European Journal of Operational Research 168 (2006) 100121 www.elsevier.

com/locate/ejor

Stochastics and Statistics

A geometric process model for M/M/1 queueing system with a repairable service station
Yeh Lam
b

a,b,*

, Yuan Lin Zhang c, Qun Liu

a Northeastern University at Qinhuangdao, Qinhuangdao 066004, China Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong c Department of Mathematics, Southeast University, Nanjing 210018, China

Received 3 July 2003; accepted 19 November 2003 Available online 2 July 2004

Abstract In this paper, we study a geometric process model for M/M/1 queueing system with a repairable service station. By introducing a supplementary variable, some queueing characteristics of the system and reliability indices of the service station are derived. Then a replacement policy N for the service station by which the service station will be replaced following the Nth failure is applied. An optimal replacement policy N* for minimizing the long-run average cost per unit time for the service station is then determined. 2004 Elsevier B.V. All rights reserved.
Keywords: M/M/1 Queueing system; Geometric process; Supplementary variable; The Laplace transform

1. Introduction In classical queueing models, it is common to assume that the service station is not subject to failure. However, in many real cases, the service station may experience breakdowns. Therefore, a more realistic queueing model is a model with a repairable service station. It has been developed tremendously since the pioneering work of Thiruvengadam (1963) and Avi-Itzhak and Naor (1963). The fundamental frame of a queueing model with a repairable service station can be stated as follows: assume that customers arrive according to an input process, the service times are independent and identically distributed (i.i.d.) random variables. A failed service station after repair is as good as new. Wang (1995) proposed an
Corresponding author. Address: Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong. Fax: +852 28589041. E-mail addresses: ylam@hkustasc.hku.hk (Y. Lam), orylz@hotmail.com (Y.L. Zhang), qliu@mail.neuq.edu.cn (Q. Liu). 0377-2217/$ - see front matter 2004 Elsevier B.V. All rights reserved. doi:10.1016/j.ejor.2003.11.033
*

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101

Nomenclature the ratio of GP {Xn, n = 1, 2, . . .} the availability of the service station at time t the Laplace transform of Am (t) the probability that the service station fails at time t  the Laplace transform of Am t the ratio of GP {Yn, n = 1, 2, . . .} the ith busy period in GP M/M/1 model with distribution Bi (x) a busy period in GP M/M/1 model starting with time t with conditional distribution Bt (x) ~ a busy period in classical M/M/1 model with distribution B x, given that at the beginning the number of customer in the system is 0 or 1 ~ ~ Bi the ith busy period in classical M/M/1 model with distribution Bi x ~ n x the n-fold convolution of B x with itself ~ B ~ ~ B s the LaplaceStieltjes transform of B x c the repair cost rate of the service station C (N) the average cost under replacement policy N cp the rate of part of the replacement cost that is proportional to Z F (x) the distribution of sn F(n) (x) the n-fold convolution of F with itself, the density is f (n) (x) G (x) the distribution of vn I (t) the number of customers in the system at time t J (t) 0, if the service station is operating at time t, 1 otherwise K (t) the number of failures of the service station by time t mf (t) the rate of occurrence of failures at time t with the Laplace transform m s f Mf (t) the expected number of failures of the service station by time t N the replacement policy by which the service station is replaced following the Nth failure N* an optimal replacement policy of N p a root of quadratic equation (3.31) pijk (t, m) the probability that the state at time t is (i, j, k) with the Laplace transform p s; m ijk q another root of quadratic equation (3.31) Qt the waiting time in the queue for a new arrival at time t Qt (x) the distribution of Qt r the operating reward rate of the service station R the basic replacement cost of the service station St the waiting time in the system for a new arrival at time t St (x) the distribution of St Tm the time to the rst failure of the service station Tm (x) the distribution of Tm with the LaplaceStieltjes transform T s m Vi the ith idle period in GP M/M/1 model Xn the operating time of the service station after the (n 1)th repair Xn (t) the distribution of Xn n X k1 x the convolution of distributions Xk + 1 (x), . . ., Xk + n (x) Yn the repair time of the service station after the nth failure Yn (t) the distribution of Yn a Am (t) A s m  Am t  A s m b Bi Bt ~ B

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n Y k1 x the convolution of distributions Yk + 1 (x), . . ., Yk + n (x) Z the replacement time of the service station a the parameter in the distribution of X1 b the parameter in the distribution of Y1 k the parameter in the distribution of mn l the parameter in the distribution of vn mn the interarrival time between the (n 1)th and nth customers s the expected replacement time E (Z) vn the service time for the nth customer

M/M/1 queueing model with service station breakdowns. By using Markov renewal process, Cao and Cheng (1982) investigated an M/G/1 queueing model with a repairable service station by assuming that the operating time of the service station has an exponential distribution and its repair time has a general distribution. Thereafter, Tang (1996) also studied the downtime of the service station in the M/G/1 queueing system with repairable service station. The study of a queueing model with repairable service station is an important interdisciplinary topic in queueing theory and reliability theory, because it considers not only the queueing characteristics for the queing system but also the reliability indices for the service station (see Neuts and Lucantoni (1979), Aissani and Artalejo (1998) for more references). However, in the study of a queuing model with a repairable service station, the assumption that a failed service station after repair will be as good as new, i.e., a repair is perfect is usually not realistic. In practice, because of accumulated wearing and ageing eect, most of practical systems are deteriorating, so are most of service stations. This means that the successive operating times of the service station after repairs will be decreasing, while the consecutive repair times after failures will be increasing. Therefore a more direct and more reasonable approach is to study a monotone process model for a repairable service station in a queueing system. To begin with, we state the denition of stochastic order here. Denition 1. Given two random variables X and Y, X is said to be stochastically larger than Y or Y is stochastically less than X, if P X > z P P Y > z for all real z: It is denoted by X P st Y or Y 6 st X (see e.g., Ross (1996)). Furthermore, we say that a stochastic process {Xn, n = 1, 2, . . .} is stochastically increasing (decreasing) if Xn + 1 P st ( 6 st)Xn for all n = 1, 2, . . .. As a simple monotone process, Lam (1988a,b) introduced the geometric process. Denition 2. A sequence of random variables {Xn, n = 1, 2, . . .} forms a geometric process (GP), if there exists a real a > 0 such that {an 1Xn, n = 1, 2, . . .} forms a renewal process. The real a is called the ratio of the GP. Clearly, GP is a generalization of renewal process. It is also a simple monotone process. In fact, a GP is stochastically increasing, if 0 < a 6 1, and stochastically decreasing if aP1. If a = 1, the GP will reduce to a renewal process. The GP has been satisfactorily applied to the maintenance problems for a one-component system and a two-component series, parallel and cold standby systems (for reference, see Lam (2003), Zhang (1994b, 1999), and Lam and Zhang (1996a,b). Furthermore, Lam (1992b), Lam and Chan (1998) and Lam et al. (2004) had applied the GP to analysis of data with a trend from a series of events. For more applications of GP, see Lam et al. (2002), Zhang et al. (2001), Zhang (2002), Lam and Zhang (2003), Sheu (1999), Perez Ocon and Torres-Castro (2002) for reference.

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In this paper, we study a GP model for M/M/1 queueing system with a repairable service station. The model is formulated in Section 2, We assume that the successive operating times of the service station form a decreasing GP, while its consecutive repair times constitute an increasing GP. In Section 3, the busy period, the probability that the service station is idle, the probability mass function and the distribution of the waiting time are studied. Moreover, some reliability indices of the service station including the mean time to the rst failure, the availability and the rate of occurrence of failures are considered in Section 4. In Section 5, a replacement policy N by which the service station will be replaced following the Nth failure is introduced, then an optimal policy N* for minimizing the long-run average cost per unit time is determined explicitly.

2. A GP model for M/M/1 queueing system A GP model for M/M/1 queueing system with a repairable service station is introduced by making the following assumptions. Assumption 1. At the beginning, a queueing system with a new service station and one repairman is installed, and there are m (P 0) customers in the system. Assumption 2. Assume that the number of arrivals forms a Poisson process with rate k, so that the successive interarrival times {mn, n = 1, 2, . . .} are i.i.d. random variables each having an exponential distribution Exp(k) with distribution F x P mn 6 x 1 ekx ; xP0

and 0 otherwise. The customers will be served according to rst in rst out service discipline. Furthermore, the consecutive service times {vn, n = 1, 2, . . .} are also i.i.d. random variables each having an exponential distribution Exp(l) with distribution Gx P vn 6 x 1 elx ; xP0

and 0 otherwise. Assume that l > k. Assumption 3. Whenever the service station breaks down, it is repaired immediately by the repairman. During the repair time, the system is closed so that no new arrival will be able to join the system. In other words, no more customers will arrive. However, the customers waiting in the system will remain in the system, while the service to the customer being served will be stopped. The system will be recovered after completion of the repair, this means that the service station restarts its service to the customer whose service was stopped due to failure of the service station with the same exponential distribution Exp(l), and new arrival will be able to join the system. If there is no customer in the system, the service station will remain in the operating condition. Assumption 4. Let Xn, n = 1, 2, . . ., be the operating time of the service station after the (n 1)th repair, and let Yn, n = 1, 2, . . ., be the repair time of the service station after the nth failure. Then {Xn, n = 1, 2, . . .} forms a decreasing GP with ratio aP1. Moreover, Xn has an exponential distribution Exp (an 1a) with a > 0 and distribution X n x P X n 6 x 1 expan1 ax xP0

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and 0 otherwise. On the other hand, {Yn, n = 1, 2, . . .} follows an increasing GP with ratio 0 < b 6 1, and Yn has an exponential distribution Exp (bn 1b) with b > 0 and distribution Y n x P Y n 6 x 1 expbn1 bx; and 0 otherwise. Assumption 5. The sequences {mn, n = 1, 2, . . .}, {vn, n = 1, 2, . . .}, {Xn, n = 1, 2, . . .}, and {Yn, n = 1, 2, . . .} are all independent sequences of independent random variables. 2.1. Remarks (1) Assumption l > k makes the M/M/1 queueing system a real queue, otherwise the length of the queueing system might tend to innity. (2) Assumption 3 is reasonable. For example, consider a computer network system in which several workstations are connected together to form a local area network as a system, and a printer is the service station. Whenever a workstation needs to submit a print job that will queue up as a customer in the system. If the printer breaks down due to cut supply of power or short of ink, it will be repaired, while the job being printed for an earlier part of printing time will be stopped, and the printer will close such that any new print job will be rejected. In other words, no more customer will arrive. However, the print jobs already submitted will remain in the system. After completion of the repair, the printer will resume the job, and the system will be recovered. Because the exponential distribution is memoryless, the later part of the printing time (the residual service time) for the job stopped when the printer breaks down will have the same distribution Exp(l). (3) Assumption 4 just means that the service station is deteriorating. This is a GP model introduced by Lam (1988a,b). Now, the system state (I (t), J (t)) at time t is dened in the following way: I (t) = i, if at time t, the number of customers in the system is i; J (t) = 0, if at time t the service station is operating, i.e., is in an up state, and J (t) = 1, if at time t the service station breaks down, i.e., is in a down state. Then, the state space is X = {(i, j), i = 0,1, . . .; j = 0,1}, the set of up states is U = (i,0), i = 0,1, . . ., and the set of down states is D = {(i,1), i = 1, 2, . . .}. Clearly, the stochastic process {(I (t), J (t)), t P 0} is not a Markov process. Now, we shall introduce a supplementary variable K (t) such that if the number of failures of the service station by time t is k, then Kt k; k 0; 1; . . . : xP0

Afterwards, the process (I (t), J (t), K (t)), t P 0 will be a three-dimensional continuous-time Markov process. Since the system state at time t = 0 is (I (0), J (0), K (0)) = (m,0,0), the probability mass function of the Markov chain at time t is the transition probability from (I (0), J (0), K (0)) = (m,0,0) to (I (t), J (t), K (t)) = (i, j, k), it is given by pijk t; m P fIt; J t; Kt i; j; kjI0; J 0; K0 m; 0; 0g with i 0; 1; . . . ; j 0; k 0; 1; . . .

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or i 1; 2; . . . ; j 1; k 1; 2; . . . By applying a classical probability analysis, it is straightforward to derive the following dierential equations: d p t; m kp00k t; m lp10k t; m; dt 00k k 0; 1; . . . ; i 1; 2; . . . ; 2:1 2:2

d p t; m k l api00 t; m kpi100 t; m lpi100 t; m; dt i00

d p t; m k l ak api0k t; m kpi10k t; m lpi10k t; m bk1 bpi1k t; m; dt i0k i 1; 2; . . . ; k 1; 2; . . . ; d p t; m bk1 bpi1k t; m ak1 api0k1 t; m; dt i1k The initial conditions are pi00 0; m dmi ; pijk 0; m 0; i 0; 1; . . . ; j 0; 1; k 1; 2; . . . ; i 1; 2; . . . ; k 1; 2; . . . :

2:3 2:4

2:5 2:6

where dmi is the Kronecker d dened by & 1; i m; dmi 0; i 6 m: Let Z 1 p s; m est pijk t; mdt ijk
0

2:7

be the Laplace transform of pijk (t, m). Then by taking the Laplace transform on the both sides of (2.1)(2.4) with the help of initial conditions (2.5) and (2.6), it follows that: s kp s; m lp s; m d0k dm0 ; 00k 10k k 0; 1; . . . ; i 1; 2; . . . ; 2:8 2:9

s k l ap s; m kp s; m lp s; m dmi ; i00 i100 i100 s k l ak ap s; m kp i0k i1 i 1; 2; . . . ; k 1; 2; . . . ;

0k s; m

lp i1

0k s; m

bk1 bp s; m; i1k 2:10

s bk1 bp s; m ak1 ap s; m; i1k i0k1

i 1; 2; . . . ; k 1; 2; . . .

2:11

3. Some queueing characteristics of the system 3.1. The distribution of busy period It is well known that a busy period is a time interval that starts when the number of customers in the system increases from 0 to nonzero, and ends at the time whenever the number of customers in the system

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reduces to 0. In classical model for M/M/1 queueing system (or simply the classical M/M/1 model) in which the service station is not subject to failure, assume that at the beginning there is no customer or just 1 cus~ ~ ~ tomer in the system, let Bi be the ith busy period. Then it is well known that fB1 ; B2 ; . . .g are i.i.d. random ~ ~ variables each having a common distribution B x P B2 6 x) with the LaplaceStieltjes transform given by q Z 1 s k l s k l2 4kl ~ ~ B s 3:1 est dB t 2k 0 and ~ EB ~ dB s 1 js0 >0 ds lk 3:2

(see e. g. Kleinrock (1975) for reference). In general, if at the beginning there are m customers in the system, ~ ~ ~ then B1 ; B2 ; . . . are still independent but the distribution of B1 is given by ~ ~ ~ ~ Bm x B B B x; 3:3 ~ ~ the m-fold convolution of B x with itself, while the distribution of Bi ; i 2; 3; . . . is still given by B (x). In the GP model for M/M/1 queueing system with a repairable service station (or simply the GP M/M/1 model), a busy period will include the total service time plus the total repair time of the service station. Let Bi be the ith busy period in the GP M/M/1 model. Then, each Bi will consist of two parts, the rst part is the ~ total service time of the service station corresponding to busy period Bi in the classical M/M/1 model, the second part is the total repair time of the service station. Consequently, by summing up the total repair time of the service station, the sum of the rst n + 1 busy periods given that the total number of repairs is k is given by
n1 X i1

Bi

n1 X i1

~ Bi

k X i1

Y i:

3:4

Pn1 ~ ~ ~ Note that the distribution of i1 Bi is given by Bm n x, the (m + n)-fold convolution of B x with itself. Now, denote the convolution of distributions Xk + 1 (x), . . ., Xk + n (x) by X k1 x X k1 X k2 X kn x; and the convolution of distributions Yk + 1 (x), . . ., Yk + n (x) by Y k1 x Y k1 Y k2 Y kn x: Moreover, dene X k1 x  1;
0 0 n n

Y k1 x  1

for x P 0:

3:5

Then, we have the following result. Theorem 1. The distribution of the rst busy period B1 is given by B1 x
1 XZ k0 0 x

Y 1 x uX 1 u X 1

k1

~ udBm_1 u:

3:6

where m _ 1 maxfm; 1g.

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Proof. First assume that m > 0. It follows from (3.4) that B1 x P fB1 6 xg ( ) 1 k k k1 X X X X ~ ~ P B1 Y j 6 x; X j < B1 6 Xj
k0 1 XZ k0 0 x 0 k x j1 j1 k X j1 k k1 j1 k1 X j1

3:7

( P

k X j1

) ~ X j dBm u 3:8

Y j 6 x u;

Xj < u 6

1 XZ k0

Y 1 x uX 1 u X 1

~ udBm u:

3:9

Here (3.7) follows from (3.4). Furthermore, because at the beginning there are m customers in the system, then from (3.3) we have (3.8). On the other hand, (3.9) holds since {Xn, n = 1, 2, . . .} and {Yn, n = 1, 2, . . .} are independent by Assumption 5. Second, if m = 0, the rst busy period B1 will start when the number of customer in the system increases to 1. Then the distribution of B1 is the same as the case m = 1, and (3.6) follows. This completes the proof of Theorem 1. h The distribution of other busy period depends on the system state at the beginning of the busy period. Therefore, in general it is dierent from the distribution of B1. Assume that a busy period Bt starts at time t with state (I (t), J (t), K (t)) = (1,0,). Then the conditional distribution Bt (x) is given by the following theorem. Theorem 2. Given that a busy period Bt starts with (I (t), J (t), K (t)) = (1,0,), the conditional distribution of Bt is given by 1 h i X Z x k k k1 ~ Y 1 x u X 1 u X 1 u dB u: 3:10 Bt x
k 0

Proof. It follows from (3.4) that Bt x P fBt 6 x j It; J t; Kt 1; 0; g ( ) 1 k k k1 X X X X L L ~ ~ P B Y j 6 x; X 1 X j < B 6 X 1 Xj

k 1 XZ k 0 x x j1 j2 k X j1 k1 X j1 j2

3:11

( P

k X j1

) ~ X j dB u 3:12

Y j 6 x u;

Xj < u6

1 XZ k0 0

h i k k k1 ~ Y 1 x u X 1 u X 1 u dB u:

3:13

Here the service station after the th repair, an earlier part of operating time X + 1 was spent in the last busy period, and the later part X L of operating time X + 1 is used for giving service in the present busy period. 1 Then (3.11) follows. Because of memoryless property of exponential distribution, X L will have the same 1 distribution as X + 1 has. Thus (3.12) holds. Once again, (3.13) holds since {Xn, n = 1, 2, . . .} and {Yn, n = 1, 2, . . .} are independent. This completes the proof of Theorem 2. h

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3.2. The probability of idle service station Now, we shall derive the probability that the service station is idle. This is given by the following theorem. Theorem 3. The probability that the service station is idle is given by 1 i X Z th k k p00k t; m F n Y 1 t u F n1 Y 1 t u h i k k1 ~ X 1 u X 1 u dBmn u; k 1; 2; . . . and p000 t; m where F n x F F F x; ~ ~ ~ ~ Bn x B B B x;
k ~ are, respectively, the n-fold convolutions of F (x) and B x with themselves, and F n Y 1 x is the convolution k of F(n) (x) and Y 1 x. 1 X Z t n0 0 n0 0

3:14

~ F n t u F n1 t u eau dBmn u;

3:15

Proof. First of all, assume that m > 0 and k > 0. Since the idle period Vi and busy period Bi in the queueing system will occur alternatively, we have p00k t; m P fIt; J t; Kt 0; 0; k j I0; J 0; K0 0; 0; mg ( 1 n n X X X P B1 V i Bi1 < t 6 B1 V i Bi1 V n1 ;
n0 i1 i1

total number of repairs on the service station by time t is k

1 X n0 k X i1

( P

n X i1

Vi

n1 X i1

~ Bi Xi

k X i1

Yi < t6

n1 X i1

Vi

n1 X i1

~ Bi

k X i1

Y i; 3:16

Xi <
t

n1 X

~ Bi 6

k1 X i1

1 XZ n0 0

( P

i1 n X i1

Vi

k X i1

Yi < t u6

n1 X i1

Vi

k X i1

Y i;

k X i1

Xi < u6

k1 X i1

) ~ X i dBmn u 3:17

1 X n0

Z
0

h i k k k k1 ~ F n Y 1 t u F n1 Y 1 t u X 1 u X 1 u dBmn u:

3:18

P ~ ~ Here (3.16) follows from (3.4), while (3.17) is due to that the distribution of n1 Bi is given by Bmn x. On i1 the other hand, as {Vi, i = 1, 2, . . .} depends on {mn, n = 1, 2, . . .} only, then Assumption 5 implies that {Vi, i = 1, 2, . . .} and {Yi, i = 1, 2, . . .} are independent, hence (3.18) follows.

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Now, assume that m > 0 but k = 0. A similar argument shows that p000 t; m P fIt; J t; Kt 0; 0; 0 j I0; J0; K0 m; 0; 0g ( ) 1 n n1 n1 n1 n1 X X X X X X ~ ~ ~ Bi < t 6 Bi ; Bi 6 X 1 P Vi Vi
n0 i1

1 X n0

Z
0

i1 n X i1

i1 n1 X i1

i1

i1

V i < t u6

~ V i ; u 6 X 1 dBmn u

1 X Z t ~ F n t u F n1 t u 1 X 1 udBmn u n0 0 1 X n0

Z
0

n ~ F t u F n1 t u eau dBmn u:

3:19 h

If m = 0, then we can think B1 = 0, the proof is similar. This completes the proof of Theorem 3. In particular, it follows from (3.15) that 1 X Z t kt ~ p000 t; 0 e F n t u F n1 t u eau dBn u:
n1 0

3:20

3.3. The probability mass function pijk (t, m) Now we shall determine the Laplace transform of pijk (t, m) recursively. For this purpose, some well known results are reviewed here. Assume that X1, . . ., Xn are independent and Xi has exponential distribuPn tion Exp(ki). Then the density function of i1 X i is given by x1 x 1n1 k1 k2 kn
n n X i1 n Q

eki x ki kj
j1 j6i

for x > 0

3:21

and 0 otherwise (see Chiang (1980) for reference). In particular, if a > 1 and ki = ai 1a, then (3.21) gives x1 x 1n1 a
n
nn1 2

n X i1 n Q j1 j6i

ea

i1 ax

for x > 0

3:22

ai1 aj1 Pn
i1 X i

and 0 otherwise. Consequently, the distribution function of 0 1 X 1 x 1

n n n X BY aj1 C ai1 ax B Ce @ j1 ai1 A a i1 j1 j6i

is given by

for x P 0

3:23

Pn and 0 otherwise. However, if a = 1, then i1 X i will have a gamma distribution with, respectively, the following density and distribution functions: x1 x
n

an xn1 eax n 1!

for x > 0

3:24

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and 0 otherwise, and X 1 x

n 1 X axi eax i! in

for x P 0

3:25

and 0 otherwise. By using Theorem 3, an explicit expression for p s; m is given by the following theorem. 00k Theorem 4 8 > k >Q > > > > <
bj1 b sbj1 b k 1 P i1

0 B aik1 @
bj1 b sbj1 b k1 Q r1 r6i dk dak

1
m i1 ~ ar1 C B sa a ~ ar1 ai1 A skkB sai1 a

for a > 1; 3:26

p s; m 00k

j1

( > > > k > > 1k ak Q > : k!

j1

~ B sam ~ skkB sa

for a 1:

Proof. Assume rst a > 1, then from (3.14) and (3.23), we have Z 1 p s; m est p00k t; mdt 00k 0 Z 1 (X Z t 1 k k est F n Y 1 t u F n1 Y 1 t u
0 k X 1 u 1 XZ n0 0 su 1 n0 0

) dt
k

k1 ~ X 1 udBmn u 1 k

&Z
0

esv F n Y 1 v F n1 Y 1 vdv
k1

'

~ e X 1 udBmn u " ! n  n1 # Y 1 k X1 k k bj1 b s sk sk s bj1 b n0 j1 9 8 > >X Y Z 1 = < k1 k1 k k r1 r1 XY a a su ai1 au ai1 au ~ dBmn u e e e > > i1 r1 ar1 ai1 ar1 ai1 0 ; : i1 r1
r6i 1 X n0

k X 1 u

n n1

k Y j1

s k

b b s bj1 b 0

j1

r6i

k1 X i1

aik1 B @ 1

k 1 BY r1 r6i

C a C r1 ai1 A a
r1

1 0

esa

i1 au

~ dBmn u

k Y j1

k1 k 1 1 bj1 b X ik1 BY ar1 C X kn mn B C ~ a B s ai1 a n1 @ j1 b r1 ai1 A sb a s k i1 r1 n0

0
k Y j1

r6i

k1 k 1 ~ bj1 b X ik1 BY ar1 C B s ai1 am B C a : @ ~ s bj1 b i1 ar1 ai1 A s k kB s ai1 a r1 r6i

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For a = 1, by a similar way, it follows from (3.14) and (3.25) that Z 1 p s; m est p00k t; mdt 00k
1 XZ n0 0 0 1

&Z
0

esv F n Y 1 v F n1 Y 1 vdv

'

i k1 ~ X 1 u dBmn u " !Z n  n1 # Y k k 1 X1 1 k k bj1 b au au ~ mn e dB esu u n0 s sk sk s bj1 b k! 0 j1 e

su k X 1 u mn 1 ~ bj1 b X kn ak d k B s a 1k s bj1 b n0 s kn1 k! dak j1 ( ) & ' k k Y bj1 b ~ dk B s am ka 1 : ~ k! j1 s bj1 b dak s k kB s a

k Y

This completes the proof of Theorem 4. h Especially, for k = 0 and a P 1, from (3.26) we obtain p s; m 000 ~ B s a : ~ s k kB s a
m

3:27

On the basis of Theorem 4, we can derive the Laplace transform p s; m of p100 (t, m) directly. In fact, it 100 follows from (2.8) that p s; m 100
m ~ sk dm0 s kB s a dm0 p000 s; m : ~ l l l ls k kB s a

3:28

Furthermore, we have the following theorem. Theorem 5 p s; 0 i00 ~ kpi qi B s a lpqi pi q ; ~ lp qs k kB s a i 0; 1; . . . ; 3:29

8 pi qi sklpqi pi qB sam pim qim ~ lpq ; > ~ > lpqskkB sa > > < i 0; 1; . . . ; m 1; 2; . . . ; i 1; p s; m i00 ~ > pi qi sklpqi pi qB sam ; > ~ > lpqskkB sa > : i 0; 1; . . . ; m i; i 1; . . . where p and q are two roots of the quadratic equation lt2 s k l at k 0: Proof. Assume that m = 0, then from (2.9) we have p s; 0 i100 skla k pi00 s; 0 p s; 0; l l i100 i 1; 2; . . .

3:30

3:31

3:32

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Because the discriminant of Eq. (3.31) is positive, p and q are two distinct real roots of (3.31). Then (3.32) becomes p s; 0 pp s; 0 qp s; 0 pp s; 0 i100 i00 i00 i100 or p s; 0 qp s; 0 pp s; 0 qp s; 0: i100 i00 i00 i100 By iteration, it is straightforward that p s; 0 pp s; 0 qi1 p s; 0 pp s; 0 i00 i100 100 000 and p s; 0 qp s; 0 pi1 p s; 0 qp s; 0: i00 i100 100 000 Consequently, p s; 0 i00 ~ p i qi pqi pi q kpi qi B s a lpqi pi q p000 s; 0 p100 s; 0 ; ~ pq pq lp qs k kB s a i 0; 1; . . . 3:34 3:33

Thus (3.29) follows. To prove (3.30), consider the case m < i. By a similar argument to (3.33), from (2.9) we have ! 1 im im pi100 s; m ppi00 s; m q pm100 s; m ppm00 s; m q qpm00 s; m ppm1 00 s; m l 1 qim1 p s; m pp 00 s; m qim : m00 m1 l Therefore, we have 1 p s; m pp s; m qi1 p s; m pp s; m qim1 : i00 i100 100 000 l Similarly 1 p s; m qp s; m pi1 p s; m qp s; m pim1 : i00 i100 100 000 l 3:36 3:35

Then for the case m < i, (3.30) follows from (3.35) and (3.36) directly. On the other hand, for the case m P i, (3.30) is trivial. This completes the proof of Theorem 5. h As a result, on the basis of Theorems 4 and 5, all the Laplace transforms p s; m can be determined ijk from Eqs. (2.8)(2.11) recursively, so are the probability mass functions pijk (t, m). As an application, now we are able to determine the Laplace transform of the distribution of I (t), i.e., the Laplace transform of the distribution of the number of customers in the system at time t. In fact P It i j I0; J 0; K0 m; 0; 0
1 1 XX j0 k0 1 1 XX j0 k0

P fIt; J t; Kt i; j; k j I0; J 0; K0

m; 0; 0g

pijk t; m:

Therefore the Laplace transform of P It i j I0J 0; K0 m; 0; 0 can be determined accordingly.

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3.4. The distribution of waiting time Let Qt be the waiting time in the queue for a new arrival arriving at time t. Assume that the system state at time t is (I (t), J (t), K (t)) = (i,0,k). Then when the new arrival arrives, there are i customers in the queue and the rst one is being served. The new arrival must wait for the time until the services to these i customers are completed. As the earlier part of the service time to the rst customer was conducted before the new arrival arrives, then the total service time to these i customers since the new arrival arrives is given by Gi vL 1
i X j2

vj ;

Gi is the sum of the later part vL of the service time v1 for the rst customer and the total service time for 1 the other i 1 customers. Because of the memoryless property of exponential distribution, vL and v1 will 1 have the same exponential distribution function G (x). Consequently, the distribution of Gi will be given by Gi x G G Gx; the i-fold convolution of G with itself. Furthermore, at time t, J (t) = 0 and K (t) = k, then the service station is in an up state and the service station has been repaired for k times. To complete the services to i customers in the queue, the services may be completed in time X L , the later part of operating k1 time Xk + 1 of the service station after the kth repair, since the earlier part of operating time X L k1 has been used for service before the new arrival arrives. As a result, the event Qt 6 x is equivalent to the event Gi 6 x; Gi 6 X L : k1

In general, the services may be completed after n-time more repairs on the service station, n = 1, 2, . . ., then Pkn the real time for completion of services to these i customers is Gi jk1 Y j . Consequently, the event Qt 6 x now is equivalent to Gi
kn X jk1

Y j 6 x;

XL k1

kn X jk2

X j < Gi 6 X L k1

kn1 X jk2

X j:

Note that when the new arrival arrives, the service station has served for the earlier part of operating time Xk + 1. The later part X L of Xk + 1 is the residual operating time of the service station. Again, due to the k1 memoryless property of exponential distribution, X L and Xk + 1 will have the same distribution function k1 Xk + 1 (x). According to the above explanation, we can prove the following theorem. Theorem 6. Let the distribution of Qt be Qt (x), then Qt x Qt 0 with Qt 0
1 XZ n1 0 1 1 XX i1 x k0

pi0k t; m

(Z
0

ea au dGi u ) for x > 0; 3:37

n Y k1 x

h i n n1 u X k1 u X k1 u dGi u

P1

k0 p 00k t; m:

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Proof. For x = 0, the result is trivial. Now consider the case x > 0, we have
Qt x P Qt 6 x P Qt 0 P 0 < Qt 6 x 1 1 XX pi0k t; mP fQt 6 xjIt; J t; Kt i; 0; kg Qt 0
i1 k0

Qt 0

1 1 XX i1 k0

pi0k t; m

& 1 kn kn kn1 X  X X X ' L L L P Gi 6 x; Gi 6 X k1 P Gi Y j 6 x; X k1 X j < Gi 6 X k1 Xj Qt 0

1 XZ n1 0 1 X i1 x 1 X k0 kn X jk1

pi0k t; m

(Z

n1 x

jk1

jk2

jk2

1 X k1 udGi u
kn X jk2 x

Yj 6x

u; X L k1 e
0

Xj <

u6XL k1
1 XZ n1 0 x

kn1 X jk2

! X j dG u
i

Qt 0

1 1 XX i1 k0

pi0k t; m

(Z

ak au

dG u

n Y k1 x

) h i n n1 i u X k1 u X k1 u dG u :

This completes the proof of Theorem 6.

Now, let St be the waiting time in the system for a new arrival arriving at time t. It is equal to the waiting time in the queue plus the service time to the new arrival. Thus, by a similar argument, we can easily obtain the following theorem. Theorem 7. Let the distribution of St be St (x), then (Z ) 1 1 1 h i x XX X Z x n n n1 ak au i1 i1 S t x pi0k t; m e dG u Y k1 x u X k1 u X k1 u dG u ;
i0 k0 0 n1 0

for x > 0 and St (x) = 0 otherwise.

4. Some reliability indices of the service station 4.1. Mean time to the rst failure (MTTFF) Given that there are m customers in the system at the beginning, let Tm be the time to the rst failure of the service station, and let the distribution of Tm be T m x P fT m 6 x j I0; J 0; K0 m; 0; 0g: Then we have the following theorem. Theorem 8. The LaplaceStieltjes transform of Tm (x) is given by T s m
m ~ a asB s a : ~ s a s as k kB s a

4:1

4:2

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Proof. Once again, let Vi be the ith idle period. Note that all the busy periods prior to the rst failure are the same as that in the classical M/M/1 model. Then it follows from (4.1) that ~ T m x P fX 1 6 x; X 1 6 B1 j I0; J0; K0 m; 0; 0g ( ) 1 n n n1 X X X X ~ ~ Bi < X 1 6 Bi jI0; J 0; K0 m; 0; 0 P V i X 1 6 x;
n1 i1 i1 1 XZ n1 x 0 1 XZ n1 0 x x

4:3

Z
0

( P

i1 n X i1

~ P B1 P udX 1 u

V i 6 x u;

n X i1

~ Bi < u 6

n1 X i1

) ~ Bi dX 1 u 4:4

Z
0

~ 1 Bm uaeau du

~ ~ F n x uBmn1 u Bmn uaeau du;

where (4.3) is obtained by conditioning on the number of idle periods prior the rst failure of the service station, while (4.4) is due to (3.3). h Let the common density of mn be f (x), n = 1, 2, . . ., and let f n x dF n x f f f x dx

be the n-fold convolution of f with itself. Then by taking the LaplaceStieltjes transform of Tm (x), we have Z 1 T s esx dT m x m 0 Z 1 ~ esx 1 Bm xaeax dx
1 XZ n1 0 0 1

e Z
0

sx

&Z
0

' ~ mn1 u Bmn u aeau du dx ~ x u B

1 XZ n1 0 1

a sa

~ aBm xesax dx
m 1 X

esv f n vdv

&Z
0

~ ~ aesau Bmn1 u Bmn u du

'

~ a aB s a sa sa n1

k sk

n

o a n ~ mn1 mn ~ B s a B s a sa

m m ~ ~ ~ a aB s a akB s a 1 B s a ~ sa sa s as k kB s a

~ a asB s am : ~ s a s as k kB s a

Consequently, with the help of (3.1), the expectation of Tm, i.e., the mean time to the rst failure (MTTFF) of the service station, will be given by  Z 1 m ~ dT s m  1 B a ET m tdT m t ~ ds s0 a k1 B a 0 & q'm a k l a k l2 4kl 1 q : 4:5 a 2 2m1 km fa k l a k l 4klg

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4.2. Availability of the service station Let the availability of the service station at time t be Am t P fthe service station operates at time tjI0; J 0; K0 m; 0; 0g: Moreover, let the probability that the service station breaks down at time t be  Am t P fthe service station breaks down at time tjI0; J 0; K0 m; 0; 0g:   Now, denote the Laplace transforms of Am (t) and Am t by A s and A s respectively. Then, the folm m lowing theorem follows directly. Theorem 9 A s m
1 1 XX i0 k0

p s; m: i0k

Proof. It is clear that Am t Therefore A s m

1 1 XX i0 k0 1 1 XX i0 k0

P fIt; J t; Kt i; 0; kjI0; J 0; K0 m; 0; 0g

1 1 XX i0 k0

pi0k t; m:

p s; m: i0k

 Furthermore, due to the fact Am t Am t 1, we have 1  A s Am s : m s Thus 1  Am s s

1 1 XX i0 k0

p s; m: i0k

4.3. The rate of occurrence of failures (ROCOF) The ROCOF is one of important indices in reliability theory. Let Mf (t) be the expected number of failures of the service station that have occurred by time t, then its derivative mf t M 0f t is called the rate of occurrence of failures (ROCOF). According to Lam (1997), the ROCOF can be evaluated in the following way: 1 1 XX ak api0k t; m: mf t
i1 k0

Therefore, the Laplace transform of mf (t) is given by 1 1 XX ak ap s; m: m s f i0k

i1 k0

Since

p s; m i0k

has been determined in Section 3, we can then evaluate m s and hence mf (t) accordingly. f

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5. Optimal replacement model for service station 5.1. Long-run average cost under policy N For a M/M/1 queueing system with a repairable service station, Zhang (1994a) considered a replacement policy based on the number of customers service completed. In this section, a replacement policy N by which the service station will be replaced by a new identical one following the Nth failure is studied. We shall then make an additional assumption below. Assumption 6. Assume that the repair cost rate of the service station is c, the operating reward rate of the service station is r, and the replacement cost comprises two parts: one part is the basic replacement cost R, the other part is proportional to the replacement time Z at rate cp with E (Z) = s. Moreover, {Xn, n = 1, 2, . . .}, and {Yn, n = 1, 2, . . .} and Z are independent. Our objective is to determine an optimal policy N*, such that the long-run average cost per unit time is minimized. To do this, we say that a cycle is completed if a replacement of service station is completed. In other words, a cycle is a time interval between the installation and the rst replacement or two successive replacements. Thus the successive cycles and the costs incurred in each cycle will form a renewal reward process. Assume that a replacement policy N is applied, then by using the standard result in renewal reward process, the long-run average cost per unit time (or simply the average cost) of the service station is given by  CN the average cost incurred in a cycle the average length of a cycle
N 1 P n1 1 a N P n1

E c

N 1 P n1

Y n R cp Z r
N P

N P n1

 Xn

Xn

N 1 P n1

Yn Z

n1 c b 1 bn1 N P n1 r R cp s a 1 an1 1 an1

1 b

N 1 P n1

5:1

1 bn1

(see Ross (1996) for reference). Lam (2003) had derived the optimal policy N* for minimizing the average cost C (N). To do this, we shall rst dene an auxiliary function &N ' P k N 1 k P c r a b asaN k1 k1 : 5:2 gN R cp rsbbN 1 aaN Then it can be shown that CN 1 CN ( gN 1 )
< < > >

and g (N) is nondecreasing in N. Consequently, Lam (2003) showed that an optimal replacement policy N* for the service station is given by N minfN jgN P 1g: 5:3

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Furthermore, if g (N*) > 1, then the optimal policy N* is unique. We can also determine an optimal replacement policy N* for minimizing average cost C (N) numerically. In fact, it follows from (5.1) that for a > 1 and 0 < b < 1, we have CN
c 1bb r b2N b R cp s a1a a a1N 1 a a1N 1bb b2N b s

1 a1a

5:4

Now let C (x) be a function dened by substituting x for N in C (N). Then we can dierentiate C (x) and denote the numerator of C 0 (x) by ! ! cb2x ln b ra1x ln a b2x b a a1x s Dx 1 bb a 1a 1 bb a 1a ! ! 2x 1x cb b ra a b2x ln b a1x ln a R cp s : 5:5 1 bb a 1a 1 bb a 1a Obviously, C 0 (x) and D (x) will have the same sign. Therefore, if there exists x1 < x2 such that D (x1) < 0 and D (x2) > 0. Then, an integer N* might be found such that x1 6 N* 6 x2 for minimizing C (N). 5.2. A numerical example Now, we study a numerical example with the following parameter values: a = 1.05, b = 0.95, R = 4000, a = 0.04, b = 0.1, c = 5, r = 60, cp = 10 and s = 24. Two methods based on (5.3) and (5.5) respectively are used for nding an optimal policy N*. Method 1 Step 1. Initially set N = 1, according to (5.2) evaluate g (1) = 0.1659 < 1. Then set N = 20, calculate g (20) = 2.0233 > 1. Thus from (5.3), 1 < N* 6 20. Step 2. Reduce the range of N*. Finally nd g (13) = 1.0321 > 1, and g (12) = 0.9108. Then N* = 13 is the unique optimal policy, and C (N*) = C (13) = 22.5516 is the minimum average cost. Method 2 Step 1. Initially set N = 1, according to (5.5) evaluate D (1) = 162880 < 0. Then set N = 20, calculate D (20) = 191200 > 0. Thus, 1 6 N* 6 20. Step 2. Reduce the range of N*. Finally nd N* = 13 and C (N*) = C (13) = 22.5516 are respectively the optimal policy and the minimum average cost. The numerical results are presented in Fig. 1 and Table 1 respectively. To study the inuence of the ratio of GP on the optimal solution, we tabulate the optimal replacement policy N* and the minimum average cost C (N*) for dierent values of a > 1 and 0 < b < 1 in Tables 2 and 3, respectively. Note that the GP will become a RP when a = b = 1. In Table 2, when b and other parameters are xed, then N* is nonincreasing in a, but C (N*) is nondeareasing in a. In Table 3, when a and other parameters are xed, then N* is nondecreasing in b, but C (N*) is nonincreasing in b. According to Tables 2 and 3, we can see that the optimal replacement policy N* and minimum average cost C (N*) are sensitive to the change of a or b, when the other parameters are xed. Therefore, introducing the GP M/M/1 model is necessary and appropriate.

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60

119

50

40

30

20

10 g(N) 0

10

20

C(N)

30

10

15

20

25

30

35

N 40

Fig. 1. The plots of C(N) and g(N) against failure number.

Table 1 Results obtained from formulas (5.1) and (5.2) N 1 2 3 4 5 6 7 8 9 10 C (N) 55.9184 16.4405 0.4613 7.9821 13.0588 16.3380 18.5428 20.0526 21.0859 21.7776 g (N) 0.1659 0.1860 0.2153 0.2540 0.3025 0.3609 0.4291 0.5071 0.5947 0.6915 N 11 12 13 14 15 16 17 18 19 20 C (N) 22.2155 22.4595 22.5516 22.5228 22.3959 22.1887 21.9148 21.5853 21.2092 20.7939 g (N) 0.7970 0.9108 1.0321 1.1601 1.2941 1.4333 1.5766 1.7234 1.8725 2.0233 N 21 22 23 24 25 26 27 28 29 30 C (N) 20.3455 19.8693 19.3698 18.8509 18.3162 17.7686 17.2109 16.6456 16.0748 15.5005 g (N) 2.1748 2.3263 2.4771 2.6265 2.7740 2.9189 3.0609 3.1997 3.3347 3.4660

Table 2 Optimal N* and C (N*) obtained for dierent values of a a b=1 N* 1 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 45 32 26 23 20 19 17 16 15 15 C (N*) 35.0761 32.2986 30.1360 28.2997 26.6810 25.2184 23.8787 22.6380 21.4757 20.3931 b = 0.95 N* 18 16 15 14 14 13 13 12 12 12 11 C (N*) 29.0324 27.5395 26.1067 24.8725 23.6815 22.5516 21.4836 20.4672 19.5102 18.5799 17.7002

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Table 3 Optimal N* and C (N*) obtained for dierent values of b b a=1 N* 1 0.99 0.98 0.97 0.96 0.95 0.94 0.93 0.92 0.91 0.90 42 29 23 20 18 16 15 14 13 12 35.6186 33.3387 31.6405 30.2431 29.0324 27.9684 26.9930 26.1028 25.2884 24.5316 C (N*) a = 1.05 N* 20 18 16 15 14 13 12 12 11 11 10 C (N*) 26.6810 25.7105 24.8212 24.0138 23.2598 22.5516 21.8738 21.2616 20.6591 20.0956 19.5398

6. Concluding remarks In this paper, we study the GP M/M/1 model for a queueing system. Assume that the service station is subject to failure and a failed service station after repair is not as good as new such that the successive operating times of the service station form a decreasing GP and the consecutive repair times of the service station constitute an increasing GP. Many queueing characteristics are derived. Moreover, some reliability indices of the service station are also studied. Furthermore, a maintenance model is introduced for the service station, an optimal replacement policy is determined explicitly. This work is an interdiscipline work between queueing and reliability. It is a generalization of the existing work, as by putting a = b = 1, the GP M/M/1 model will reduce to a M/M/1 queueing model with a repairable service station in which repair is perfect. Therefore, our work should have not only theoretical interest but also some potential practical application. Although GP has been wildly applied to the maintenance problem and data analysis from a series of events with trend, this is the rst work to apply GP to a queueing system with a repairable service station. It seems that GP is a powerful tool for dealing with a deteriorating or improving system. We hope that more work on the GP will appear in the future. Finally, we note that the work in Section 5 is still true even without the exponential distribution assumption. In other words, the replacement model for the service station can be formulated by assuming that {Xn, n = 1, 2, . . .} forms a decreasing GP, and {Yn, n = 1, 2, . . .} constitutes an increasing GP without the exponential distribution assumption. Then an optimal replacement policy N* is also determined by (5.3). On the other hand, in Section 5, we only study the monotonicity of optimal policy N* on a or b while the other parameters are xed. In practice, it might be interesting to study the monotonicity of optimal policy N* on the other parameters c, r, cp, R, a, b, s. For the study of these two problems, please see Lam (2003) for reference.

Acknowledgement The authors are grateful to the referees and editor for their comments and suggestions which led to much improvement in the presentation.

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