Abstract
The research of the queuing system with renewal arrival process, infinite number of n different types servers and arbitrary service time distribution is proposed. Expressions for the characteristic function of the number of busy servers for different types of customers in the system under the asymptotic condition that service time infinitely grows equivalently to each type of customers are derived.
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Keywords
- Queuin system
- Renewal arrival process
- Different types servers
- Arbitrary service time
- Characteristic function
- Asymptotic analysis
1 Introduction
The results of research of the queuing system with infinite number of servers can be found in articles of A.V. Pechinkin [1–3], A.A. Nazarov, P. Abaev, R. Razumchik [4], B. D’Auria [5], D. Baum and L. Breuer [6, 7], J. Bojarovich and L. Marchenko [8], E.A. van Doorn and A.A. Jagers [9], N.G. Duffield [10], C. Fricker and M. R. Jaïbi [11], E. Girlich [12], A. K. Jayawardene and O. Kella [13], M. Parulekar and A. M. Makowski [14] and others.
Numerous studies of real flows in various subject areas, in particular, telecommunication flows and flows in economic systems led to the conclusion about the inadequacy of the classic models of flows of random events to real data. There is an interest in investigation of flows, in which the customers are not identical and therefore require fundamentally different services [23, 24]. The queuing systems with heterogeneous devices include systems of parallel service, which can be found in articles of G.P. Basharin, K.E. Samuylov [15], A. Movaghar [16], M. Kargahi [17], J.A. Morrisson, C. Knessl [18], D.G. Down [19], N. Bambos, G. Michalidis [20] and others. In these works, all systems have a Poisson input and exponential service time. In the papers [21, 22], systems with parallel service of MMPP and renewal arrivals with paired customers are investigated.
In this paper, we study a queueing system with renewal arrival process and heterogeneous service. The main difference between the system in the paper from the previously considered ones is that when the customer comes in the system it is marked by i-th(\(i=1,\dots ,n\)) type in order to given probabilities. Service times for customers of different types has different arbitrary distribution function.
2 Statement of the Problem
Consider the queuing system with infinite number of servers of n different types and arbitrary service time. Incoming flow is a renewal arrival process with n types of customers. Recurrent incoming flow is determined by the distribution function A(x) of the lengths of the intervals between the time of occurrence of renewal arrival process. At the time of occurrence of the event in this stream only one customer comes in the system. The type of incoming customer is defined as i-type with probability \(p_i\) \((i=1,\dots ,n)\). It is servicing during a random time having an arbitrary distribution function \(B_i\) corresponding to the type of the customer.
Set the problem of analysis of n-dimensional stochastic process \(\{l_1 (t),\) \(l_2 (t),\dots ,l_n(t)\}\) of the number of busy servers of each type at the moment t. Incoming stream is not Poisson, therefore the n-dimensional process \(\{l_1 (t),l_2 (t),\dots ,l_n(t)\}\) is non-Markov. Consider a \((n+1)\)-dimensional Markov process \(\{z(t),l_1(t),l_2(t),\dots ,l_n(t)\}\),where z(t) —the remaining time from t until the occurrence of the following event of renewal arrival process.
Denote: \(\{r_1(T),\ldots ,r_n(T)\}\) —the number of customers who have not completed service at time T and enrolled in at the time \(t,\;t<T\);
\(S_i(t)=P\{\tau _k^{(i)}>T-t\}=1-B_i(T-t)\) —the probability of non-completion of the service application type \(i,\;(i=1,\ldots ,n)\);
\(1-S_i(t)\) —the probability of completion of the service application type \(i,\;(i=1,\ldots ,n)\).
Let at the initial moment of time \(t_0<T\) the system is empty, i.e.\(l_1(t_0)=\ldots =l_n(t_0)=0.\) Then \(l_1(T)=r_1(T),\ldots ,l_n(T)=r_n(T)\). Thus to study the process \(\{l_1(t),\ldots ,l_n(t)\}\) it is necessary to investigate the n-dimensional process \(\{r_1(t),\ldots ,r_n(t)\}\) at any point of time \(t_0\le t\le T\) and put \(t=T\).
A random \((n+1)\)-dimensional process \(\{z(t),r_1(t),\ldots ,r_n(t)\}\) is a \((n+1)\)-dimensional non-stationary Markov chain. Write the system of Kolmogorov differential equations for the joint probability distribution \(P\{z,r_1,\ldots ,r_n,t\}\)
Introduce the characteristic function of the form:
where \(j=\sqrt{-1}\) – imaginary unit.
Using (1) write the system of differential equations for the characteristic function \(H(z,u_1,\dots ,u_n,t)\)
where R(z) - stationary probability distribution of the stochastic process z(t).
3 Method of the Asymptotic Analysis
3.1 Asymptotics of the First Order
We will solve the basis equation for the characteristic function (2) in the asymptotic condition that service time on appliances growths equivalently to each other, viz. \(b_i\rightarrow \infty ,\) where \(b_i=\int _{0}^{\infty }(1-B_i(x))dx,\;i=1,\dots ,n\) —the average value of the service time customer such as the i-th.
Denote
Taking into account (3) we can write (2) as
Lemma 1
Limit value function \(F_1(z,x_1,\ldots ,x_n,\tau ,\varepsilon )\) at \(\varepsilon \rightarrow 0\) has the form
where \(\lambda =\frac{\partial R(0)}{\partial z}.\)
Proof
If \(\varepsilon \rightarrow 0\) in (4), then obtain:
Then we look for \(F_1(z,x_1,\dots ,x_n,\tau )\) as
where \(\varPhi _1(x_1,\dots ,x_n,\tau )\) - the desired function.
If \(z\rightarrow \infty \) in (4), then obtain:
Expand exponents in the Eq. (8) into a Taylor series, divide the left and right side of it by \(\varepsilon \), substitute into the received expression the function \(F_1(z,x_1,\dots ,x_n,\tau )\) in the form (7) and let \(\varepsilon \rightarrow 0\):
Taking into account the initial condition \(\varPhi _1(x_1,\dots ,x_n,\tau _0)=1\) we obtain the following expression
Thus,
\(\square \)
Taking into account Lemma 1 and substitutions (3) we can write the asymptotic approximate equality (\(\varepsilon \rightarrow 0\)):
For the characteristic function of process \(\{l_1(t),\dots ,l_n(t)\}\) at \(t=T=0\) denote
The function \(h_1(u_1,\dots ,u_n)\) will be called the asymptotics of the first order for the system \( GI| GI|\infty \) with heterogeneous service.
Defenition 1
The functions
will be called the asymptotics of the first order for the characteristic function of the busy servers of any type in system \(GI|GI|\infty \) with heterogeneous service.
Consider the asymtotics of the second order for more accurate approximation.
3.2 Asymptotics of the Second Order
Consider the function \(H(z,u_1,\dots ,u_n,t)\) in the form of
Using (13) in (2) obtain the expression for \(H_2(z,u_1,\dots ,u_n,t)\):
where \(\lambda =\frac{\partial R(0)}{\partial z}\).
Substitute the following in (14):
and obtain:
Theorem 1
Limit value function \(F_2(z,x_1,\ldots ,x_n,\tau ,\varepsilon )\) at \(\varepsilon \rightarrow 0\) has the form
where \(\lambda =\frac{\partial R(0)}{\partial z}\) and functions \(f_i(z)\) are defined by the following system of equations
Proof
Desirable solution of the Eq. (16) should be like the following:
Hence taking into account \(\frac{\partial R(z)}{\partial z}+\frac{\partial R(0)}{\partial z}(A(z)-1)=0\) may earn the following system of equations for the functions \(f_i(z),\,i=1,\dots ,n\) when \(\varepsilon \rightarrow 0\):
which coincides with (18).
Expand exponents in the Eq. (16) into a Taylor series:
Substitute into received expression (19). Since \(\frac{\partial R(z)}{\partial z}+\frac{\partial R(0)}{\partial z}(A(z)-1)=0\) we can write
Using (18) we obtain the following expression:
Divide both sides of the expression (21) by \(\varepsilon ^2\) and pass to the limit provided \(\varepsilon \rightarrow 0\) and \(z\rightarrow \infty \):
Solution of the differential Eq. (22) corresponding to the initial condition \(\varPhi _2(x_1,\ldots ,x_n,\tau _0)=1\) is the function \(\varPhi _2(x_1,\ldots ,x_n,\tau )\) of the form:
\(\square \)
Taking into account the approximate equations of the form
Using (15) write expression for the function \(H_2(z,u_1,\dots ,u_n,t)\):
Then using (13) we obtain:
Denote
Then for the characteristic function of the random process \(\{l_1(t),l_2(t),\dots ,\) \(l_n(t)\}\) \(h_2(u_1,\ldots ,u_n)=Me^{j\sum \limits _{i=1}^nu_ll_i(T)}=H(\infty ,u_1,\dots ,u_n,T)\) at \(t=T=0\) and \(t_0\rightarrow -\infty \) we obtain
The expression (24) will be called the asymptotics of the second order for the system \( GI| GI|\infty \) with heterogeneous service.
4 Conclusion
In this paper, we construct and investigate the mathematical model of the queuing system with the renewal arrival process and heterogeneous service. The system under consideration is studied using asymptotic analysis. Namely, the expression for the asymptotic of the first and the second order are obtained for the characteristic function of the busy servers of each type.
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Acknowledgments
The work is performed under the state order of the Ministry of Education and Science of the Russian Federation (No. 1.511.2014/K).
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Pankratova, E., Moiseeva, S. (2015). Queueing System \(GI|GI|\infty \) with n Types of Customers. In: Dudin, A., Nazarov, A., Yakupov, R. (eds) Information Technologies and Mathematical Modelling - Queueing Theory and Applications. ITMM 2015. Communications in Computer and Information Science, vol 564. Springer, Cham. https://doi.org/10.1007/978-3-319-25861-4_19
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