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A QUEUE WITH POSITIVE AND NEGATIVE ARRIVALS GOVERNED BY A MARKOV CHAIN

Published online by Cambridge University Press:  24 September 2003

Yang Woo Shin  and
Bong Dae Choi
Yang Woo Shin
Affiliation:
Department of Statistics, Changwon National University, Changwon, Gyeongnam 641-773, Korea, E-mail: [email protected]
Bong Dae Choi
Affiliation:
Department of Mathematics and Telecommunication Mathematics, Research Center, Korea University, Sungbuk-ku, Seoul 136-701, Korea, E-mail: [email protected]
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Abstract

We consider a single-server queue with exponential service time and two types of arrivals: positive and negative. Positive customers are regular ones who form a queue and a negative arrival has the effect of removing a positive customer in the system. In many applications, it might be more appropriate to assume the dependence between positive arrival and negative arrival. In order to reflect the dependence, we assume that the positive arrivals and negative arrivals are governed by a finite-state Markov chain with two absorbing states, say 0 and 0′. The epoch of absorption to the states 0 and 0′ corresponds to an arrival of positive and negative customers, respectively. The Markov chain is then instantly restarted in a transient state, where the selection of the new state is allowed to depend on the state from which absorption occurred.

The Laplace–Stieltjes transforms (LSTs) of the sojourn time distribution of a customer, jointly with the probability that the customer completes his service without being removed, are derived under the combinations of service disciplines FCFS and LCFS and the removal strategies RCE and RCH. The service distribution of phase type is also considered.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 17 , Issue 4 , October 2003 , pp. 487 - 501
Copyright
© 2003 Cambridge University Press

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