Skip to main content
Log in

A MAP/G/1 Queue with Negative Customers

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

In this paper, we consider a MAP/G/1 queue with MAP arrivals of negative customers, where there are two types of service times and two classes of removal rules: the RCA and RCH, as introduced in section 2. We provide an approach for analyzing the system. This approach is based on the classical supplementary variable method, combined with the matrix-analytic method and the censoring technique. By using this approach, we are able to relate the boundary conditions of the system of differential equations to a Markov chain of GI/G/1 type or a Markov renewal process of GI/G/1 type. This leads to a solution of the boundary equations, which is crucial for solving the system of differential equations. We also provide expressions for the distributions of stationary queue length and virtual sojourn time, and the Laplace transform of the busy period. Moreover, we provide an analysis for the asymptotics of the stationary queue length of the MAP/G/1 queues with and without negative customers.

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.

Institutional subscriptions

Similar content being viewed by others

References

  1. V.V. Anisimov and J.R. Artalejo, Analysis of Markov multiserver retrial queues with negative arrivals, Queueing Systems 39 (2001) 157–182.

    Google Scholar 

  2. J.R. Artalejo, G-networks: A versatile approach for work removal in queueing networks, European J. Oper. Res. 126 (2000) 233–249.

    Google Scholar 

  3. J.R. Artalejo and A. Gomez-Corral, Generalized birth and death processes with applications to queues with repeated attempts and negative arrivals, OR Spektrum 20 (1998) 223–233.

    Google Scholar 

  4. J.R. Artalejo and A. Gomez-Corral, On a single server queue with negative arrivals and request repeated, J. Appl. Probab. 36 (1999) 907–918.

    Google Scholar 

  5. S. Asmussen, C. Klüppelberg and K. Sigman, Sampling at subexponential times, with queueing applications, Stochastic Process. Appl. 79 (1999) 265–286.

    Google Scholar 

  6. S. Asmussen and J.R. Møller, Tail asymptotics for M/G/1 type queueing processes with subexponential increments, Queueing Systems 33 (1999) 153–176.

    Google Scholar 

  7. N. Bayer and O.J. Boxma, Wiener-Hopf analysis of an M/G/1 queue with negative customers and of a related class of random walks, Queueing Systems 23 (1996) 301–316.

    Google Scholar 

  8. R.J. Boucherie and O.J. Boxma, The workload in the M/G/1 queue with work removal, Probab. Engrg. Inform. Sci. 10 (1995) 261–277.

    Google Scholar 

  9. X. Chao, A queueing network model with catastrophes and product form solution, Oper. Res. Lett. 18 (1995) 75–79.

    Google Scholar 

  10. X. Chao, M. Miyazawa and M. Pinedo, Queueing Networks: Customers, Signals, and Product Form Solutions (Wiley, Chichester, 1999).

    Google Scholar 

  11. A. Dudin and S. Nishimura, A BMAP/SM/1 queueing system with Markovian arrival input of disasters, J. Appl. Probab. 36 (1999) 868–881.

    Google Scholar 

  12. P. Embrechts, C. Klüppelberg and T. Mikosch, Modelling Extremal Events for Insurance and Finance (Springer, Berlin, 1997).

    Google Scholar 

  13. E. Gelenbe, Production-form queueing networks with negative and positive customers, J. Appl. Probab. 28 (1991) 656–663.

    Google Scholar 

  14. E. Gelenbe, G-networks with triggered customer movement, J. Appl. Probab. 30 (1993) 742–748.

    Google Scholar 

  15. E. Gelenbe, G-networks: a unifying model for neural and queueing networks, Ann. Oper. Res. 48 (1994) 433–461.

    Google Scholar 

  16. E. Gelenbe, P. Glynn and K. Sigman, Queues with negative arrivals, J. Appl. Probab. 28 (1991) 245–250.

    Google Scholar 

  17. E. Gelenbe and G. Pujolle, Introduction to Queueing Networks, 2nd ed. (Wiley, Chichester, 1998).

    Google Scholar 

  18. E. Gelenbe and R. Schassberger, Stability of product form G-networks, Probab. Engrg. Inform. Sci. 6 (1992) 271–276.

    Google Scholar 

  19. A. Graham, Kronecker Products and Matrix Calculus: with Applications (Ellis Horwood, Chichester, 1981).

    Google Scholar 

  20. W.K. Grassmann and D.P. Heyman, Equilibrium distribution of block-structured Markov chains with repeating rows, J. Appl. Probab. 27 (1990) 557–576.

    Google Scholar 

  21. P.G. Harrison and E. Pitel, Sojourn times in single-server queue with negative customers, J. Appl. Probab. 30 (1993) 943–963.

    Google Scholar 

  22. P.G. Harrison and E. Pitel, Response time distributions in tandem G-networks, J. Appl. Probab. 32 (1995) 224–247.

    Google Scholar 

  23. P.G. Harrison and E. Pitel, The M/G/1 queue with negative customers, Adv. Appl. Probab. 28 (1996) 540–566.

    Google Scholar 

  24. W. Henderson, Queueing networks with negative customers and negative queue lengths, J. Appl. Probab. 30 (1993) 931–942.

    Google Scholar 

  25. G. Jain and K. Sigman, A Pollaczek-Khintchine formula for M/G/1 queues with disasters, J. Appl. Probab. 33 (1996) 1191–1200.

    Google Scholar 

  26. G. Latouche and V. Ramaswami, Introduction to Matrix Analytic Methods in Stochastic Modeling (SIAM, Philadelphia, PA, 1999).

    Google Scholar 

  27. G. Lee and J. Jeon, A new approach to an N/G/1 queue, Queueing Systems 35 (2000) 317–322.

    Google Scholar 

  28. Q.L. Li and J.J. Li, An application of Markov-modulated Poisson process to two-unit series repairable system, J. Engrg. Math. 11 (1994) 56–66.

    Google Scholar 

  29. Q.L. Li and Y.Q. Zhao, A constructive method for finding β-invariant measures for transition matrices of M/G/1 type, in: Matrix Analytic Methods Theory and Applications, eds. G. Latouche and P.G. Taylor (World Scientific, 2002), pp. 237–264.

  30. D.M. Lucantoni, New results on the single server queue with a batch Markovian arrival process, Stochastic Models 7 (1991) 1–46.

    Google Scholar 

  31. 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).

    Google Scholar 

  32. A.I. Markushevich, Theory of Functions of a Complex Variable (Chelsea, New York, 1985).

    Google Scholar 

  33. M.F. Neuts, Matrix-Geometric Solutions in Stochastic Models — An Algorithmic Approach (Johns Hopkins Press, Baltimore, MD, 1981).

    Google Scholar 

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

    Google Scholar 

  35. M.F. Neuts, Matrix-analytic methods in the theory of queues, in: Advances in Queueing: Theory, Methods and Open Problems, ed. J.H. Dshalalow (CRC, 1995) pp. 265–292.

  36. E. Pitel, Queues with negative customers, Ph.D. Thesis, Imperial College, London (1994).

    Google Scholar 

  37. V. Ramaswami, The N/G/1 queue and its detailed analysis, Adv. Appl. Probab. 12 (1981) 222–261.

    Google Scholar 

  38. F. Seneta, Non-Negative Matrices and Markov Chains (Springer, New York, 1981).

    Google Scholar 

  39. R. Serfozo, Introduction to Stochastic Networks (Springer, New York, 1999).

    Google Scholar 

  40. Y.Q. Zhao, Censoring technique in studying block-structured Markov chains, in: Advances in Algorithmic Methods for Stochastic Models, eds. G. Latouche and P. Taylor (Notable Publications, 2000) pp. 417–433.

  41. Y.Q. Zhao, W. Li and W.J. Braun, Censoring, factorizations, and spectral analysis for transition matrices with block-repeating entries, Methodol. Comput. Appl. Probab. 5 (2003) 35–58.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Li, QL., Zhao, Y.Q. A MAP/G/1 Queue with Negative Customers. Queueing Systems 47, 5–43 (2004). https://doi.org/10.1023/B:QUES.0000032798.65858.19

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/B:QUES.0000032798.65858.19

Navigation