Hostname: page-component-5c6d5d7d68-tdptf Total loading time: 0 Render date: 2024-08-21T09:20:56.574Z Has data issue: false hasContentIssue false

Two servers in series, studied in terms of a Markov renewal branching process

Published online by Cambridge University Press:  01 July 2016

Marcel F. Neuts*
Affiliation:
Cornell University and Purdue University

Abstract

This paper discusses the transient and limiting behavior of a system of queues, consisting of two service units in tandem in which the second unit has finite capacity. When the second unit reaches full capacity, a phenomenon termed “blocking” occurs. A wide class of rules to resolve blocking is defined and studied in a unified way.

The input to the first unit is assumed to be Poisson, the service times in the first unit are independent with a general, common distribution. When the system is not blocked, the second unit releases its customers according to a state-dependent, death process.

The analysis of the time-dependence relies heavily on several imbedded Markov renewal processes. In particular, the analog of the busy period for the M/G/1 queue is modeled here as a “Markov renewal branching process”. The study of this process requires the definition of a class of matrix functions which generalizes some classical definitions of matrix function. In terms of these “matrix functions” we are led to consider functional iterates and a matrix analog of Takács' functional equation for the transform of the distribution of the busy period in the M/G/1 model.

We further discuss the joint distribution of the queue lengths in units I and II and its marginal and limiting distributions.

A final section is devoted to an informal discussion on how the numerical analysis of this system of queues may be organized.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Avi-Itzhak, B. and Yadin, M. (1965) A sequence of two servers with no intermediate queue. Management Sci. 11, 553564.CrossRefGoogle Scholar
[2] Çinlar, E. (1967) Time dependence of queues with semi-Markovian services. J. Appl. Prob. 4, 356364.CrossRefGoogle Scholar
[3] Fabens, A. J. (1961) The solution of queueing and inventory models by semi-Markov processes. J. R. Statist. Soc. B 23, 113127.Google Scholar
[4] Hildebrand, D. K. (1967) Stability of finite queue, tandem server systems. J. Appl. Prob. 4, 571583.CrossRefGoogle Scholar
[5] Neuts, M. F. (1966) The single server queue with Poisson input and semi-Markov service times. J. Appl. Prob. 3, 202230.CrossRefGoogle Scholar
[6] Neuts, M. F. (1969) The queue with Poisson input and general service times, treated as a branching process. Duke Math. J. 36, 215232.CrossRefGoogle Scholar
[7] Neuts, M. F. (1968) Two queues in series with a finite intermediate waitingroom. J. Appl. Prob. 5, 123142.CrossRefGoogle Scholar
[8] Neuts, M. F. (1968) The joint distribution of the virtual waitingtime and the residual busy period for the M/G/1 queue. J. Appl. Prob. 5, 224229.CrossRefGoogle Scholar
[9] Neuts, M. F. (1968) A working bibliography on Markov renewal processes and their applications. Purdue Univ. Dept. of Stat. Mimeo Series 140.Google Scholar
[10] Prabhu, N. U. (1967) Transient behavior of a tandem queue. Management Sci. 13, 631639.CrossRefGoogle Scholar
[11] Pyke, R. (1961) Markov renewal processes: Definition and preliminary properties. Ann. Math. Statist. 32, 12311242.CrossRefGoogle Scholar
[12] Pyke, R. (1961) Markov renewal processes with finitely many states. Ann. Math. Statist. 32, 12431259.CrossRefGoogle Scholar
[13] Pyke, R. and Schaufele, R. (1964) Limit theorem for Markov renewal processes. Ann. Math. Statist. 35, 17461764.CrossRefGoogle Scholar
[14] Smith, W. L. (1955) Regenerative stochastic processes. Proc. Roy. Soc. A 232, 631.Google Scholar
[15] Suzuki, T. (1964) On a tandem queue with blocking. J. Operat. Res. Soc. Japan, 6, 137157.Google Scholar
[16] Teugels, J. L. (1967) On the rate of convergence in renewal and Markov renewal processes. Purdue Univ. Dept. of Stat. Mimeo Series 107.Google Scholar
[17] Yadin, M. (1965) On a Random Walk in the Positive Orthant of the Plane and the Study of Queues with Alternating Priorities. , Technion, Haifa. (In Hebrew.).Google Scholar