scholarly journals Heavy outgoing call asymptotics for MMPP|M|1 retrial queue with two way communication and multiple types of outgoing calls

2021 ◽  
Vol 21 (1) ◽  
pp. 111-124
Author(s):  
Anatoly A. Nazarov ◽  
◽  
Svetlana V. Paul ◽  
Olga D. Lizyura ◽  
◽  
...  
Keyword(s):  
Characteristic Function ◽  
Operating Time ◽  
Retrial Queue ◽  
Random Variable ◽  
High Rate ◽  
Single Server ◽  
Term Operation ◽  
Repeated Calls ◽  
Asymptotic Characteristic ◽  
Limiting Condition

In this paper, we consider a single server retrial queue MMPP|M|1 with two way communication and multiple types of outgoing calls. Calls received by the system occupy the device for operating, if it is free, or are sent to orbit, where they make a random delay before the next attempt to occupy the device. The duration of the delay has an exponential distribution. The main issue of this model is an existence of various types of outgoing calls in the system. The intensity of outgoing calls is different for different types of outgoing calls. The operating time of the outgoing calls also differs depending on the type and is exponential random variable, the parameters of which in the general case do not coincide. The device generates calls from the outside only when it does not operate the calls received from the flow. We use asymptotic analysis methods under two limit conditions: high rate of outgoing calls and low rate of serving outgoing calls. The aim of the current research is to derive an asymptotic stationary probability distribution of the number of incoming calls in the system that arrived from the flow, without taking into account the outgoing call if it is operated on the device. In this paper, we obtain asymptotic characteristic function under aforementioned limit conditions. In the limiting condition of high intensity of outgoing calls, the asymptotic characteristic function of the number of incoming calls in a system with repeated calls and multiple types of outgoing calls is a characteristic function of a Gaussian random variable. The type of the asymptotic characteristic function of the number of incoming calls in the system under study in the limiting condition of long-term operation of the outgoing calls is uniquely determined.

scholarly journals Asymptotic Analysis of the MMРР|M|1 Retrial Queue with Negative Calls under the Heavy Load Condition

2020 ◽  
Vol 20 (4) ◽  
pp. 534-547
Author(s):  
Ekaterina A. Fedorova ◽  
◽  
Anatoly A. Nazarov ◽  
Mais P. Farkhadov ◽  
◽  
...  
Keyword(s):  
Asymptotic Analysis ◽  
Retrial Queue ◽  
Load Condition ◽  
System Capacity ◽  
Stationary Mode ◽  
Single Server ◽  
Numerical Comparison ◽  
Heavy Load ◽  
Retrial Queueing System ◽  
Asymptotic Characteristic

In the paper, a single-server retrial queueing system with MMPP arrivals and an exponential law of the service time is studied. Unserviced calls go to an orbit and stay there during random time distributed exponentially, they access to the server according to a random multiple access protocol. In the system, a Poisson process of negative calls arrives, which delete servicing positive calls. The method of the asymptotic analysis under the heavy load condition for the system studying is proposed. It is proved that the asymptotic characteristic function of a number of calls on the orbit has the gamma distribution with the obtained parameters. The value of the system capacity is obtained, so, the condition of the system stationary mode is found. The results of a numerical comparison of the asymptotic distribution and the distribution obtained by simulation are presented. Conclusions about the method applicability area are made.

scholarly journals Output process of the M|GI|1 is an asymptotical renewal process

2021 ◽  
Vol 21 (1) ◽  
pp. 100-110
Author(s):  
Ivan L. Lapatin ◽  
◽  
Anatoly A. Nazarov ◽  
Keyword(s):  
Distribution Function ◽  
Service Time ◽  
Renewal Process ◽  
Retrial Queue ◽  
Arbitrary Distribution ◽  
Single Server ◽  
Output Process ◽  
Limit Condition ◽  
Repeated Calls ◽  
Number Of Customers

Most of the studies on models with retrials are devoted to the research of the number of applications in the system or in the source of repeated calls using asymptotic and numerical approaches or simulation. Although one of the main characteristics that determines the quality of the communication system is the number of applications served by the system per unit of time. Information on the characteristics of the output processes is of great practical interest, since the output process of one system may be incoming to another. The results of the study of the outgoing flows of queuing networks are widely used in the modeling of computer systems, in the design of data transmission networks and in the analysis of complex multi-stage production processes. In this paper, we have considered a single server system with redial, the input of which receives a stationary Poisson process. The service time in considered system is a random value with an arbitrary distribution function B(x). If the customer enters the system and finds the server busy, it instantly joins the orbit and carries out a random delay there during an exponentially distributed time. The object of study is the output process of this system. The output is characterized by the probability distribution of the number of customers that have completed service for time t. We have provided the study using asymptotic analysis method under low rate of retrials limit condition. We have shown in the paper that the output of retrial queue M|GI|1 is an asymptotical renewal process. Moreover, the lengths of the intervals in output process are the sum of an exponential random value with the parameter lambda + kappa and a random variable with the distribution function B(x). The results of a numerical experiment show that the probability distributions of the number of served customers in the system are practically the same for significantly different distribution laws B(x) of service time if the service times have the same first two moments.

On the first zero of an empirical characteristic function

1991 ◽  
Vol 28 (3) ◽  
pp. 593-601 ◽  
Author(s):  
H. U. Bräker ◽  
J. Hüsler
Keyword(s):  
Characteristic Function ◽  
Limit Distribution ◽  
Random Variable ◽  
Empirical Characteristic Function ◽  
The Real ◽  
Exponential Decrease ◽  
Characteristic Process

We deal with the distribution of the first zero Rn of the real part of the empirical characteristic process related to a random variable X. Depending on the behaviour of the theoretical real part of the underlying characteristic function, cases with a slow exponential decrease to zero are considered. We derive the limit distribution of Rn in this case, which clarifies some recent results on Rn in relation to the behaviour of the characteristic function.

INFORMATION AND UNCERTAINTY IN A QUEUING SYSTEM

2007 ◽  
Vol 21 (3) ◽  
pp. 361-380 ◽  
Author(s):  
Refael Hassin
Keyword(s):  
Service Quality ◽  
Random Variables ◽  
Random Variable ◽  
Queuing System ◽  
Service Rate ◽  
Single Server ◽  
Profit Function

This article deals with the effect of information and uncertainty on profits in an unobservable single-server queuing system. We consider scenarios in which the service rate, the service quality, or the waiting conditions are random variables that are known to the server but not to the customers. We ask whether the server is motivated to reveal these parameters. We investigate the structure of the profit function and its sensitivity to the variance of the random variable. We consider and compare variations of the model according to whether the server can modify the service price after observing the realization of the random variable.

scholarly journals Stochastic Approximations and Monotonicity of a Single Server Feedback Retrial Queue

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Mohamed Boualem ◽  
Natalia Djellab ◽  
Djamil Aïssani
Keyword(s):  
Markov Chains ◽  
Service Time ◽  
Retrial Queue ◽  
Stochastic Ordering ◽  
Stochastic Comparison ◽  
Single Server ◽  
Stochastic Approximations ◽  
Bernoulli Feedback ◽  
Monotonicity Results

This paper focuses on stochastic comparison of the Markov chains to derive some qualitative approximations for anM/G/1retrial queue with a Bernoulli feedback. The main objective is to use stochastic ordering techniques to establish various monotonicity results with respect to arrival rates, service time distributions, and retrial parameters.

PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT

2013 ◽  
Vol 16 (04) ◽  
pp. 1350029
Author(s):  
SHIH-FENG HUANG ◽  
YUH-JIA LEE ◽  
HSIN-HUNG SHIH
Keyword(s):  
Characteristic Function ◽  
Path Integral ◽  
Unit Root ◽  
Autoregressive Model ◽  
Integral Method ◽  
Unit Root Test ◽  
Random Variable ◽  
Limiting Distribution ◽  
First Order ◽  
Path Integral Method

We propose the path-integral technique to derive the characteristic function of the limiting distribution of the unit root test in a first order autoregressive model. Our results provide a new and useful approach to obtain the closed form of the characteristic function of a random variable associated with the limiting distribution, which is realized as a ratio of Brownian functionals on the classical Wiener space.

scholarly journals A note on characteristic function for Bernstein polynomials involving special numbers and polynomials

Filomat ◽  
2020 ◽  
Vol 34 (2) ◽  
pp. 543-549
Author(s):  
Buket Simsek
Keyword(s):  
Characteristic Function ◽  
Binomial Distribution ◽  
Bernstein Polynomials ◽  
Random Variable ◽  
Stirling Numbers ◽  
Bernoulli Numbers ◽  
Discrete Random Variable ◽  
Euler Numbers ◽  
Negative Order ◽  
Special Numbers And Polynomials

The aim of this present paper is to establish and study generating function associated with a characteristic function for the Bernstein polynomials. By this function, we derive many identities, relations and formulas relevant to moments of discrete random variable for the Bernstein polynomials (binomial distribution), Bernoulli numbers of negative order, Euler numbers of negative order and the Stirling numbers.

Performance Analysis of an M/G/1 Feedback Retrial Queue with Two Types of Service and Bernoulli Vacation

2016 ◽  
pp. 38-54
Author(s):  
Arivudainambi D ◽  
Gowsalya Mahalingam
Keyword(s):  
Retrial Queue ◽  
Single Server ◽  
Supplementary Variable ◽  
Number Of Customers ◽  
Bernoulli Schedule ◽  
Schedule Mechanism ◽  
Fcfs Discipline ◽  
Bernoulli Vacation

This chapter is concerned with the analysis of a single server retrial queue with two types of service, Bernoulli vacation and feedback. The server provides two types of service i.e., type 1 service with probability??1 and type 2 service with probability ??2. We assume that the arriving customer who finds the server busy upon arrival leaves the service area and are queued in the orbit in accordance with an FCFS discipline and repeats its request for service after some random time. After completion of type 1 or type 2 service the unsatisfied customer can feedback and joins the tail of the retrial queue with probability f or else may depart from the system with probability 1–f. Further the server takes vacation under Bernoulli schedule mechanism, i.e., after each service completion the server takes a vacation with probability q or with probability p waits to serve the next customer. For this queueing model, the steady state distributions of the server state and the number of customers in the orbit are obtained using supplementary variable technique. Finally the average number of customers in the system and average number of customers in the orbit are also obtained.

scholarly journals Diffusion Limit of Multi-Server Retrial Queue with Setup Time

Mathematics ◽  
2020 ◽  
Vol 8 (12) ◽  
pp. 2232
Author(s):  
Anatoly Nazarov ◽  
Alexander Moiseev ◽  
Tuan Phung-Duc ◽  
Svetlana Paul
Keyword(s):  
Asymptotic Methods ◽  
Retrial Queue ◽  
Power Saving ◽  
Setup Time ◽  
Diffusion Limit ◽  
Steady State Probability ◽  
Retrial Queueing System ◽  
Limiting Condition ◽  
Number Of Customers ◽  
Multi Server

In the paper, we consider a multi-server retrial queueing system with setup time which is motivated by applications in power-saving data centers with the ON-OFF policy, where an idle server is immediately turned off and an off server is set up upon arrival of a customer. Customers that find all the servers busy join the orbit and retry for service after an exponentially distributed time. For this model, we derive the stability condition which depends on the setup time and turns out to be more strict than that of the corresponding model with an infinite buffer which is independent of the setup time. We propose asymptotic methods to analyze the system under the condition that the delay in the orbit is extremely long. We show that the scaled-number of customers in the orbit converges to a diffusion process. Using this diffusion limit, we obtain approximations for the steady-state probability distribution of the number of busy servers and that of the number of customers in the orbit. We verify the accuracy of the approximations by simulations and numerical analysis. Numerical results show that the retrial system under the limiting condition consumes more energy than that with an infinite buffer in front of the servers.

Sign in / Sign up

Export Citation Format

Share Document