IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v11y2009i4d10.1007_s11009-008-9080-8.html
   My bibliography  Save this article

Marked Markovian Arrivals in a Tandem G-Network with Blocking

Author

Listed:
  • A. Gómez-Corral

    (Complutense University of Madrid)

  • M. E. Martos

    (Complutense University of Madrid)

Abstract

Queueing networks with blocking have broad applications in computer modelling and manufacturing. The present paper focusses on the MMAP[2]/M/1/ ∞ →·/M/1/K + 1 G-queue with blocking. This network consists of a sequence of two single-server stations with an infinite queue allowed before the first server and an intermediate queue of finite capacity K ≥ 0 allowed between servers. This restriction results in the blocking of the first server whenever a unit having completed its service in Station 1 cannot enter into Station 2 due to K + 1 units are accommodated into Station 2. There are two types of arrivals, called units and signals, which are modelled by a single Markovian arrival process with marked transitions. Each unit is served at Stations 1 and 2 in that order, and then it exits of the network. A signal induces the last unit in queue or in service, if there is one, to leave the network instantly, and it has no effect otherwise. Our purpose is to study the influence of the dependence between units and signals on the performance evaluation of the continuous-time Markov chain describing the state of the network at arbitrary times, which constitutes a quasi-birth-and-death process. We present tractable formulas for a variety of probabilistic descriptors, with special emphasis on the distribution of inter-departure times.

Suggested Citation

  • A. Gómez-Corral & M. E. Martos, 2009. "Marked Markovian Arrivals in a Tandem G-Network with Blocking," Methodology and Computing in Applied Probability, Springer, vol. 11(4), pages 621-649, December.
  • Handle: RePEc:spr:metcap:v:11:y:2009:i:4:d:10.1007_s11009-008-9080-8
    DOI: 10.1007/s11009-008-9080-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-008-9080-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s11009-008-9080-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nicholas G. Hall & Chelliah Sriskandarajah, 1996. "A Survey of Machine Scheduling Problems with Blocking and No-Wait in Process," Operations Research, INFORMS, vol. 44(3), pages 510-525, June.
    2. He, Qi-Ming & Neuts, Marcel F., 1998. "Markov chains with marked transitions," Stochastic Processes and their Applications, Elsevier, vol. 74(1), pages 37-52, May.
    3. Joseph Abate & Ward Whitt, 1995. "Numerical Inversion of Laplace Transforms of Probability Distributions," INFORMS Journal on Computing, INFORMS, vol. 7(1), pages 36-43, February.
    4. Artalejo, J. R., 2000. "G-networks: A versatile approach for work removal in queueing networks," European Journal of Operational Research, Elsevier, vol. 126(2), pages 233-249, October.
    5. He, Qi-Ming, 2000. "Quasi-birth-and-death Markov processes with a tree structure and the MMAP[K]/PH[K]/N/LCFS non-preemptive queue," European Journal of Operational Research, Elsevier, vol. 120(3), pages 641-656, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. A. Gómez‐Corral, 2004. "Sojourn times in a two‐stage queueing network with blocking," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(8), pages 1068-1089, December.
    2. Shu, Yin & Feng, Qianmei & Liu, Hao, 2019. "Using degradation-with-jump measures to estimate life characteristics of lithium-ion battery," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
    3. David H Collins & Richard L Warr & Aparna V Huzurbazar, 2013. "An introduction to statistical flowgraph models for engineering systems," Journal of Risk and Reliability, , vol. 227(5), pages 461-470, October.
    4. C. E. Phelan & D. Marazzina & G. Germano, 2020. "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," Quantitative Finance, Taylor & Francis Journals, vol. 20(6), pages 899-918, June.
    5. Dirk Becherer & Todor Bilarev & Peter Frentrup, 2018. "Optimal liquidation under stochastic liquidity," Finance and Stochastics, Springer, vol. 22(1), pages 39-68, January.
    6. Corsaro, Stefania & Kyriakou, Ioannis & Marazzina, Daniele & Marino, Zelda, 2019. "A general framework for pricing Asian options under stochastic volatility on parallel architectures," European Journal of Operational Research, Elsevier, vol. 272(3), pages 1082-1095.
    7. Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2021. "Random variate generation for exponential and gamma tilted stable distributions," LSE Research Online Documents on Economics 108593, London School of Economics and Political Science, LSE Library.
    8. Phelan, Carolyn E. & Marazzina, Daniele & Fusai, Gianluca & Germano, Guido, 2018. "Fluctuation identities with continuous monitoring and their application to the pricing of barrier options," European Journal of Operational Research, Elsevier, vol. 271(1), pages 210-223.
    9. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.
    10. Runhuan Feng & Pingping Jiang & Hans Volkmer, 2020. "Geometric Brownian motion with affine drift and its time-integral," Papers 2012.09661, arXiv.org.
    11. Peter Braunsteins & Sophie Hautphenne & Peter G. Taylor, 2016. "The roles of coupling and the deviation matrix in determining the value of capacity in M/M/1/C queues," Queueing Systems: Theory and Applications, Springer, vol. 83(1), pages 157-179, June.
    12. Gökçe Kahveciog̃lu & Barış Balcıog̃lu, 2016. "Coping with production time variability via dynamic lead-time quotation," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 38(4), pages 877-898, October.
    13. Zeynep Akşin & Baris Ata & Seyed Morteza Emadi & Che-Lin Su, 2017. "Impact of Delay Announcements in Call Centers: An Empirical Approach," Operations Research, INFORMS, vol. 65(1), pages 242-265, February.
    14. Felix Lokin & Fenghui Yu, 2024. "Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows," Papers 2403.02572, arXiv.org.
    15. Feng, Runhuan & Jiang, Pingping & Volkmer, Hans, 2021. "Geometric Brownian motion with affine drift and its time-integral," Applied Mathematics and Computation, Elsevier, vol. 395(C).
    16. Brian Fralix, 2018. "A new look at a smart polling model," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(3), pages 339-367, December.
    17. Carolyn E. Phelan & Daniele Marazzina & Guido Germano, 2021. "Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities," Papers 2106.06030, arXiv.org.
    18. Oded Berman & Mahmut Parlar & David Perry & M. J. M. Posner, 2005. "Production/Clearing Models Under Continuous and Sporadic Reviews," Methodology and Computing in Applied Probability, Springer, vol. 7(2), pages 203-224, June.
    19. Yingda Song & Ning Cai & Steven Kou, 2018. "Computable Error Bounds of Laplace Inversion for Pricing Asian Options," INFORMS Journal on Computing, INFORMS, vol. 30(4), pages 634-645, January.
    20. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:11:y:2009:i:4:d:10.1007_s11009-008-9080-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.