stationary probability vector
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2022 ◽  
Author(s):  
hengli liu

Abstract This paper studies a double-ended queue with four Poisson inputs and flexible customers, and its stability is guaranteed by customers’ impatient behavior. We show that such a queue can be expressed as a quasi birth-and-death (QBD) process with infinitely many phases. For this purpose, we provide a detailed analysis for the QBD process, including the system stability, the stationary probability vector, the sojourn time, and so forth. Finally, numerical examples are employed to verify the correctness of our theoretical results, and demonstrate how the performance measures of this queue are influenced by key system parameters. We believe that the methodology and results described in this paper can be applied to analyze many practical issues, such as those encountered in sharing economy, organ transplantation, employee recruitment, onlinedating, and so on.


Processes ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 2146
Author(s):  
V. Vinitha ◽  
N. Anbazhagan ◽  
S. Amutha ◽  
K. Jeganathan ◽  
Gyanendra Prasad Joshi ◽  
...  

This article discusses the queueing-inventory model with a cancellation policy and two classes of customers. The two classes of customers are named ordinary and impulse customers. A customer who does not plan to buy the product when entering the system is called an impulse customer. Suppose the customer enters into the system to buy the product with a plan is called ordinary customer. The system consists of a pool of finite waiting areas of size N and maximum S items in the inventory. The ordinary customer can move to the pooled place if they find that the inventory is empty under the Bernoulli schedule. In such a situation, impulse customers are not allowed to enter into the pooled place. Additionally, the pooled customers buy the product whenever they find positive inventory. If the inventory level falls to s, the replenishment of Q items is to be replaced immediately under the (s, Q) ordering principle. Both arrival streams occur according to the independent Markovian arrival process (MAP), and lead time follows an exponential distribution. In addition, the system allows the cancellation of the purchased item only when there exist fewer than S items in the inventory. Here, the time between two successive cancellations of the purchased item is assumed to be exponentially distributed. The Gaver algorithm is used to obtain the stationary probability vector of the system in the steady-state. Further, the necessary numerical interpretations are investigated to enhance the proposed model.


2020 ◽  
Vol 37 (04) ◽  
pp. 2040019
Author(s):  
Zheng-Hai Huang ◽  
Liqun Qi

In this paper, we investigate stationary probability vectors of higher-order two-dimensional symmetric transition probability tensors. We show that there are two special symmetric transition probability tensors of order [Formula: see text] dimension 2, which have and only have two stationary probability vectors; and any other symmetric transition probability tensor of order [Formula: see text] dimension 2 has a unique stationary probability vector. As a byproduct, we obtain that any symmetric transition probability tensor of order [Formula: see text] dimension 2 has a unique positive stationary probability vector, and that any symmetric irreducible transition probability tensor of order [Formula: see text] dimension 2 has a unique stationary probability vector.


2018 ◽  
Vol 7 (4.10) ◽  
pp. 942 ◽  
Author(s):  
R. Sakthi ◽  
V. Vidhya ◽  
K. Mahaboob Hassain Sherieff ◽  
. .

In this research work we are concerned with single unit server queue  queue with Markov Modulated process in Poisson fashion and the service time follow exponential distribution. The system is framed as a state dependent with the arrival process as Markov Modulated input and service is rendered by a single server with variation in service rate based on the intensity of service state of the system. The rate matrix that is essential to compute the stationary probability vector is obtained and various performance measures are computed using matrix method.


2016 ◽  
Vol 2016 ◽  
pp. 1-17 ◽  
Author(s):  
Cosmika Goswami ◽  
N. Selvaraju

We consider a PH/M/c queue with multiple working vacations where the customers waiting in queue for service are impatient. The working vacation policy is the one in which the servers serve at a lower rate during the vacation period rather than completely ceasing the service. Customer’s impatience is due to its arrival during the period where all the servers are in working vacations and the arriving customer has to join the queue. We formulate the system as a nonhomogeneous quasi-birth-death process and use finite truncation method to find the stationary probability vector. Various performance measures like the average number of busy servers in the system during a vacation as well as during a nonvacation period, server availability, blocking probability, and average number of lost customers are given. Numerical examples are provided to illustrate the effects of various parameters and interarrival distributions on system performance.


2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Bing-Yuan Pu ◽  
Ting-Zhu Huang ◽  
Chun Wen ◽  
Yi-Qin Lin

An accelerated multilevel aggregation method is presented for calculating the stationary probability vector of an irreducible stochastic matrix in PageRank computation, where the vector extrapolation method is its accelerator. We show how to periodically combine the extrapolation method together with the multilevel aggregation method on the finest level for speeding up the PageRank computation. Detailed numerical results are given to illustrate the behavior of this method, and comparisons with the typical methods are also made.


2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Bing-Yuan Pu ◽  
Ting-Zhu Huang ◽  
Chun Wen

This paper presents a class of new accelerated restarted GMRES method for calculating the stationary probability vector of an irreducible Markov chain. We focus on the mechanism of this new hybrid method by showing how to periodically combine the GMRES and vector extrapolation method into a much efficient one for improving the convergence rate in Markov chain problems. Numerical experiments are carried out to demonstrate the efficiency of our new algorithm on several typical Markov chain problems.


2011 ◽  
Vol 25 (4) ◽  
pp. 487-517 ◽  
Author(s):  
Juan F. Pérez ◽  
Benny Van Houdt

We consider M/G/1-type Markov chains where a transition that decreases the value of the level triggers the phase to a small subset of the phase space. We show how this structure—referred to as restricted downward transitions—can be exploited to speed up the computation of the stationary probability vector of the chain. To this end we define a new M/G/1-type Markov chain with a smaller block size, the G matrix of which is used to find the original chain's G matrix. This approach is then used to analyze the BMAP/PH/1 queue and the BMAP[2]/PH[2]/1 preemptive priority queue, yielding significant reductions in computation time.


2005 ◽  
Vol 37 (04) ◽  
pp. 1075-1093 ◽  
Author(s):  
Quan-Lin Li ◽  
Yiqiang Q. Zhao

In this paper, we consider the asymptotic behavior of stationary probability vectors of Markov chains of GI/G/1 type. The generating function of the stationary probability vector is explicitly expressed by theR-measure. This expression of the generating function is more convenient for the asymptotic analysis than those in the literature. TheRG-factorization of both the repeating row and the Wiener-Hopf equations for the boundary row are used to provide necessary spectral properties. The stationary probability vector of a Markov chain of GI/G/1 type is shown to be light tailed if the blocks of the repeating row and the blocks of the boundary row are light tailed. We derive two classes of explicit expression for the asymptotic behavior, the geometric tail, and the semigeometric tail, based on the repeating row, the boundary row, or the minimal positive solution of a crucial equation involved in the generating function, and discuss the singularity classes of the stationary probability vector.


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