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Exact tail asymptotics: revisit of a retrial queue with two input streams and two orbits

Author

Listed:
  • Yang Song

    (Nanjing University of Aeronautics and Astronautics
    Central South University)

  • Zaiming Liu

    (Central South University)

  • Yiqiang Q. Zhao

    (Nanjing University of Information Science and Technology
    Carleton University)

Abstract

We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of customers) can hold at most one customer at a time and there is no waiting room. Upon arrival, if a type i customer $$(i=1,2)$$ ( i = 1 , 2 ) finds a busy server, it will join the type i orbit. After an exponential time with a constant (retrial) rate $$\mu _i$$ μ i , a type i customer attempts to get service. This model has been recently studied by Avrachenkov et al. (Queueing Syst 77(1):1–31, 2014) by solving a Riemann–Hilbert boundary value problem. One may notice that, this model is not a random walk in the quarter plane. Instead, it can be viewed as a random walk in the quarter plane modulated by a two-state Markov chain, or a two-dimensional quasi-birth-and-death process. The special structure of this chain allows us to deal with the fundamental form corresponding to one state of the chain at a time, and therefore it can be studied through a boundary value problem. Inspired by this fact, in this paper, we focus on the tail asymptotic behaviour of the stationary joint probability distribution of the two orbits with either an idle or a busy server by using the kernel method, a different one that does not require a full determination of the unknown generating function. To take advantage of existing literature results on the kernel method, we identify a censored random walk, which is an usual walk in the quarter plane. This technique can also be used for other random walks modulated by a finite-state Markov chain with a similar structure property.

Suggested Citation

  • Yang Song & Zaiming Liu & Yiqiang Q. Zhao, 2016. "Exact tail asymptotics: revisit of a retrial queue with two input streams and two orbits," Annals of Operations Research, Springer, vol. 247(1), pages 97-120, December.
  • Handle: RePEc:spr:annopr:v:247:y:2016:i:1:d:10.1007_s10479-015-1945-y
    DOI: 10.1007/s10479-015-1945-y
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    References listed on IDEAS

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    1. F. Avram & D. Matei & Y. Q. Zhao, 2014. "On Multiserver Retrial Queues: History, Okubo-Type Hypergeometric Systems And Matrix Continued-Fractions," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 31(02), pages 1-28.
    2. Chesoong Kim & Valentina Klimenok & Alexander Dudin, 2014. "A G/M/1 retrial queue with constant retrial rate," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 509-529, July.
    3. Artalejo, J. R. & Gomez-Corral, A. & Neuts, M. F., 2001. "Analysis of multiserver queues with constant retrial rate," European Journal of Operational Research, Elsevier, vol. 135(3), pages 569-581, December.
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    Cited by:

    1. Dieter Fiems & Tuan Phung-Duc, 2019. "Light-traffic analysis of random access systems without collisions," Annals of Operations Research, Springer, vol. 277(2), pages 311-327, June.
    2. Yiqiang Q. Zhao, 2022. "The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems," Queueing Systems: Theory and Applications, Springer, vol. 100(1), pages 95-131, February.

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