Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
283288
ISSN 0315-5986 j EISSN 1916-0615
Mohan L. Chaudhry
Department of Mathematics and Computer Science, Royal Military College of Canada, P.O. Box 17000 Station Forces,
Kingston, Ontario, K7K 7B4, e-mail: chaudhry-ml@rmc.ca
AbstractA complete solution for the stationary queue-length distribution of a bulk-arrival, bulkservice (GI X/M Y/1) queue is presented. Beginning with a known expression for the probability
generating function of the stationary pre-arrival-epoch queue-length distribution, the roots method
is used to invert it and determine all probabilities. Next, using level crossing arguments,
theoretical relationships between pre-arrival and arbitrary-epoch probabilities are developed. These
relationships are then used to directly determine a complete set of probabilities for the arbitraryepoch queue-length distribution. Finally, selected examples are presented. These demonstrate how,
given arbitrary arrival time, arrival group size and service batch size probability distributions, a
complete solution for the stationary queue-length probabilities can be readily determined.
Keywords Queueing theory, bulk queues, queue-length, level crossing, roots method, operations
research.
1. INTRODUCTION
Bulk arrival/bulk service queues represent an important, yet
challenging area of research. One of the fundamental and
studied problems in this area is the determination of queuelength probabilities at various epochs. Throughout the years,
various methods and schemes have been used in order to
estimate many queue-length performance measurements,
however these estimates typically resort to restrictive assumptions, such as high traffic intensity, or only apply in special
cases. Ideally, we would like to eliminate the need for such
restrictions and be able to provide highly accurate performance
measures for the most general cases. One step towards this ideal
is to find the complete queue-length probability distribution of
a particular bulk arrival/bulk service queueing system.
An established method of determining such distributions is
through numerical inversion of probability generating functions, via the roots method. This method has been used successfully to find the steady-state queue-length probabilities of both
bulk-arrival/single-service and single-arrival/bulk-service
283
284
CORDEAU, CHAUDHRY
3. PRE-ARRIVAL-EPOCH PROBABILITIES
The probability generating function for the pre-arrival epoch
stationary queue-length probabilities developed by Economou
and Fakinos [5] can be expressed in the following form:
P z
P1
hn zn
1 GzBz1
n0
e m1 Fz, As
e
where Bz ; A
is the LaplaceStieltjes
transform of A(t) and fhn jneNg are unknowns.
If r , 1, then the system is stable, and so P z must be analytic on jzj 1. Therefore, any roots of the denominator of (1)
within and on the unit circle, jzj 1, must coincide with those
of the numerator. Furthermore, it can be shown that the denominator of (1) has exactly N roots, fgj jj 1; 2; ::; Ng, on jzj . 1,
where N, is the order of the arrival group size probability generating function, G(z). This can be shown by expanding on the
benchmark work done for the GI X =M=1 queue by Chaudhry
and Templeton [4]. Obviously, in order to do numerical work,
it becomes necessary to restrict G(z) to a finite polynomial of
order N, as would be the case in any practical application.
This condition is not too restrictive since there is no theoretical
limit on the size of N, simply that it needs to be a finite integer.
If we define
Rz ; P z
N
Y
z gj
j1
N
Y
1 rj
1
zrj
j1
DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal
Once the roots of (4) within the unit circle are found, the
pre-arrival-epoch queue-length probabilities, f p
n g, can then
be determined directly from the coefficients of P z when
expressed in the following form:
P z
1
X
n
p
n z
n0
Since equation (3) is simply a product of N geometric distributions, we can calculate these coefficients in a number of
ways. One way is to use partial fraction expansion of (3). If
the N roots of (4) are distinct, then (3) can be expressed as a
linear combination of N geometric distributions:
P z
N
X
Cj
1 zrj
j1
where fCj g are scalars. Then we simply need add the respective
coefficients of these distributions when they are experessed as
power series to get
p
0
N
Y
1 rk
k1
p
n p0
N
X
riNn1
i1
N
Y
j1
j=i
1
;
ri rj
n 1; 2; 3 . . .
N
X
j1 1
r j1
N
X
j2 j1
r j2
N
X
r jn ;
n 1; 2; 3 . . .
jn jn1
where p
0 is determined from equation (7). Yet another numerical approach to the evaluation of the coefficients in (3) is via a
PanjerAdelson-type of recursive scheme as is essentially done
in Willmot and Woo [13].
Alternatively, the pre-arrival-epoch probabilities may be
determined directly from the MacLaurin series expansion of
equation (3). We found that this can be done very effectively
using commercially available software packages, such as
those described in Section 1. In our experience, these are
capable of determining these coefficients to any reasonable
desired degree of accuracy, regardless of whether or not the
roots are repeated.
285
4. ARBITRARY-EPOCH PROBABILITIES
Some significant work has been done relating the stationary
queue-length probabilities between the various epochs. For
example Hebuterne and Rosenberg [8] present an expression
linking pre-arrival and post-departure epoch probabilities for
a bulk service queue, and Yao et al. [14] relate pre-arrival
and random probabilities for a bulk arrival/multi-server
queue (GI X =M=c). More closely related work includes
Mokaddis [11], who related pre-arrival-epoch probabilities to
arbitrary-epoch probabilities for bulk-arrival/bulk service
queues. However, since there are some differences between
our model and these, we develop a new model based on a
level crossing argument that leads to an explicit relationship
between the distributions involved.
Consider Figure 1, where k represents the number of customers in the queue. For a stable system, in steady state, the rate of
crossing upward, to and through any level, k, must be equal to
the rate of downward crossing, from and through any such
level. The rate of transition upward from the level k-j to and
through level k . 0 is the product of: the probability that the
queue has k-j customers, just prior to an arrival; the probability
that there are at least j customers in the arriving group; and the
arrival rate. If we sum these rates over all possible queuelengths,
then theX
total rate upward to and through any level k
X
k1
1
p
g . In a similar manner, one can
is l
j0 j
ikj i
DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal
286
CORDEAU, CHAUDHRY
largest root will predominate so the distribution is asymptotically geometric. Thus for a given a required accuracy and n
sufficiently large
p
n1 rl pn
11
where rl is the largest root of (4) inside the unit circle. So, for all
j sufficiently
large f p
Xn
j g is monotonically decreasing and
lim
p
1.
Then,
for any desired precision, 1, there
j0 j
XM1
n!1
p . 1 1, for all
will be some integer M such that
j0 j
Figure 1.
l
k1
X
j0
l
k1
X
j0
p
j
1
X
ikj
gi m
1
X
jk
1
X
pj
fi
10
1
kj1
X
!
gi
m
i1
MN
X
jk
pj 1
jk
X
i1
!
fi ;
12
k 1; 2; 3 . . . ; N
ijk1
Figure 2.
p
j
p0 1
MN
X
pj
13
j1
6. RESULTS
The first bulk arrival/bulk service queue we examine is a
queue with an Erlang inter-arrival time distribution with a
with shape parameter 2 (E2) and a traffic intensity of 0.9. In
this case, we took Gz 0:2z 0:2z2 0:1z5 0:5z8 and
Fz 0:2z 0:2z2 0:4z3 0:2z4 . Intuitively, one would
expect, for n . 0 to be a relatively flat distribution. In addition,
DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal
287
TABLE 2.
Results set 2
p2
n
pn
2
p2
n1/p n
0.107649295
0.019732291
0.021029029
0.016900450
0.019052916
0.023061367
0.019482465
0.019447419
0.029051481
0.019397120
0.019401877
..
.
0.001260855
0.001225578
0.001191287
0.001157956
0.001125557
..
.
0.080129799
0.019684864
0.021419873
0.015154204
0.017393720
0.022938975
0.018470890
0.018565914
0.034733599
0.019904096
0.020091969
..
.
0.001309452
0.001272814
0.001237202
0.001202586
0.001168939
..
.
0.183301637
1.065716469
0.803672432
1.127361442
1.210385163
0.844809639
0.998201119
1.493847671
0.667680927
1.000245234
0.931551134
..
.
0.972020842
0.972020842
0.972020842
0.972020842
0.972020842
..
.
p2
n
pn
0.5000000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.2500000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.125000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.0625000000
..
.
0.0312500000
0.0156250000
0.0078125000
0.0039062500
0.0019531250
..
.
0.5000000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.2500000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.1250000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.0625000000
..
.
0.0312500000
0.0156250000
0.0078125000
0.0039062500
0.0019531250
..
.
Number in queue
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
..
.
20
25
30
35
40
..
.
TABLE 3.
Results set 3
Number in queue
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
..
.
40
41
42
43
44
45
..
.
p2
n
pn
2
p2
n1/p n
0.418073762
0.041755584
0.052548647
0.063465182
0.065032346
0.056409029
0.045185561
0.036990895
0.031786637
0.027651928
0.02374543
0.020183008
0.017153774
0.014633753
0.012506289
0.01068235
..
.
0.000203349
0.000173554
0.000148124
0.00012642
0.000107896
9.21E-05
..
.
0.290963119
0.037286203
0.055624074
0.07643892
0.083223909
0.073051921
0.057687052
0.046578593
0.040024711
0.035005196
0.030131676
0.025590583
0.021722389
0.018525742
0.015837665
0.013531449
..
.
0.000257558
0.000219819
0.00018761
0.000160121
0.000136659
0.000116635
..
.
0.099876118
1.258481904
1.207741506
1.024693288
0.867399571
0.801034194
0.818644136
0.859309753
0.869923054
0.858726025
0.849974398
0.849911664
0.85309234
0.854619401
0.854158208
0.853373779
..
.
0.853475559
0.853475558
0.853475557
0.853475557
0.853475557
0.853475557
..
.
DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal
288
CORDEAU, CHAUDHRY
ACKNOWLEDGEMENTS
The authors would like to thank Professor David Stanford as
well as the anonymous referees for their insightful and constructive comments. These comments helped to enhance this
paper. In addition, we would like to express our gratitude to
the Department of National Defence, for its contribution to
this research.
REFERENCES
1 Banik, A. D., Chaudhry, M. L., and Gupta, U. C. (2008), On the
finite buffer queue with renewal input and batch Markovian service
process, Methodology and Computing in Applied Probability, 10:
559575.
2 Bar-Lev, S. K., Parlar, M., Perry, D., Stadje, W., and Van der Duyn
Schouten, F. (2007), Applications of bulk queues to group testing
models with incomplete identification, European Journal of
Operational Research, 183: 226237.
3 Brie`re, G. and Chaudhry, M. L. (1989), Computational analysis of
single-server bulk-service queues, M/G Y/1, Advanced Applied
Probability, 21: 283292.
DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal
Copyright of INFOR is the property of University of Toronto Press and its content may not be copied or
emailed to multiple sites or posted to a listserv without the copyright holder's express written permission.
However, users may print, download, or email articles for individual use.