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A Time-Non-Homogeneous Double-Ended Queue with Failures and Repairs and Its Continuous Approximation

Author

Listed:
  • Antonio Di Crescenzo

    (Dipartimento di Matematica, Università degli Studi di Salerno, Via Giovanni Paolo II n. 132, 84084 Fisciano (SA), Italy)

  • Virginia Giorno

    (Dipartimento di Informatica, Università degli Studi di Salerno, Via Giovanni Paolo II n. 132, 84084 Fisciano (SA), Italy)

  • Balasubramanian Krishna Kumar

    (Department of Mathematics, Anna University, Chennai 600 025, India)

  • Amelia G. Nobile

    (Dipartimento di Informatica, Università degli Studi di Salerno, Via Giovanni Paolo II n. 132, 84084 Fisciano (SA), Italy)

Abstract

We consider a time-non-homogeneous double-ended queue subject to catastrophes and repairs. The catastrophes occur according to a non-homogeneous Poisson process and lead the system into a state of failure. Instantaneously, the system is put under repair, such that repair time is governed by a time-varying intensity function. We analyze the transient and the asymptotic behavior of the queueing system. Moreover, we derive a heavy-traffic approximation that allows approximating the state of the systems by a time-non-homogeneous Wiener process subject to jumps to a spurious state (due to catastrophes) and random returns to the zero state (due to repairs). Special attention is devoted to the case of periodic catastrophe and repair intensity functions. The first-passage-time problem through constant levels is also treated both for the queueing model and the approximating diffusion process. Finally, the goodness of the diffusive approximating procedure is discussed.

Suggested Citation

  • Antonio Di Crescenzo & Virginia Giorno & Balasubramanian Krishna Kumar & Amelia G. Nobile, 2018. "A Time-Non-Homogeneous Double-Ended Queue with Failures and Repairs and Its Continuous Approximation," Mathematics, MDPI, vol. 6(5), pages 1-23, May.
    • Handle: RePEc:gam:jmathe:v:6:y:2018:i:5:p:81-:d:145848
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    References listed on IDEAS

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    1. Antonio Crescenzo & Virginia Giorno & Balasubramanian Krishna Kumar & Amelia G. Nobile, 2012. "A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 937-954, December.
    2. B. R. K. Kashyap, 1966. "The Double-Ended Queue with Bulk Service and Limited Waiting Space," Operations Research, INFORMS, vol. 14(5), pages 822-834, October.
    3. Burak Büke & Hanyi Chen, 2017. "Fluid and diffusion approximations of probabilistic matching systems," Queueing Systems: Theory and Applications, Springer, vol. 86(1), pages 1-33, June.
    4. Spiros Dimou & Antonis Economou, 2013. "The Single Server Queue with Catastrophes and Geometric Reneging," Methodology and Computing in Applied Probability, Springer, vol. 15(3), pages 595-621, September.
    5. Economou, Antonis & Fakinos, Demetrios, 2003. "A continuous-time Markov chain under the influence of a regulating point process and applications in stochastic models with catastrophes," European Journal of Operational Research, Elsevier, vol. 149(3), pages 625-640, September.
    6. Epaminondas G. Kyriakidis & Theodosis D. Dimitrakos, 2005. "Computation of the Optimal Policy for the Control of a Compound Immigration Process through Total Catastrophes," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 97-118, March.
    7. Di Crescenzo, Antonio & Giorno, Virginia & Nobile, Amelia G., 2016. "Constructing transient birth–death processes by means of suitable transformations," Applied Mathematics and Computation, Elsevier, vol. 281(C), pages 152-171.
    8. Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M., 2008. "A note on birth-death processes with catastrophes," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2248-2257, October.
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    Cited by:

    1. Heng-Li Liu & Quan-Lin Li, 2023. "Matched Queues with Flexible and Impatient Customers," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-26, March.
    2. Giorno, Virginia & Nobile, Amelia G., 2022. "On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes," Applied Mathematics and Computation, Elsevier, vol. 422(C).
    3. Giorno, Virginia & Nobile, Amelia G., 2023. "On a time-inhomogeneous diffusion process with discontinuous drift," Applied Mathematics and Computation, Elsevier, vol. 451(C).

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