Skip to main content
Log in

Queue Length Distribution in a FIFO Single-Server Queue with Multiple Arrival Streams Having Different Service Time Distributions

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

This paper considers the queue length distribution in a class of FIFO single-server queues with (possibly correlated) multiple arrival streams, where the service time distribution of customers may be different for different streams. It is widely recognized that the queue length distribution in a FIFO queue with multiple non-Poissonian arrival streams having different service time distributions is very hard to analyze, since we have to keep track of the complete order of customers in the queue to describe the queue length dynamics. In this paper, we provide an alternative way to solve the problem for a class of such queues, where arrival streams are governed by a finite-state Markov chain. We characterize the joint probability generating function of the stationary queue length distribution, by considering the joint distribution of the number of customers arriving from each stream during the stationary attained waiting time. Further we provide recursion formulas to compute the stationary joint queue length distribution and the stationary distribution representing from which stream each customer in the queue arrived.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A.S. Alfa, B. Sengupta, and T. Takine, The use of nonlinear programming in matrix analytic methods, Stoch. Mod. 14 (1998) 351–367.

    Google Scholar 

  2. N. Akar, N.C. Oguz and K. Sohraby, Matrix–geometric solution in finite and infinite M/G/1 type Markov chains: A unifying generalized state–space approach, IEEE J. Selected Areas Commun. 16 (1998) 626–639.

    Google Scholar 

  3. S. Asmussen, Ladder heights and the Markov–modulated M/G/1 queue, Stochastic Process. Appl. 37 (1991) 313–326.

    Google Scholar 

  4. S. Asmussen and G. Koole, Marked point processes as limits Markovian arrival streams, J. Appl. Probab. 30 (1993) 365–372.

    Google Scholar 

  5. L. Gün, Experimental results on matrix–analytic solution techniques–extensions and comparisons, Stoch. Mod. 5 (1989) 669–682.

    Google Scholar 

  6. Q.–M. He, Queues with marked customers, Adv. in Appl. Probab. 28 (1996) 567–587.

    Google Scholar 

  7. Q.–M. He and M.F. Neuts, Markov chains with marked transitions, Stochastic Process. Appl. 74 (1998) 37–52.

    Google Scholar 

  8. D. König and V. Schmidt, Extended and conditional versions of the PASTA property, Adv. in Appl. Probab. 22 (1990) 510–512.

    Google Scholar 

  9. R.M. Loynes, The stability of a queue with non–independent interarrival and service times, Proc. Cambridge Philos. Soc. 58 (1962) 497–520.

    Google Scholar 

  10. D.M. Lucantoni, The BMAP/G/1 queue: A tutorial, in: Models and Techniques for Performance Evaluation of Computer and Communication Systems, eds. L. Donatiello and R. Nelson (Springer, New York, 1993) pp. 330–358.

    Google Scholar 

  11. D.M. Lucantoni, K.S. Meier–Hellstern and M.F. Neuts, A single–server queue with server vacations and a class of non–renewal arrival processes, Adv. in Appl. Probab. 22 (1990) 676–705.

    Google Scholar 

  12. D.M. Lucantoni and V. Ramaswami, Efficient algorithms for solving the nonlinear matrix equations arising in phase type queues, Stoch. Mod. 1 (1985) 29–51.

    Google Scholar 

  13. F. Machihara, On the queue with PH–Markov renewal preemption, J. Oper. Res. Soc. Japan 36 (1993) 13–28.

    Google Scholar 

  14. M.F. Neuts, Structured Stochastic Matrices of the M/G/1 Type and Their Applications (Marcel Dekker, New York, 1989).

    Google Scholar 

  15. V. Ramaswami, Stable recursion for the steady state vector for Markov chains of M/G/1 type, Stoch. Mod. 4 (1988) 183–188.

    Google Scholar 

  16. G.J.K. Regterschot and J.H.A. de Smit, The queue M/G/1 with Markov modulated arrivals and services, Math. Oper. Res. 11 (1986) 465–483.

    Google Scholar 

  17. H. Sakasegawa and R.W. Wolff, The equality of the virtual delay and attained waiting time distributions, Adv. in Appl. Probab. 22 (1990) 257–259.

    Google Scholar 

  18. B. Sengupta, An invariance relationship for the G/G/1 queue, Adv. in Appl. Probab. 21 (1989) 956–957.

    Google Scholar 

  19. A. Sugahara, T. Takine, Y. Takahashi and T. Hasegawa, Analysis of a nonpreemptive priority queue with SPP arrivals of high class, Performance Evaluation21 (1995) 215–238.

    Google Scholar 

  20. T. Takine, A nonpreemptive priority MAP/G/1 queue with two classes of customers, J. Oper. Res. Soc. Japan 39 (1996) 266–290.

    Google Scholar 

  21. T. Takine, A continuous version of matrix–analytic methods with the skip–free to the left property, Stoch. Mod. 12 (1996) 673–682.

    Google Scholar 

  22. T. Takine, The nonpreemptive priority MAP/G/1 queue, Oper. Res. 47 (1999) 917–927.

    Google Scholar 

  23. T. Takine, A new recursion to compute the queue length in the stationary BMAP/GI/1 queue, Stoch. Mod. 16 (2000) 335–341.

    Google Scholar 

  24. T. Takine, Distributional form of Little's law for FIFO queues with multipleMarkovian arrival streams and its application to queues with vacations, Queueing Systems 37 (2001) 31–63.

    Google Scholar 

  25. T. Takine and T. Hasegawa, The workload in the MAP/G/1 queue with state–dependent services: Its application to a queue with preemptive resume priority, Stoch. Mod. 10 (1994) 183–204.

    Google Scholar 

  26. T. Takine, Y. Matsumoto, T. Suda and T. Hasegawa, mean waiting times in nonpreemptive priority queues with Markovian arrival and i.i.d. service processes, Performance Evaluation 20 (1994) 131–149.

    Google Scholar 

  27. T. Takine and Y. Takahashi, On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals, Stoch. Mod. 14 (1998) 601–610.

    Google Scholar 

  28. R.W. Wolff, Poisson arrivals see time averages. Oper. Res. 30 (1982) 223–231.

    Google Scholar 

  29. R.W. Wolff, Stochastic Modeling and the Theory of Queues (Prentice–Hall, Englewood Cliffs, NJ).

  30. Y. Zhu and N.U. Prabhu, Markov–modulated PH/G/1 queueing systems, Queueing Systems 9 (1991) 313–322.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Takine, T. Queue Length Distribution in a FIFO Single-Server Queue with Multiple Arrival Streams Having Different Service Time Distributions. Queueing Systems 39, 349–375 (2001). https://doi.org/10.1023/A:1013961710829

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1013961710829

Navigation