Igor Nikolaevich KOVALENKO†
V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine
The author suggests some modifications to a first-come first-served retrial queueing (FCFS RQ) system introduced by Hungarian mathematician Laszlo Lakatos in 1994.
In particular, two models of RQ systems are introduced. In both of them, the arrival of a one server queue is a renewal process (tn) and service times of customers are independent identical distributed random variables (i.i.d.r.v.) Yn . On the arrival of a customer, a time interval Γn is reserved for its service. If the interval (tn, tn + Yn) has no common point with , then this interval is defined as Γn; otherwise, Γn is chosen as an interval situated from the right-hand side of all the Γi, i < n. The length of the interval Γn equals Yn (model 1) or a newly generated variable Y′n (model 2), whereas the left-hand side of Γn is controlled by a renewal process of orbit times.
These models seem to increase the output of the queueing system in comparison with the Lakatos-type queueing system.
Beginning with the 1950s, a new branch of queueing theory – RQ system – was introduced to the theory and engineering practice. The main peculiarity of such systems consists of the existence of a number of so-called orbits to which a rejected customer is directed so that it can make periodical attempts (retrials) until a time of vacation of the service facility. Well known monographs and surveys on retrial queues include Artalejo and Gomez-Corral (2008); Bocharov et al. (2004); Falin and Templeton (1997); Artalejo (2010) and others. As a disciple and co-author with a distinguished scientist Boris V. Gnedenko, I would like to refer to some relevant works from B.V. Gnedenko’s scientific school: Falin (2008, 2010); Afanasyeva (1984); Afanasyeva and Gnedenko (1985); Anisimov (1999); Anisimov and Artalejo (2001); Anisimov and Kurtulush (2001). Most of these works are connected to applied problems. For instance, L.G. Afanasyeva studied RQ models of aviation flows.
In 1994, the Hungarian mathematician Laszlo Lakatos, on an order from aviation traffic researcher Vaclav Ceric, introduced a new type of retrial queue (Lakatos 1994), with Markovian input and service time, constant orbit time and moreover FCFS queueing discipline. Applying a suitable embedded Markov chain, Lakatos derived an elegant ergodicity condition of this chain as follows:
where λ is the arrival rate, μ is the service rate and T is a constant orbit time of a customer.
Moreover, Lakatos derived the ergodic distribution of the embedded Markov chain (kn) denoting a queue size just before the arrival of the nth customer.
For further works by the school of Lakatos, see Lakatos (2002, 2006); Langaris (1999); Kárász and Farcas (2005); Lakatos (2018); Lakatos et al. (2013); Rogiest et al. (2006, 2007).
My disciple Elena V. Koba has investigated a number of generalizations of Lakatos-type queueing systems. She studied GI/G/1 retrial FCFS systems with generally distributed orbit times for customers. The stability conditions of such systems were derived. The main point of Koba’s argument consists of the following. Let Wn denote the waiting time of the nth customer. Then, under usual convergence conditions,
where tn are arrival epochs and Yn are service times of customers. Un is an excess of a renewal process controlling orbit intervals. Thus, one can prove that this limit is negative.
In particular, if an orbit time is a non-latticed random variable Vn, then the sequence is stable as soon as
A more general case of Markovian dependence of variables is considered as well (see Koba (2002, 2004)).
In the preceding section, Koba’s results on stability/ergodicity conditions for GI/G/1 RQ systems were outlined. It is interesting to note that in some cases, it is possible to derive elementary analytical equations for such conditions. Indeed, one such example is studied in a paper by Kovalenko (2018).
Consider a GI/G/1 FCFS RQ system with a constant orbit time T. We denote by X an interarrival time and by Y a service time. Assume that they possess complementary distribution functions (d.f.)
and
with probability density functions (p.d.f.)
and
respectively.
Consider non-negative random variables
and
Further, consider the difference
Then obviously
It is easily to show that the system is stable iff
E N < 0
We have the equations
For any x > 0, we get equations
and
Taking into account the equations for cumulative d.f. and p.d.f. of Erlangian laws, one obtains the equations
and
for any x ≥ 0.
To obtain the expressions for E N+ and E N−, it suffices to sum up these equations in x for x = kT, k ≥ 0 and x = kT, k ≥ 1, respectively.
It should be noted that infinite series like
can be computed through a term-wise differentiation of infinite series. Indeed, obviously
for any non-negative z. The j-fold term-wise differentiation in z leads to the equation
Setting z = 1, one obtains the sum Ij.
Further, we assume that the distributions A (x) and B (x) are hyper-Erlangian. This case can be easily reduced to the above-considered case. Indeed, the p.d.f. a (x) and b (x) are mixtures of some Erlangian p.d.f. e(x∣λg,lg) and e(x∣μh,mh).It is easy to see that this property implies the corresponding property of the functional N.
A Lakatos-type RQ system reflects the peculiarities of some engineering systems (Koba and Pustova 2012). Meanwhile, a negative aspect of such systems is that long intervals between service times are practically lost for the serving process; thus mean waiting time is rather long. So an idea arises naturally as follows: to combine the FCFS principle with the possibility of a partial servicing of some customers within free intervals. One of the possible disciplines leads to the following model.
Each incoming customer gets its service period on its arrival so that it cannot be changed afterwards. We denote by tn the nth arrival time provided tn < tn+1 by Yn > 0 the associated service time.
For the definiteness, assume that tn form a recurrent process; tn – tn−1 are i.i.d.r.v. with a d.f. A(x) = P{tn – tn−1 ≤ x }. Yn are i.i.d.r.v. with a d.f. B (x) = P {Yn ≤ x}. Also assume that both tn – tn−1 and Yn are positive almost surely.
In our model, each customer is serviced either immediately on its arrival, if a required time allows this, or, if not, then the customer is directed to the orbit taking the last place in the queue of “orbited” customers. The rule of reserving time for such customers is controlled by a renewal process. This will be explained later. In such cases, the service time of the customer equals Y′n, where Y′n = Yn (model 1) or Y′nis a newly generated r.v. with the d.f. B (x) (model 2).
Thus, let denote a number of customers who entered before tn and were not fully serviced before the instant tn; , where . These quantities will be interpreted in such a way that time intervals being seen from time tn are complete or residual service times of customers who are not fully served up to time tn. At last, set . In the same way, , where . Also set . Hereinafter, the lower index n relates to an arrival time, whereas the upper signs “-” and “+” relate to prearrival and postarrival moments, respectively.
The variables are adjusted to the temporary coordinate system with the origin tn. These symbols mean the variables as relating to time just after the arrival time of the nth customer instead of The dynamics of the servicing process can be described by recurrence equations enabling one to make a transfer from to and from to
Consider the “- to +” case. In any case, .If , then ; , . These equations mean that the nth customer is taken for servicing at time tn (see Figure 4.1 for example).
If or , then i, , To finish the definition, we must use a concept from renewal theory. The variables and are assumed to be defined through independent renewal processes (Unj ,j ≥ 0) for which Un0 = 0; Unj − Un,j−1 are positive i.i.d.r.v. with a d.f. C (x)=P {Unj − Un,j−1 ≤ x}, n ≥ 1. Assume that is defined. Then .
One can observe that in the case that a customer cannot be served from the very beginning, then this customer is directed to the end of the queue. Obviously, in the model introduced by Laszlo Lakatos, all the customers follow the FCFS queueing discipline.
At last, consider the to transfer. if If , then .If , for some , then .
If for some , then .
See also a paper by Koba (2017) for a special queueing retrial discipline on the Markov level. The paper considers the RQ system M/M/1/0 with combined discipline of service, namely, a customer from the orbit is served in its turn, but in case of a free channel an arrival from the original flow is serviced immediately. The author obtained the expressions for state probabilities as well as the ergodicity conditions. The system is compared with the Lakatos type system (see also Kovalenko (2015)).
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