<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">AM</journal-id><journal-title-group><journal-title>Applied Mathematics</journal-title></journal-title-group><issn pub-type="epub">2152-7385</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/am.2012.312A298</article-id><article-id pub-id-type="publisher-id">AM-26099</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  Server Workload in an M/M/1 Queue with Bulk Arrivals and Special Delays
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>ercy</surname><given-names>H. Brill</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Myron</surname><given-names>Hlynka</given-names></name><xref ref-type="aff" rid="aff2"><sup>2</sup></xref></contrib></contrib-group><aff id="aff2"><addr-line>Department of Management Science, University of Windsor, Windsor, Canada</addr-line></aff><aff id="aff1"><addr-line>Department of Mathematics &amp;amp; Statistics, University of Windsor, Windsor, Canada</addr-line></aff><author-notes><corresp id="cor1">* E-mail:<email>brill@uwindsor.ca(EHB)</email>;</corresp></author-notes><pub-date pub-type="epub"><day>28</day><month>12</month><year>2012</year></pub-date><volume>03</volume><issue>12</issue><fpage>2174</fpage><lpage>2177</lpage><history><date date-type="received"><day>November</day>	<month>10,</month>	<year>2012</year></date><date date-type="rev-recd"><day>December</day>	<month>10,</month>	<year>2012</year>	</date><date date-type="accepted"><day>December</day>	<month>17,</month>	<year>2012</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
  We consider a variant of M/M/1 where customers arrive singly or in pairs. Each single and one member of each pair is called primary; the other member of each pair is called secondary. Each primary joins the queue upon arrival. Each secondary is delayed in a separate area, and joins the queue when “pushed” by the next arriving primary. Thus each secondary joins the queue followed immediately by the next primary. This arrival/delay mechanism appears to be new in queueing theory. Our goal is to obtain the steady-state probability density function (pdf) of the workload, and related quantities of interest. We utilize a typical sample path of the workload process as a physical guide, and simple level crossing theorems, to derive model equations for the steady-state pdf. A potential application is to the processing of electronic signals with error free components and components that require later confirmation before joining the queue. The confirmation is the arrival of the next signal. 
    
 
</p></abstract><kwd-group><kwd>M/M/1 Queue; Bulk Arrivals; Delay before Joining; Workload; Integral Equations; Level crossing Method</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>The M/M/1 arrival/delay mechanism considered in this paper was introduced by Hlynka [<xref ref-type="bibr" rid="scirp.26099-ref1">1</xref>], who derived the Laplace transform of the busy period of the server, using the probabilistic interpretation of the Laplace transform. The busy period in that analysis included the idle times of the server while a secondary is being delayed.</p><p>Here we analyze the model using a level crossing approach, and derive: the steady-state pdf of the server workload; probability that the system is empty; probability that the server is idle when a secondary is being delayed; expected busy period (as defined in Hlynka [<xref ref-type="bibr" rid="scirp.26099-ref1">1</xref>]); a stability condition; expected time the server is busy in a cycle between instants of system emptiness, or between instants the server becomes idle and a secondary is being delayed. An advantage of the level crossing method used here is that it focuses on the workload process in a concrete manner. That is, it uses physical properties of a typical sample path of the workload process as a guide, and simple level crossing theorems, to formulate the model equations for the key probability distributions of the model. Viewing the sample path in this concrete manner, makes the solution procedure intuitive, straightforward, and suggestive of future research ideas.</p><p>Section 2 specifies the M/M/1 variant and sample path structure. Section 3 derives the model equations for the steady-state pdf of the workload, and specifies related quantities. Section 4 uses the model equations to obtain relevant constant terms, and gives a numerical example of the steady-state pdf of workload.</p></sec><sec id="s2"><title>2. The M/M/1 Variant</title><p>Singles (primaries) arrive at the system at Poisson rate <img src="22-7401240\13dfbc34-e48b-4176-8227-a8e254c655f4.jpg" /> and pairs (pair = primary + secondary) arrive at the system at Poisson rate<img src="22-7401240\d9e60869-9b8a-4b9a-aaad-f6f85024412c.jpg" />; let<img src="22-7401240\c5f96fc1-656a-4ae5-9c14-3d987b592d3f.jpg" />. When a primary arrives at the system, it immediately joins the M/M/1 queue, either alone or just behind a secondary that was being delayed. When a secondary arrives at the system it splits from its primary and is delayed in a separate area outside the queue. The delayed secondary is “pushed” by the next arriving primary to join the queue, followed immediately by the new primary. (Thus the delay of each secondary before joining the queue is distributed as exponential-<img src="22-7401240\a67d287a-02da-468d-b8f0-406476df765c.jpg" />.) Customers in the queue are served one at a time at exponential rate <img src="22-7401240\ff4e0a50-62cf-40e0-a953-50e92c3d5de2.jpg" /> in firstcome-first-served order. When a primary joins the queue alone, the server workload is increased by exponential-<img src="22-7401240\fb14c964-580b-4e1e-b3a1-6100754bcdd9.jpg" />. When a primary and secondary join the queue simultaneously, the server workload is increased by Erlang (2,<img src="22-7401240\fd8f9733-26e9-4a14-9b6a-282bf7bef77a.jpg" />), i.e., the sum of two independent exponential-<img src="22-7401240\cbeff759-f052-4fca-a9e8-0ce9e9b254df.jpg" />’s. All secondaries join the queue simultaneously with (next) primaries. The number of secondaries being delayed in the system at any instant is either 0 or 1.</p><p>Define the state of the system as <img src="22-7401240\aa6606e4-7474-4953-b39a-b3b929827b5c.jpg" /></p><p>where W(t) = server workload at time<img src="22-7401240\c2fc6b40-50ab-4b77-857a-473f216a730b.jpg" />, <img src="22-7401240\bc6650fa-e315-4168-9531-cbc1cef44c61.jpg" />if zero secondaries are being delayed, <img src="22-7401240\0ca3ebcc-bc2f-4043-b386-dd727b073cc3.jpg" />if one secondary is being delayed. The state with zero customers in the system is denoted by<img src="22-7401240\f0d5d999-7336-40d0-9a84-ab6db8306f2d.jpg" />. The state when the server is idle and one secondary is being delayed is denoted by<img src="22-7401240\083cf1ea-6cca-4d46-9134-e438bc83ffdc.jpg" />. Let <img src="22-7401240\272a4f67-71b2-43ad-a176-42eaf4a006d7.jpg" /> denote an exponential-<img src="22-7401240\09e5fedc-5d8c-4f55-8b4c-52b582d378eb.jpg" /> random variable, and <img src="22-7401240\e76104c5-7787-4c3b-bebf-f91a34153817.jpg" /> denote an Erlang<img src="22-7401240\501c9826-6dd0-4a46-899a-0a485784c137.jpg" /> random variable.</p><sec id="s2_1"><title>2.1. Sample Path of <img src="22-7401240\ea6ae2ed-5c08-4281-8511-1853a6c3e11e.jpg" /></title><p>Technique of “Lines and Sheets (or Pages)” We utilize a technique of “lines and sheets (or pages)” to picture the state space and a sample path in it (e.g., see Brill [<xref ref-type="bibr" rid="scirp.26099-ref2">2</xref>] Section 4.6). This technique partitions the state space into mutually exclusive and exhaustive physical lines and sheets corresponding to the states of<img src="22-7401240\8d79f110-e512-48e3-b61b-facd86e173af.jpg" />.</p><p>We select an arbitrary continuous subset in each sheet, having one boundary as a fixed level <img src="22-7401240\8033173b-77eb-4f84-b402-596dc6915679.jpg" /> in the state space of<img src="22-7401240\103f2b54-3414-4b20-a048-9fd29cb15cb2.jpg" />, e.g., <img src="22-7401240\8c0ce8a6-8aa0-4483-aea3-9dec56d8eb7d.jpg" />,<img src="22-7401240\a5c7e604-996a-43a9-84af-b4c2d78e22a2.jpg" />. We use this concrete physical picture as a guide to balance the samplepath exit and entrance rates of the selected state-space subsets. Simple level-crossing theorems (e.g., Brill [<xref ref-type="bibr" rid="scirp.26099-ref2">2</xref>]) guarantee that the partial steady-state pdf of <img src="22-7401240\aae18bf6-81c9-48e5-9df9-234208b3fe1f.jpg" /> for each sheet is a unique term, or linear factor in a term, of the corresponding balance equation. The balance equations are generally Volterra integral equations of the second kind with parameter. Thus there is an isomorphism between the physical sample path structure and the model equations.</p><p>Consider the sample path of <img src="22-7401240\69155b4c-e2a6-4d7a-821e-71b40bb4a4d9.jpg" /> in <xref ref-type="fig" rid="fig1">Figure 1</xref>. All jumps due to an arrival on page 0 are distributed as <img src="22-7401240\f0d9f487-9e36-4179-b90f-ffb0b0a7d32c.jpg" /> because only primaries join the queue when arrivals find zero delayed secondaries present. All jumps due to an arrival on page 1 are distributed as <img src="22-7401240\4468b8cb-aebe-4452-9b4a-276c4a26365e.jpg" /> because both the delayed secondary and the arriving primary join the queue simultaneously.</p></sec><sec id="s2_2"><title>2.2. Description of the Sample Path of <img src="22-7401240\4aef011c-7882-4131-a840-5963547376bb.jpg" /> in <xref ref-type="fig" rid="fig1">Figure 1</xref></title><p>At time 0 the system is empty (state<img src="22-7401240\78761099-e85f-4e5c-aab4-c8ba83c88733.jpg" />). A single arrives and the SP (sample path) jumps to level <img src="22-7401240\d682b81b-c987-4e25-98ec-8881dac23bda.jpg" /> on page 0; the arrival immediately starts service. The SP decreases at rate <img src="22-7401240\1e18344a-5655-45f7-837c-aed62781a46c.jpg" /> A pair arrives, the primary joins the queue and the secondary is delayed; the SP jumps <img src="22-7401240\857783ce-b2be-4aea-9073-9324108fdea3.jpg" /> since the server workload includes only those customers in the queue, and transits to page 1 (delayed secondary present).</p><p>A single arrives and pushes the delayed secondary to join the queue; the single joins just after it. The SP jumps <img src="22-7401240\ca8a18fa-000b-4e85-ac52-b968bb0e39af.jpg" /> and transits to page 0 (no delayed secondary present).</p><p>A single arrives and joins the queue; the SP jumps <img src="22-7401240\b4828567-30d2-41ea-9e73-a600ba3a21ce.jpg" /> and remains on page 0. A pair arrives; the primary joins the queue and the split-off secondary becomes delayed. The SP jumps <img src="22-7401240\14d3fb41-fb98-4050-b8cd-eedf5e03af4b.jpg" /> and transits to page 1. A pair arrives, the primary pushes the delayed secondary into the queue and joins just after it; the new secondary becomes delayed. The SP jumps <img src="22-7401240\9f9f69b9-7ba6-458f-bb1a-5a53068a4bfd.jpg" /> and remains on page 1. The SP hits level 0 from above, and remains in state <img src="22-7401240\43974efb-f44d-45e1-81da-edff609b5ea7.jpg" /> for a time distributed as exponentia-<img src="22-7401240\6ffff378-4cb1-4a60-bbc7-d3f29d94b441.jpg" /> (server idle). A single arrives, pushes the delayed secondary into the queue and follows just after it. The SP jumps by <img src="22-7401240\96121764-5ad9-4cb0-9d16-ead5200fab64.jpg" /> and transits to page 0. Finally the SP hits level 0 from above and enters <img src="22-7401240\7e49b6ff-548d-4954-b4b1-4d5b1bea60c1.jpg" /> (system empty).</p><p><xref ref-type="fig" rid="fig1">Figure 1</xref> illustrates a cycle starting and ending in state<img src="22-7401240\4e31c6b2-2a90-46f7-b8dd-146973350f2c.jpg" />. A cycle starting and ending in state <img src="22-7401240\7400599b-8488-4bfb-bda1-1a079727bacd.jpg" /> would be produced similarly.</p></sec></sec></body><back><ref-list><title>References</title><ref id="scirp.26099-ref1"><label>1</label><mixed-citation publication-type="other" xlink:type="simple">M. Hlynka, “An M/M/1 Queue with Bulk Arrivals and Delays,” Canadian Operational Research Society Conference Presentation, Niagara Falls, June 2012.</mixed-citation></ref><ref id="scirp.26099-ref2"><label>2</label><mixed-citation publication-type="other" xlink:type="simple">P. H. Brill, “Level Crossing Methods in Stochastic Models,” Springer, New York, 2008.  
doi:10.1007/978-0-387-09421-2</mixed-citation></ref><ref id="scirp.26099-ref3"><label>3</label><mixed-citation publication-type="other" xlink:type="simple">J. W. Cohen, “On Regenerative Processes in Queueing Theory,” Lecture Notes in Economics and Mathematical Systems, Spring-Verlag, New York, 1976.</mixed-citation></ref></ref-list></back></article>