Alexander N. Dudin

Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory

Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the stationary distribution is presented. An application of such chains in retrial queueing models with Batch Markovian Arrival Process is briefly illustrated.

A Retrial BMAP / PH / N System

A multi-server retrial queueing model with Batch Markovian Arrival Process and phase-type service time distribution is analyzed. The continuous-time multi-dimensional Markov chain describing the behavior of the system is investigated by means of reducing it to the corresponding discrete-time multi-dimensional Markov chain. The latter belongs to the class of multi-dimensional quasi-Toeplitz Markov chains in the case of a constant retrial rate and to the class of multi-dimensional asymptotically quasi-Toeplitz Markov chains in the case of an infinitely increasing retrial rate. It allows to obtain the existence conditions for the stationary distribution and to elaborate the algorithms for calculating the stationary state probabilities.

A retrial BMAP/SM/1 system with linear repeated requests

A retrial queueing system with the batch Markovian arrival process and semi-Markovian service is investigated. We suppose that the intensity of retrials linearly depends on the number of repeated calls. The distribution of the number of calls in the system is the subject of research. Asymptotically quasi-Toeplitz 2-dimensional Markov chains are introduced into consideration and applied for solving the problem.

Analysis of the BMAP/G/1 retrial system with search of customers from the orbit

Abstract We consider a single server retrial queuing model in which customers arrive according to a batch Markovian arrival process. Any arriving batch finding the server busy enters into an orbit. Otherwise one customer from the arriving batch enters into service immediately while the rest join the orbit. The customers from the orbit try to reach the service later and the inter-retrial times are exponentially distributed with intensity depending (generally speaking) on the number of customers on the orbit. Additionally, the search mechanism can be switched-on at the service completion epoch with a known probability (probably depending on the number of customers on the orbit). The duration of the search is random and also probably depending on the number of customers in the orbit. The customer, which is found as the result of the search, enters the service immediately if the server is still idle. Assuming that the service times of the primary and repeated customers are generally distributed (with possibly different distributions), we perform the steady state analysis of the queueing model.

Lack of Invariant Property of the Erlang Loss Model in Case of MAP Input

The BMAP/PH/N/0 model with three different disciplines of admission (partial admission, complete rejection, complete admission) is investigated. Loss probability is calculated. Impact of the admission discipline, variation and correlation coefficients of inter-arrival times distribution, and variation of service times distribution on loss probability is analyzed numerically. As by-product, it is shown by means of numerical results that the invariant property of the famous Erlang M/G/N/0 system, which was proven by B. A. Sevastjanov, is absent in case of the MAP input.

BMAP/SM/1 queue with Markovian input of disasters and non-instantaneous recovery

Abstract We consider a BMAP/SM/1 system which is exposed to disasters’ arrivals. A disaster causes all customers to leave the system instantaneously. After a disaster appearance the system is recovering during some random time interval. The variants of accumulating and losing customers during the recover period are considered. The embedded and arbitrary time queue length distributions as well as the average output rate and loss probability are calculated. The results are illustrated by numerical examples.

A Multi-Server Retrial Queue with BMAP Arrivals and Group Services

In this paper, we consider a c-server queuing model in which customers arrive according to a batch Markovian arrival process (BMAP). These customers are served in groups of varying sizes ranging from a predetermined value L through a maximum size, K. The service times are exponentially distributed. Any customer not entering into service immediately orbit in an infinite space. These orbiting customers compete for service by sending out signals that are exponentially distributed with parameter θ. Under a full access policy freed servers offer services to orbiting customers in groups of varying sizes. This multi-server retrial queue under the full access policy is a QBD process and the steady state analysis of the model is performed by exploiting the structure of the coefficient matrices. Some interesting numerical examples are discussed.

The BMAP/PH/N retrial queueing system operating in Markovian random environment

We consider the BMAP/PH/N retrial queueing system operating in a finite state space Markovian random environment. The stationary distribution of the system states is computed. The main performance measures of the system are derived. Presented numerical examples illustrate a poor quality of the approximation of the main performance measures of the system by means of the simpler queueing models. An effect of smoothing the traffic and an impact of intensity of retrials are shown.

The BMAP/G/1-->·/PH/1/M tandem queue with feedback and losses

Tandem queues are good mathematical models of communication systems and networks, so their investigation is important for theory and applications. In this paper, exact analytical analysis of the tandem queue of the BMAP/G/1->@?/PH/1/M type with customers loss in case when the intermediate buffer is full and with possible feedback is implemented. Possible correlation in the input stream is taken into account by of assuming the Batch Markovian Arrival Process (BMAP). Stability condition for the tandem is derived. Stationary distribution of the system states is derived. Loss probability is calculated. Dependence of the system performance measures on correlation in the input flow, buffer capacity, and feedback probability is numerically illustrated.

Erlang loss queueing system with batch arrivals operating in a random environment

We consider the BMAP/PH/N/0 queueing system operating in a finite state space Markovian random environment. Disciplines of partial admission, complete rejection and complete admission are analyzed. The stationary distribution of the system states is calculated. The loss probability and other main performance measures of the system are derived. The Laplace-Stieltjes transform of the sojourn time distribution of accepted customers is obtained. Illustrative numerical examples are presented. They show effect of an admission strategy, a correlation in an arrival process, a variation of a service process. Poor quality of the loss probability approximation by means of more simple models utilization is illustrated.