussed the properties and
modified the loss formula under Markovian and non Makovian queueing processes.
Fortet(1948), Vaulot(1951), Sevastyanov(1957). Gnedenko and Kovleko(1968),
Takacs(1969), Kaufman(1979), Jagermann(1974), Sobel(1980), Akimura and Taka-
hashi(1981), Harel(1987) Harel and Zipkin(1987), Krishnan(1990), Berczner et al.(1998),
Medhi(2002), etc, are some among them. Sevastyanov(1957) gave the first rigorous
proof of the validity of loss formula. Newell(1984) discussed the asymptotic approx-
imation for Erlang's formula when the number of servers and the ofltered load are
large. Yao(1986) obtained most general loss formula for the system G/M/m/m with
general inter arrival time, ordered entry and heterogeneous server and examines the
23
convexity property of overflow. Pacheco(1994a,b) obtained loss formula for the sys-
tem M/M/c/c+r, r > 0, where r is the number of excess space available before the
c server are filled up. The transient behaviour of M/M/c/c loss model has been
analyzed by Abate ajid Whitt(1998) using numerical transformation and inversion.
Fricker et.al(1999) studied the transient behavior of the M/M/c/c by using martin-
gales and couplings.
An explanation for the occurrence of geometric distribution as a steady state
system size distribution of the G/M/1 has suggested by Kingman(1963). Neuts(1966)
considered the system G/M/1 and obtained an analytical proof for the stationary
probability distribution of system size. Humblet(1982) and Hajeck(1983) considered
the model G/M/1 and proved that for the system the average waiting time is minimum
is the process with constant interval times. Ross(1980) discussed the G/M/1 queueing
system and suggested a simple method to find the average duration of busy and idle
period of the system. Laxmi and Gupta(1999) used both supplementary variable
technique and the embedded Markov chain method to study the ordinary G/M/1
system with finite capacity in which the customers are served in batches
Lindley(1952) introduced the method of integral equation for the analysis of the
model GI/GI/1. He derived a convolution type integral equation to find waiting
time distribution of G/G/1 queueing system. Marshal(1968a,b,c) analyzed the model
GI/G/1 and obtained an expression for the mean and the variance of waiting distri-
bution, the upper and lower bounds and the true value of the expected waiting time,
a generalization for P-K formula and a necessary and sufficient conditions for the ex-
istence of moments of order up to three of waiting time distribution. Lemoine(1976)
considered GI/G/1 queueing and obtained the moments of the waiting time by utiliz-
ing a relationship between single server queue and random walk. Prederich(1982) and
Jagerman(1987) discussed the model G/G/1 and obtained an approximation for the
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waiting time of a G/G/1 queueing system. Floseberg(1987) derived a new lower and
upper bounds of the waiting time of G/G/1 queueing system in terms of moments.
Boxma and Cohen(1999) considered GI/G/1 queue in which the service time distri-
bution and inter arrival distribution have a heavy tail. Lillo(2000) obtained stabiUty
condition for G/G/1 queueing system with finite capacity. Jagerman et EI1.(2004)
discussed approximations for mean waiting time in the G/G/1 queue. Miyazawa and
Zhao(2004) considered the asymptotic behaviour of the stationary tail probabiUties in
the discrete-time GI/G/1-type queue with countable background state space. Ward
and Glynn(2005) considered diffusion approximation for a GI/GI/1 queue with a
renewal arrival process and generally distributed processing times in which each cus-
tomer independently reneges if service has not begun within a generally distributed
amount of time. Palmowski and Rolski(2006) studied the busy period in GI/G/1
work-conserving queues and obtained an exact asymptote of the tail distribution of
the busy period under the Ught tail assumptions. The output process of G/G/c ex-
amined by Whitt(1984b) and showed that the output in large classes of stationary
G/G/l/c system is approximately poisson. Shore(1988a,b) suggests an approxima-
tion to the waiting time in a G/G/c queueing system. Ayhan et al.(1999) considered
an infinite server queueing system and discussed time dependent occupancy and back
log distributions. Ziya et al.(2006) considered a G/GI/c loss system with balking or
reneging and obtained a monotonicity result.
Little's formula explains the relationship between the time average and customers
average. It is denoted by L = XW, where L is the customers average, W is wait-
ing time average and A is the mean arrival rate. The nature and application of the
Little's formula have scrutinized by many researchers using sample path and other
methods. Initially, Morse(1958) suggested the relationship between customer average
25
and time average. But, his student Little(1961) gave a rigorous proof for this rela-
tion and known by his name Little formula. A complete proof for the Uttle formula
based on renewal theory is given by Jewell(1967). Ehson(1969) gave a simple proof
for the Uttle formula by considering cumulative number of arrivals and departvire of a
queueing system. Brumella(1972) obtained a generalization of the equation L = XW,
and a distributional form in terms of probabiUty generating function and LST. An
extension of the distributional form is suggested by Keilson and Servi(1988,1990) and
Bestsimas and Nakazato(1995). Halfin and Whitt(1989) used the ordinal version of
the Little formula, L = XW to study the external property of the FIFO discipUne.
Heyman and Stidham(1980) obtained a generalization for Little formula as the rela-
tionship between more general customer and time average. It is denoted hy H = XG.
Glymn and Whitt(1989) considered an extension of the relation H = AG to represent
lump cost and cost rates. Miyazawa(1990) studied the general relation of the type
H = XG and called it as a rate of conversation law (RCL). Sigman(1991) used the
sample path method to study the relationship H = XG. The applications of Little
formula is discussed by Dshalow(1993) and a detailed survey on Rate of conserva-
tion law contained in the survey paper by Miyazawa(1994). Takine(2001) considered
distributional form of Little's law for FIFO qeues with multiple Markovian arrival
Streams and the application of the law is verified for the FIFO queues with vacation.
A bulk queueing system is a queueing process where the arrivals or the service or
both occur in groups. It is more suitable to explain most of the practical situations
confronted in our real life. Hence, the bulk queueing models generally exhibit realistic
natmre and help for taking the apt decision appropriate to the real situations. It has
potential appUcation in computer communication area. In computer communication
26
The bulk arrival queueing system was introduced by Gaver(1959) through the
analysis of the model M*/G/l. He obtained transform of the steady state queue
length, waiting time distribution of first unit of the group in which it arrives and
an extension of P-K formula. Bhat(1964) analysed M^/G/1 queueing system with
finite waiting room capacity. In a monograph by Bhat(1968), M^/G/l system is
extensively studied and obtained joint distribution of queue length and the number
of customer served in a busy period initiated with certain number of customers, as
an exter^ion of the result by Gaver(1959). Andiri(1973) analysed M^/G/l model
27
using embedded Markov chain technique and also obtained P-K formula similar to
the expression obtained by Gaver(1959). Chaudhry(1979) also obtained an expression
for P-K formula by using supplementary variable technique. Cohen(1969) analyzed
a bulk arriving queueing system and obtained the time required for other customers
of the group to be served before a particular random customer reaches the group.
Harris(1980) investigated a M^/G/\ type queue with state dependent service times.
Mohanty(1971,1972,1979) discussed bulk axrival queue with the number of customers
served diuring a busy period, which are directly related to the Lattice path com-
binatoric. Andri(1973) discussed cyclic queues with bulk arrivals with two queue
disciphnes, a round robin disciphne and a double round robin discipline, the first
in terms of units on a group and the second in terms of the group. Burke(1975)
obtained a modified result on the waiting time distribution of the M^/G/1 queue-
ing model by using Laplace transform. Choudhry(1979) obtained limiting queue size
distribution of M^/G/1 at three different epochs - at random epoch, just before an
arrival epoch and just after a departure epoch. Neuts and Ranalhoto(1984) discussed
a process with Poisson arrival and arbitrary service time distribution and derived
expression for the performance measures. Armero and Conesa(2000) considered the
statistical analysis of Markovian bulk arrival queues from Bayesian point of view.
Fakinos and Economou(2001) obtained the relationship between random epoch prob-
abilities and departure epoch probabilities in M^/G/l/oo queue based on renewal
argmnents. Aldous et al.(2001) studied on the stability of a batch clearing system
with Poisson arrivals and subadditive service times by using regenerative techniques.
Houdt and Blondia (2002) considered the delay distribution of a type k customer
in a first-come-first-served MMAP[K]/PH[K]/1 queue and analysed by using matrix
analytical method. Teghem (2004) discussed the waiting time in M^^^/G/1 queueing
systems with a removable server. Choudhury and Krishnamoorthy (2004) considered
28
an M^/G/1 queueing system with a random setup time, where the service of the
first unit at the commencement of each busy period is preceded by a random setup
time. Chen and Eric Renshaw (2004) considered a Markovian bulk-arriving queue
with state dependent control at idle time which allows both mass arrivals when the
queue is idle and mass departures, which allow for the possibiUty of removing the
entire workload. Dudin and Semenova (2004) discussed a numerically stable algo-
rithm for calculating the stationary state distribution of an embedded Markov chain
for the BMAP/SM/1 queue with a MAP input of disasters. Avrachenkov et al.(2005)
considered the batch arrival processor-sharing queueing system with apphcation to
multi-level processor-Sharing scheduling. Koole et al.(2005) studied the impact of
service time distributions on the distribution of the maximum queue length during a
busy period of the M^/G/1 queue
The general bulk arrival queueing systems have been studied by many researchers
since 1950's. Foster(1964) considered the general input system C / M / l and showed
the relationship between GT/M/l and G/Er/1 queueing systems. Ivnitsky(1975)
studied the transient and limiting distributions of iV^"/Gn/l by using supplementary
technique and obtained recurrence formula for LST of the distribution. He also dis-
cussed suflicient conditions for the existence of a limiting distribution. Chaudhry(1979)
also showed the relationship between C/M/l and G/Ex/1 Chaudhry and Tem-
pleton(1983) have given a detailed account of the relationship and duality between
queueing systems . More results on general bulk service queue can be seen in Naka-
mura(1968), Shanbhag(1969), Lipman and Ross(1971), Mohanthy and Jain(1970),
Sharda(1973), Sharma(1975) Neuts and Chakravarthy(1981), Economou( 1999),etc.
The bulk service queueing system have received key attention since the work
of Bailey( 1954a). The server in the batch service queueing system serves a group
of customers simultaneously. Such service systems are very common in our daily
29
life. The transportation process like train, bus, ship, aeroplane, elevator etc can be
considered as the batch server, which serves the customers in a batch with certain
capacity, who arrived the system individually or in groups.
Finch(1962) discussed the model M/M(k,k)/1/Dk, a Maxkovian queue with fixed
batch size with finite waiting space Dk, and obtained transient solutions by using the
method of embedded Markov chain. A Poisson queue with general bulk service rule is
considered by Borthakur(1971) and discussed transient probabiUties of the system by
using Laplace transform. Medhi(1975,1982) investigated the model M/M(a,b)/1 and
obtained the steady state distribution of waiting time in the queue. Jaiswal(1960a,b)
obtained transient and steady state distribution of queue size and waiting time for
M/Eji{l,B)/l, where ER denote a modified Erlangian distribution having a ran-
dom number R of exponential phase. Sim and Templeton(1983) analysed the model
M/M{a, oo/l). Van Dijki and Smeitint(1990) derived product form expression for
the steady state queue length distribution of an exponential queueing system with
independent arrivals and batch services. Chaterjee and Mukarjee(1990) considered a
finite capacity heterogeneous queue with bulk service. Selim(1997) investigated the
model M/M(1,N)/1/N, bulk service queue with finite capacity and obtained an ex-
plicit expression for transient solution and optimal control of problem of bulk service
queue.
no one in the queue. Bloemena(1960) obtained the hmiting probabiUties of the sys-
tem size for the queueing model M/G(l,b)/1. The technique of semi-Markov process
is apphed by Fabens(1961) to study the transient nature of the M/G(k,k)/1 model,
where the server serves the units in batches of fixed size and if the number of units
in the queue is less than fixed level, the server waits till the queue size reaches to
the desired fixed level. Takacs(1962) also investigated on the transient solution of the
system M/G(k,k)/1. Foster(1961,1964) obtained steady state limiting distribution of
M/G(k,k)/1 queueing system at three sets of time points. Neuts(1967) considered a
batch service queueing system M/G'^'''/l in which the server stars service only when
the number of units in the queue is at least a and serves a maximum of b units in
a batch. At the service completion epoch, if the queue size is less than a, the server
becomes idle and resume service when the queue length becomes the quorum level a.
This rule is called general bulk service rule(GBSR). The usual bulk service model is a
particular case of GBSR. Chaudhary and Templeton(1981) investigated M/G(l,k)/1
system by using supplementary variable technique. The transient distribution of
queue size of GBSR is considered by Borthakur(1971) using generating function.
Chaudhry and Templeton(1972) suggested system size probabilities for GBSR model.
Medhi(1982) also investigated on the general bulk service queuing system by using
embedded Markov chain technique and obtained steady state probabihty distribution
of system size. Bortharkur(1971) has obtained busy period distribution for GBSR
model. Jacob et al.(1988) considered M/(j"'*/l queueing system with finite capacity
and service time distribution depending on batch size. They derived the time de-
pendent solution for the system size probability at arbitrary time point by using the
renewal theory. Abolinikov(1993) discussed some stochastic processes that arises in
single server bulk queue with continuously operating server state dependent Poisson
31
input flow and general state dependent service probability. Mejia and Worthing-
fou(1994) considered M/G"'"^/! and M(t)/G°''^/1 bulk service queueing system and
obtained practical algorithm based on the embedded Markove chain. Chaudhry and
Gupta(1999) considered the model M/C^'^/l/N, a single-server finite-capacity queue
with general bulk service rule where customers are arrived according to a Poisson
process and service times of the batches are arbitrarily distributed. Kakubava (2001)
investigated an M/G/1 queueing system with batch service under random environ-
ment. Janssen and Leeuwaarden(2005) obtained an analytical computation method
for the discrete-time bulk service queue. Also they have obtained a solution for the
stationary queue length distribution that does not depend on the roots.
Bulk service queueing model with variable batch size is studied by many authors
including Bhat(1964, 1968), Teghem et al.(1968) and Cohen(1969). Bhat( 1964,1968)
considered M/G^/1 model and suggested combinatorial analysis for the transient and
Umiting solutions. Chaudhry and Templeton(1968) studied bulk service queueing
problem in the case of discrete time and correlated arrivals. Singh(1971) considered
M/G^/l system where the customers are served in batches of variable capacity and
obtained steady state distribution for the number of customers in the system at the
departure epoch. Briere and Chaudhry(1989) obtained steady state probabilities and
moments of the system size at the epochs of post-departure, random and pre-arrival
for the queueing system M/G*/l. Chaudhry et al.(1991) considered an M/C/l
system with finite capacity. Borthakur and Chaudhry(1994) studied an M/D/1 bulk
queueing model with controlled past admittance.
Miller(1959) analyzed the model M^/G^/1/oo queueing system by using embed-
ded Markov chain approach. Teghem et al.(1968) analyzed bulk arrival and bulk
service queueing system by using semi- Markov process. A joint distribution of queue
length in busy period and number of units served during the busy period for the
32
discrete time GP/geomjX queueing system with eaxly and late arrivals by using sup)-
plementajy variable technique and obtained the distribution of system size and their
relationship at arbitrary and observed epoch of time points. Ekionomou and Faki-
nos(2003) considered GP/M^/l queue and showed that the stationary distribution
of its embedded Markov chain is asymptotically geometric. Alfa(2005) considered
a class of single server queueing system GI/G"/\ in which customers arrive singly
and service is provided in batches depending on the number of customers waiting
when the server becomes free. The system is analyzed by using the matrix geometric
method and obtained queue length, waiting time and busy period distribution.
steady state solutions. Medhi(1979) considered the model M/M(a,b)/c and obtained
steady state waiting time distribution. Neuts and Nadarajan(1982) analyzed the
model M/M(a,b)/c as a Markov process using matrix geometric approach. They
also discussed stationary waiting time distribution. Sim and Templeton(1981) sug-
gest a recurrence algorithm to find numerical results of the steady state of the sys-
tem M/M(a,b)/c. The model M/M{a, oo)/N is discussed by Cosmetatos(1983a) and
obtained performance measures like average server utihzation, queue size and aver-
age number of customers in the system. Sim and Templeton(1983) considered the
model M/M{a, oo)/c and obtained steady state and queue length distributions. A
multi server queueing model with Markoian bulk service system M/M(a,b)/c is con-
sidered by Sim and Tempelton(1985) and obtained service batch size distribution
for a randomly chosen customer and Laplace transform of busy period distribution.
Alfa(2003) used the structural properties of BMAP/D/k to develop algorithms for
studying the distributions of waiting time and the busy period. Kim and Chaudhry
(2006) discussed several equivalence relationships among (as well as between) batch-
service queues and multi-server queues, in terms of the stationary queue-length gind
waiting-time distributions. Also they have obtained a complete and simple solution
for the queue-length and waiting-time distributions of the discrete-time multi-server
deterministic-service Geo/D/b queue, in terms of roots of the characteristic equation.
An M^/M/oo queueing system is considered by Reynold(1968) and obtained the
system behavior and derived a linear regression equation of the system size at time
t [N(t)] on system size at the initial time N(0), [N(0)> 0]. Also he derived system
size probabilities and correlation coeflBcient between initial system size, N(0) and sys-
tem size at time t, N(t), and showed it is independent of arrival rate and batch size.
Shanbag(1966) and Holman et al.(1980) studied M^{t)/G/oo system with non homo-
geneous Poisson input and obtained the probability generating function of the number
35
of busy servers and the number that depart by time t. An infinite server queueing
system with Poisson arrival M^/G/oo is analysed by Chaterjee and Mukerjee(1989)
and obtained the mean and the variance of the system size. Tijims(1994) considered
M^/G/oo queueing system and obtained the mean and the variance of the num-
ber of busy servers in the steady state of the system. Masuyama and Takine(2002)
Considered an infinite-server queue with multiple batch Markovian arrival streams,
where the service time distribution of customers may be different for different arrival
streams, and simultaneous batch arrivals from more than one stream are allowed.
The queueing system with vacation to the server is designed to utihze the idle period
of the server for other secondary jobs. This type of models naturally arise in the
production and the quality control problems, telecommunications, computer system,
etc. In a vacation queueing system, the server will not be available during occasional
interval of time, called vacation time. Machine break down, service disruption due
to maintenance operation and scheduled job stream are some instances of the server
vacation situations. The queueing systems allowing servers to take vacations makes
the queueing models more realistic and flexible for studying the waiting Une problems
of real hfe. The appUcations for the evaluations of performance of computer, com-
munication, manufa<;turing systems etc. popularize the vacation queueing system.
Another important objective of the vacation model is the investigation of the optimal
control of a system under the assumed cost structure.
The queueing system with server vacation has received more attention since the
work by Levy and Yechali(1975). In an exhaustive service discipUne, the server talses
vacation only when the queueing system become empty. A queueing system in which
the server vacation starts even when customers present in the system is called non
36
exhaustive service discipline. If the server taJces exactly one vacation when the system
become empty is called single vacation. In a multiple vacation system, the server takes
vacation when the system becomes empty and upon returning from the vacation the
server resumes service if the system is nonempty and go for vacation again, if the
system is empty and so on until he finds at least one customer in the system.
Fuhrman and Cooper(1985) analysed the queueing model M/G/1 with generalized
vacations and obtained the famous decomposition property. A comprehensive survey
on queueing system with server vacation is given by Doshi(1986) and Takagi(1991).
Doshi(1986) also gives proof for decomposition property of multiple veication model
M/G/1 — Krt by using sample path arguments. Shanthikumar(1988) obtained decom-
position property using an alternative method through the level crossing arguments.
The decomposition property for the model GecfjGjl queueing system is studied by
Boxima and Groendendjik(1988). Lucautoni et al.(1990) derived the decomposition
formula for a single server queue with exhaustive service and multiple vacation and
showed that it also holds for Markovian arrival process. Chang and Takine(2005)
considered a class of stationary batch-arrival, bulk-service queues with generalized
vacation and they have obtained the a new stochastic decomposition formula for the
stationary queue length distribution
Baba(1987) considered queue with and without vacation time under non preemp-
tive LCFS discipline and obtained first two moments of the waiting time. Kelison
and Ramaswami(1988) considered time dependent processes in vacation system and
used renewal theoretic technique to study multiple vacation model that start with
an empty state at the beginning of vacation. A queue length dependent vacation
schedule and vacation times for queueing system M/G/1 is considered by Hariris and
Marchel(1988). Teghem(1986,1987) analyzed a finite capacity vacation type queue for
an M/G/1 model and discussed its performance measures. An exhaustive vacation
37
variable technique.
Bulk arrival queueing model with server vacation for the model W/G/\ is con-
sidered by Baba(1986, 1987) and obtained the performance measures, Takin and
Hasegawa(1993) used supplementary variable technique to analyze the batch SSP/G/1
queue with multiple vacations and exhaustive service. Lee et al.(1994,1995) analysed
the model M^/G/1 with single vacation in detail and obtained the results confirmed
the decomposition property. Borthakur and Choudhary(1997) analysed a single server
Maxkovian queue with random batch arrival and generaUzed vacation. They have ob-
tained steady state distribution at departure time and vacation initiation time. Also
they have studied decomposition property. A queue length dependent vacation system
with batch Markovian arrival process is considered by Yang Woo Shin and Chaise E.M
Peaxle(1998) and obtained Laplace transform of the transient queue length distribu-
tion using the technique of semi-Markov process. They have also considered a batch
Markovian arrival process and general service time distribution with single server va-
cation and obtained queue length distribution at departure epoch. Choudhury(2000)
considered an Af-^/G/l queueing system with a setup period and a vacation period
and derived the probabihty generating fimction of the additional queue size distri-
bution due to the vacation period as the Umiting behaviour of the M ^ / M / 1 type
queueing system. Choudhury(2002) studied an M^/G/1 queueing system with a va-
cation time imder single vacation policy and obtained distributions of the steady state
queue size and the busy period. Ke(2003) investigated M^/G/1 queueing system by
considering vacations and startup of an unrehable server.
The work on batch service queueing system with sever vacation is very Umited
and receives more attention recently. Nadarajan and Subramanyam(1984) considered
a general bulk service queue with server vacation. Ja<;ob and MadhusoodanaJi(1988)
39
investigated the finite capacity M/G°'''/l queueing system with multiple vacation us-
ing the theory of regenerative process they derived expression for the time dependent
system size and probabiUty. Lee et al.(1992) analysed the system M/G^/\ with single
vacation and obtained different performance measures. Dashalalow and Yellen(1996)
considered a non exhaustive batch service queue with multiple vacations in which
the server starts multiple vacations whenever the queue drops below a specified level
and resume service at the end of vacation period when the accumulated queue size
is at least the fixed level. Lee et al.(1996) used decomposition method to derive the
queue length distribution of a fixed size batch service queue with single and mul-
tiple vacations. Krishna Reddy and Anitha(1999) considered an M/G^^'^Vl queue
with different types of vacation polices and have obtained the joint distribution of
the queue length and the remaining service time or the remaining vacation time de-
pending on the state of the server. Choi,D.H., and Tae Sung Kim(2003) considered
two phase queueing system with server vacation and bernouUi feed back. The first
phase provides batch service and individual service in the second phase. They have
obtained system size distribution at an arbitrary time and the exhaustive and gate
case for batch service is also considered. A single server finite capacity batch service
queueing system with single vacation is considered by Gupta and Sikdar(2004) and
obtained performance measures Uke loss probabiUty and average queue length. Sik-
dar and Gupta(2005)discussed the analytic and numerical aspects of the batch service
queues with single vacation. Gupta and Sikdar(2005a) considered the queue length
distributions in the finite buffer bulk-service MAP/G/1 queue with multiple vacation
and Gupta and Sikdar(2005b) discussed the finite buffer bulk service M/G/1 queue
with multiple vacations.
An M/M/s with repeated vacation where at least r servers always available and
(s-r)servers are allowed to go for vacation when they are free is considered by Afthab
40
and Nadarajaaa(1997). They have obtained distribution of busy servers and the mean
system size
A queueing system with N-policy and multiple vacation including some applica-
tion were studied by Lee and Srinivasan(1989), Kella(1989). Ke and Wang(2002)
studied a single removable server in a G/M/1 queueing system with finite capacity
where the server applies an N policy and takes multiple vacations when the system
is empty. An infinite buffer G/M/1 queueing with N-poHcy was considered by Zhang
and Tian(2004) and obtained system characteristics by using embedded Markov chain
method. The waiting time of the BMAP/G/1 queue with N-poUcy with multiple va-
cation is considered by Lee and Park(2004) and used decomposition property to derive
LST of waiting time when the actual customer arrive during an idle period and busy
period. Lee et al.(2001) analyzed MAP/G/1 queue under multiple and single va-
cation with N-pohcy using the supplementary variable techniques and obtained the
matrix decomposition of vector generating function of queue length at an arbitrary
epoch and at a departure epoch. Ke et al.(2006) considered a single vacation model
G/M/1/K with N threshold pohcy. They analyzed the model with the help of supple-
mentary variable and obtained the steady state probability distribution of system size
ajid busy period. Tadj et al.(2006) considered a batch arrival, bulk service queueing
system with random set-up time under Bernoulli vacation schedule and N-poUcy and
the performance measures are discussed by using the embedded Markov chain and
semi-regenerative techniques. Lee et al.(2006) studied the steady-state queue length
and waiting time of the M/G/1 queue imder the D-policy and multiple server vaca-
tions and derived the PGF of the queue length and the LSTs of the workload and
waiting time.
41
A net work queueing system is a multiserver queueing system which contains many
queues. The number of queues contain in a communication network forms a network
queue. The term network of queues describe the situation where the input for one
queue is the output from one or more other queues. For instance, a computer system
is a multiple resource system. It has main memory, virtual memory, co-processors,
input-output devices, etc. There may be a queue associated with ea^h of these re-
sources. Thus a computer system is a network queue. The central server network
queue consists of a CPU and a storage unit it can input devices to access it. The task
the CPU performs are queued on different criteria. Also, the storage unit could have
their own individual queues. The queues tend to be ordered in a number of ways and
they can be executed either one by one serial basis or bit by bit by time sharing. It is
not always necessary to treat the customers in the queue equally. A priority queueing
system may often used to give some job preferential treatment. Hence the central
server net work communication system forms a network queue. A network queueing
system constitute a central tool in modelhng and performance analysis of telecommu-
nication and computer systems. The technological innovations have created tremen-
dous growth in new types of communication system. The quality of service became
most important in a communication service to stay competitive and profitable, which
can be achieved through the mathematical analysis of network queues arises in the
communication system. In the second half of twentieth century, KIeinrock(1975) ap-
plied queueing theory to network system to model data communication system, which
in fact, become the root cause of the growth of network communication system. The
use of queueing theory for the evaluation of computer performance began around 1970.
42
A queueing network is said to be open if customers enter from outside the net
work, circulate among the service centers (or queues or nodes) for service, and depart
from the network after the service. That is, an open queueing network can receive
customers from outside the network. In the case of closed network a fixed nmnber
of customers circulated indefinitely among the queues and no arrivals from outside
of it. A network queue is said to be mixed if some customers enter from outside the
network and eventually leave and if some customers always remain in the network.
The article by Ja£kson(1954) related to the queueing model for the overhaul of
aircraft engineers was the foundation of network queueing system. Jackson(1957)
considered a more general network of queues which is known as Jackson network and
introduce the famous result, called Jackson theorem, for the system state probabilities.
It is also known as the fundamental result of the queueing theory. A mathematical
foundation for the analysis of queueing networks are due to Whittle( 1967,1968) and
Kingman(1969), they treated the queues in the terminology of population process.
Lemoine(1977) considered a network queue and proved the Jackson theorem by using
the concept of partial balance. A generalization to Jackson's theorem is given by
Goodman and Massey(1984). They have also obtained the result which characterize
the behaviour of Jackson's network. Martin(2001) considered a Jackson-type network,
each of whose nodes contains N identical channels with a single server and discussed
the point processes of arrivals and departures at a channel when the networks are in
equihbrium. Foley and McDonald(2005a,b) Considered a modified, stable, two node
Jaxikson network where server 2 helps server 1 when server 2 is idle. Weiss(2005)
studied a Jackson network in which some of the nodes have an infinite supply of
work.
Weber(1979) studied Poisson network queueing system and showed that the final
43
departure process is independent of the order of channels for an arrival process. Box-
enia(1986) considered network queue and reviewed the result relating to two queues
on server and two parallel queue with single server. Chen(1989) analyzed two sin-
gle server tandem queues, the first being an M/D/1 queue and the second having
an exponential service time and showed that the two queues and sojourn times and
not independent. Sung-Seok Ko and Serfozo (2004) studied the response times in
M/M/s fork-join networks and obtained the a closed-form formula for approximat-
ing the distribution of the network's response time (the time to complete a job) in
equihbrium.
discrete time queueing branches, which provide suitable models for the analysis of
data traffic in computer conmaunication system. Leskela (2006) considered a simple
network model for distributed admission control and .studied how the lack of complete
state information affects the system performance.
A survey on Jackson's network by Lemoine(1977, 1978) pomts out the limitation
of classical work on network queueing. Disney and Koning(1985) give an exhaustive
survey of random process in queueing networks. A survey of performance evalua-
tion of data communication system can be seen in Reiser(1982), Walrand(1988,1990)
and Kobyashi and Mark(1997). A review of queueing network models in computer
system design can be seen in the books by Gelnbe and Mitrani(1980), Gelnbe and Pu-
jolle(1987) and Saur and Chandy(1981). Other major contributions are Kelly(1979),
Whitt(1983b,1984a), Anatharaman et al.(1993) and Dai(1996).
A queueing scheme in which certain customers are given more preference to others
is called priority queues. A priority customer is always served before a non-priority
customer. That is in a priority queueing system, a customer with highest priorities
are selected for service a head of those with lower priorities, independent of their
time of arrival into the system. For example, if a patient arriving to a hospital need
emergency treatment to save his life get immediate service with a higher priority over
elective patients irrespective of their time of arrival. The two basic classes of priority
polices are the preemptive-resume policy and the non-preemptive priority policy.
The queueing system with priority scheme has been considered by many re-
searchers in different context. Jaiswal(1968) has given a detailed discussion on prior-
ity queues. Phipps(1956) considered a machine repair problem in which priority for
the given imit is assigned according to some measure of the length of time needed to
45
serve that unit. Scharge and Miller(1966) considered an M/G/1 queue with priority is
assigned on the basis of shortest processing time. Miller(1981) considered M/M/1 pri-
ority queues and obtained steady state probabihties. Katayama and Takahashi(1992)
presented an analysis of two class priority queues with Bemoulh schedules of param-
eter and class-dependent set up times and optional generating functions of the joint
queue length process and obtained Laplace transform of the waiting time distribu-
tion. Deng and Tan (2001) considered a single-server two-queue priority system with
changeover times and switching threshold. They have assumed that the arrivals axe
Poisson, service times and changeover times are independent and exponentially dis-
tributed, and obtained the steady-state joint probability generating function of the
lengths of the two queues by using an analytic method. Harison(2002) considered
response time in M/M/1 queue with aging priority and obtained response time prob-
abihty distribution via Laplace transform. Mandjes and Van Uitert(2005) Considered
a two-node tandem queue, feed by a large number of Gaussian inputs in which they
also discussed a model for a single node, equipped with a priority scheduhng policy
and showed that the analysis of the tandem queue directly carries over to this priority
queueing system.
A telephone caller repeats his calhng after a random interval of time, if the dialed
number gets a busy signal. The repeated attempt to the telephone call is the result
of failure in the previous attempt. A queuing system with this behaviour is called
retrial queueing system. In a retrial queueing process the customers arrived to the
busy system have to leave the service location and trying to enter the system after
a random interval of time. The application of such systems are widely find in the
computer system and communication networks.
46
Cohen(1957) was the first to consider an M/M/1 retrial queue in the steady state.
The credit of first result on M/G/1 retrial queues goes to Keilson et.al(1968) for
anlysing the system by using supplementary variable technique. They obtained dis-
tribution of channel state and number of customers in orbit in the steady state. Ar-
talejo and FaUn(1994.b) used the property of decomposition for deriving an expUcit
formula for moments of the number of customers in the orbit. An approximation
procedure for the calculation of steady state queue size distribution of an M/G/1 re-
trial queue is considered by Yang et.al(1994). Kulkarni and Liang(1997) considered a
revisited retrial queueing system. Numerical analysis of multiserver retrial queues op-
erating under a full access policy is considered by Artalejo, Gomez and Neuts(2000).
Chakravarthy and Dudin (2002a)discussed a multi server retrial queue with batch
markovian arrivals and batch service. A single server retrial queueing model with
batch arrival and bulk service is considered by Chakravathy and Dudin(2002b) and
obtained steady state distribution of system performance and virtual waiting time dis-
tribution. Lopez-Herrero (2002) obtained the distribution of the number of customers
served during the busy period of an M/G/1 retrial queue. Atencia and Moreno(2006)
considered a discrete-time Geo/G/1 retrial queue with the server subject to start-
ing failures and have obtained performance measures of the system in steady-state
and stochastic decomposition laws. For more results on retrial queue see Falin and
Templeton(1997) and Artelejo(1999a,b). references.
The mass transportation process hke bus, train, aeroplane, ship, elevator, etc. are
the examples of single server batch service queueing system with finite capacity. If
the number of passengers exceeds the ceiling Umit of its capacity, an additional ve-
hicle or trip has to be arranged to resolve the problem of travelling with respect to
47
the demand. Such situations confronted in our practical Ufe can be modelled and
analysed with the help of a queueing system with control limit policies. In general,
one cannot control the arrivals to the system, however, a control can be designed by
regulating service mechanism. The procedure of controlling a queueing system by
control limit poUcy include the choice of state dependent service rate, specification
of Umits to begin and stop services, suitable choice of vacation scheme to the servers
and assigning cost structure to holding customers in the queue and service, etc. This
technique can be successfully utihzed in single service as well as batch service queue-
ing systems. The optimal flow control in queueing network has wide application in
computer communication network.
In the queueing system under N-policy the server commences service only when the
queue size reaches at least N(iV > 1). The server serves the customer either one by one
or in batches until the system becomes empty or below a specified level(quorum). In
each time, when the system becomes empty or below the quonun size, the server waits
until the queue size become at least N to commence the service. If the server continue
the service until the system become empty is called N-poUcy with exhaustive service.
The first approach to the analysis of a queueing system with N-policy without vacation
was due to Yadin and Naor(1963). An M/G/1 queueing system under the control
parameter N has been examined by Heymaji(1968). He describes that the server
shutdown the system as soon as all the customers in the queue are served and turn on
when the queue size reaches to the limit N. A cost structure for holding customers in
the queue and service also included in the analysis. Bhom(1992) analysed an M/G/1
queue with N-policy and derived transient distribution of the queue length. An infinite
buffer G/M/1 queueing with N-policy was considered by Zhang and Tian(2004) and
obtained system characteristics through embedded markov chain method.
In a queueing system with T-policy, the system turn off for a fixed period of time T,
48
at the service completion epoch of all customers present in the system. Heyman(1968)
considered an M/G/1 queueing system under the T-poUcy. An M/M/1 queueing
system with control limit policies and exponential start up time is considered by
Baker(1973). His policy is to turn oflF the system and withdraw the server when the
system is empty and turn on the system when the system size reaches to quorum level
a. He obtained steady state probabihty distribution and average system size.
In a queueing system with D-policy, after the service completion of all the units
in the system, the server re-opens as and when the total accumulated work load ex-
ceed the critical level D.The D policy was first studied by Balachandran(1973). Bal-
achandran and Tijms(1975), Boxma(1976) Sivazalin(1979) Artilejo(2001,2002), etc
have studied M/G/1 queueing system with D-pohcy. Dshalalow(1998) considered the
queueing process in a class of D-policy models with Poisson bulk input, general service
time, and foiu: different vacation scenarios, aimong them a multiple vacation, single
vacation and idle server. The system is analyzed based on the theory of fluctuations
and derived the stationary distributions for the embedded and continuous time pa-
rameter queueing processes in closed analytic forms. Lee and Beak(2005) considered
queue length of the queueing system with BMAP arrivals under D-policy.
Naor(1969) analysed a control limit poUcy by assigning cost to a customer stay-
ing in a queue per unit time. The cost structure like holding costs of customer in
queue and service, start up and shutdown costs are considered by Sobel(1969) in sin-
gle server queueing system. Deb and Serfozo(1973) considered M/G{Q, oo)/l system
with start up cost and holding cost and he obtained optimal value for Q. Bell(1975)
discussed average cost criterion in the optimality problems. In an optimal control
hmit poUcy by Weiss(1979) obtained expression for average long run cost peer unit
time and for Q in M/G{Q < oo)/l system by using renewal theory. Szarkowicz and
Knowles(1985) considered optimal control hmit poUcy of an M/M/C queueing system
49
and showed that the control limit policy is optimal under less restricted conditions.
Tijms(1986) considers control limit poUcy in queueing theory and describes an al-
gorithmic approach to analysis control models. Aalto,Samuli(2000) considered the
optimal control problem of certain batch service queueing systems with compound
Poisson arrivals and linear holding costs. He obtained the optimum results for the
queueing system with finite server capacity. Baburaj and Manoharan(2004) discussed
the optimal control limit of a single and batch service M/G/1 queue by considering
the expected continuously discounted cost fimction.
In this thesis the analyze single server bulk service queues under diflFerent control
limit policies have been analysed. The essence of control limit poUcies Ues in the
ability to control the queues so that the system can be managed more efficiently.
The state dependent service rates, control limits to start and stop services and va-
cation poUcy are adapted for the analysis of the queues. Bailey(1954), Neuts(1967),
Chaudhry and Templeton(1972), Medlii(1975), etc. have considered single server
bulk service queueing system among other researchers. The controllable queueing
systems have been considered by many researchers including Yadin and Naor(1963),
Heyman(1968), Sivazlian(1979), Bell(1980), Rhee and sivazlian(1990), Baburaj and
Manoharan(1997a,b), Baburaj (2000), etc. Bell(1980) considered the optimal opera-
tion of an M/M/2 queue with removable servers. Rhee and SivazUan(1990) considered
a controllable M/M/2 queue under the triadic (0,K,N,M) policy. An M/M/1 queue
under the poUcy(M,N) is considered by Bhom and Mohanty (1993). Baburaj and
Manoharan(1997a) considered a two server bulk service queueing system where the
number of servers can be adjusted depending on the queue size. Baburaj(2000) con-
sidered a controllable bulk service queueing system under the policy (K,N,M), where
the arrival process is Poisson and two servers are in the system. In that model, if the
system size is not more than N, then server-I serves them altogether in a batch. If
the system size is more than N, then server-I serves N units in a batch and from the
remaining, server-II serves a maximum of (M-N) units in a batch according to FCFS
rule and if after a service completion epoch, server-II finds less than K(K<N) imits
in the queue, then he stops service and there will be only one server available in the
system. He obtained expected waiting time in the queue, the transient and steady
state distributions of the system size.
In most of the single server bulk service queueing systems, usually a control can
51
be made by introducing certain control limits to begin and stop services. Neuts(1967)
considered a single server bulk service model with general bulk service rule, where
the server starts service only when a specified number of imits are present in the
queue and serves a maximum of its capacity and, if after a service completion epoch,
the queue size is less than the specified limit then the server stops service. Here, a
new control limit poUcy is introduced by adding one more control limit in the general
bulk service model. It makes the model more general. Also, the service rates axe
assumed to be state dependent. In this study, a single server bulk service queue
with Markovian arrival and service time distribution under the poUcy (a,c,oo) with
state dependent service rates is considered first. Then, an M/M/1 bulk service queue
under the poUcy (a,c,d) with state dependent service rates is studied. These models
are analysed and obtained transient and steady state distributions of the system
sates and performance measmres. Queueing system with general bulk service rule has
many concrete apphcations and also has the capabiUty to narrate certain real life
situations. The operations of stochastic clearing system, unscheduled shuttle system,
traffic systems, inventory and storage problems are some of the examples for bulk
service queues. Here, a queueing model with general service time distribution under
the pohcy (a,c,d) is studied by using supplementary variable techniques and obtained
the performance measures.
In a queueing system with sever vacation the server activity is divided exclusively
between service of primary customers and vacation period. The server utilizes va-
cation period for completing some pending work hke repairing of machine or service
of the secondary customers and during this time the server is not available to the
primary customers. After returning from the vacation the server resumes service, if
the number of primary customers arrived to the system reaches to the limit specified
by the service rule. Certainly, the queueing system with server vacation is also a sort
52
of control limit policy similar to the queueing system with N-pohcy. M/G/1 bulk
service queueing system with vacation is considered by many researchers in the past
see Jacob and Madhusoodanan(1988), Lee et al(1992), Dashalow and Yellen(1996),
Lee et al(1996), Madan et al.(2005),Gupta and Sikdar(2004), Sikdar and Gupta(2002,
2005) etc. Jacob and Madusoodanan investigated the finite capacity M/G"'*/! queue-
ing system with multiple vacation using the theory of regenerative process. Lee et
al.(1992) analysed an M/G^/l model with single vacation to the server. Sikdar and
Gupta (2002) considered the general bulk service model M/G"'*/! with single va-
cation. They have analyzed the model using supplementary variable technique and
obtained relationships between the queue length distribution at arbitrary, service ter-
mination and vacation termination epochs. Here, in this study, the vacation to the
server is introduced in the model M/G/1 bulk service queueing system under the
poUcy (a,c,d) with state dependent service rates. The model is analysed by using the
supplementary variable technique and obtained the performance measures.
A batch service queueing system, wherein the late entries are allowed to join the
on going service batch till the size of the batch attain certain preassigned limit or the
service of the on going batch is over, is called the bulk service queueing system with ac-
cessibility to batch service. The service batch which allows the late entries to join the
on going service is called accessible batch. Otherwise it is called non accessible batch.
The queueing system with accessibility to the ongoing service have been considered
by Gross and Harris(1985), Chiamsiri and Leonard(1981), Sivasamy(1986,1990) and
Baburaj(1999b). Sivasamy(1990) considered M/M'^'''/l model with accessible Umit
d, {a <d <b). In that model, the arriving customers are allowed to enter the ongoing
service batch till the accessible hmit is reached or the service is over. Baburaj(2000)
considered a single and batch service system with an accessible and non-accessible
batches. In this study, the concept of accessibility to the batches of ongoing service
53
is introduced in the M/M/1 queueing model under the poUcy (a,c,d) and obtained
expression for its performance measures.
In a single and batch service queueing system the server renders either a single ser-
vice or a batch service depending on the queue size. This is also another technique in
the direction of controlling a queueing system. A single server queueing system under
single and batch service scheme have considered by Manoharan(1990), Ushakumari
and Krishnamoorthy(1994), Baburaj and Manoharan(1997b), Baburaj( 1999a), Babu-
raj and Manoharan(2004). Here, in this study, an M/M/1 single and batch service
queueing system under the pohcy(a,c,d) is considered and obtained its performance
measures.
This thesis consists of seven chapters. The first chapter includes introduction
to the queueing theory, a brief survey on the history of queues and an over view
of the thesis. The second and third chapters axe devoted to Maxkovian queues and
the fourth chapter considers a queueing system with Markovian arrival and general
service time distribution. In chapter 5, vacation to the server is introduced in the
model discussed in chapter 4. In chapter 6, the concept of accessibiUty is introduced
to the model discussed in chapter 3. A single and batch service queueing system under
the poUcy(a,c,d) is analysed in chapter 6. Finally a concluding remarks is given.
In chapter 2, 3,and 4 a single server batch service queueing system with state
dependent service rates are discussed. Chapter 2 explains a bulk service queue under
the pohcy (a, c,oo ) with state dependent service rates. The arrival process is assumed
to be Poisson with parameter A and the arrivals are served by a single server in batches
with two service rates according to the control limit policy (a, c,oo). The server begins
service only if the queue size is at least 'c' and serves them altogether in a batch
according to an exponential distribution with rate fii, (called usual service or type-I
service). The server continue to serve even when the queue size is less than 'c' but not
54
less than a secondary limit 'a' after a service completion epoch, but with a different
service rate ^2, (called special service or type-II service). The server becomes idle if
the queue size is less than 'a', after a service completion epoch. The transient and
steady state behaviour of the model is considered and obtained expUcit expressions for
the steady state probability distribution, expected queue length, expected busy period
and expected waiting time in the queue. The optimality problem is also discussed
and illustrations are given with numerical examples.
A single server bulk service queue under the policy (a,c,d) with state dependent
service rate is considered in chapter 3. The arrival and service time distributions are
assumed to be Markovian . The server renders batch service with maximum capacity
d according to FCFS rule under the poUcy (a,c,d). The service rule is assumed to
operate as follows: if the system size is less than c, the server will be idle. The server
begins service if the system size is at least c and serves a maximum of d imits in
a batch with rate /xi. This service may be called type-I service. If after a service
completion epoch, the queue size is less than c and not less than a secondary limit a,
then the server continues the batch service but with a different service rate /X2, called
type-II service. The server becomes idle if the queue is less than a, at the service
completion epoch. The transient and steady state behaviour of the model is studied
and obtained explicit expressions for the steady state probabilities, expected queue
length and busy period distributions. An optimality problem is discussed using the
expected cost function. A numerical illustration is also given.
and continues the batch service even when the number of units in the queue is less
than c and not less than a secondary limit a. (a < c < d), but with a different
service time distribution B2{.) with mean —, ( called type-II service), after a service
completion epoch. The server becomes idle if the queue size is less than a, after a
service completion epoch. The steady state probabihty distribution of the system,
expected queue length, waiting time distribution in the queue, etc., are studied and
explicit expressions are obtained for the performance measures.
In chapter 6, a state dependent (a,c,d) poUcy single server queue with accessible
and non accessible batches are discussed. Here, in the model discussed in chapter 3, it
is assmned that the late entries are allowed to join the ongoing type-II service as long
as the number of units in the batch is less than c-1. Explicit expression are obtained
for the steady state probabilities, busy period distributions, expected queue length.
56
expected waiting time. Also an optimality problem using expected cost function is
discussed with a numerical example.
A single and batch service queueing system with a control hmit poUcy (a,c,d)
is considered in chapter 7. The the arrival process is assumed to be Poisson with
parameter A and are served by a single server either one at a time or in batches of
maximum size d depending on the queue size. The service rule is assumed to operate
as follows: If the number of units in the queue (n) is less than the specified limit
c, the server serves a single customer according to FCFS rule and the service time
distribution is exponential with parameter /ii. If n>c, the server serves a maximmn
of d units in a batch according to FCFS rule and the service time distribution is
exponential with parameter ^2- When a batch service is started, the server may
continue to serve in batches even when the queue size is less than the specified limit
c, but not less than a secondary limit a,(a<c < d) after a service completion epoch.
When n<a manual service or single service begins. The transient and steady state
behaviour of the model is discussed and explicit expressions for the steady state
probabihties, the expected queue length and the expected busy period are obtained.
The optimality problem is also discussed with numerical illustration.