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arXiv 1505.04419math.PR
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精确尾渐近性--再论双输入过程双轨道重试排队

Exact Tail Asymptotics --- Revisit of a Retrial Queue with Two Input Streams and Two Orbits

Yang Song, Zaiming Liu, Yiqiang Q. Zhao

摘要:

我们重新审视了一个单服务台重试队列有两个独立的泊松流(对应于两种类型的客户)和两个轨道。每个轨道的大小是无限的。指数服务器(具有与客户类型无关的速率)一次最多可以容纳一个客户,并且没有等待室。到达后,如果一个$i$类型的客户$(i=1,2)$发现一个繁忙的服务器,它将加入$i$类型的轨道。在具有恒定(重试)速率$μ_i$的指数时间之后,类型$i$的客户尝试获得服务。最近Avrachenkov,Nain和Yechiali~ \cite{ANY2014}通过求解Riemann-Hilbert边值问题对该模型进行了研究。可以注意到,该模型不是四分之一平面上的随机游动。相反,它可以被看作是在四分之一平面上的随机游动,由两个状态的马尔可夫链或二维准生灭(QBD)过程调制。这个链的特殊结构允许我们一次处理对应于链的一个状态的基本形式,因此它可以通过一个边值问题来研究。受这一事实的启发,在本文中,我们专注于尾部渐近行为的平稳联合概率分布的两个轨道,无论是空闲或繁忙的服务器使用内核的方法,一个不同的,不需要一个完整的确定未知的生成函数。为了利用现有的文献结果的核方法,我们确定一个删失随机游动,这是一个常见的四分之一平面上的行走。该方法也可用于其它由具有类似结构性质的有限状态马尔可夫链调制的随机游动。

英文摘要:

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 $(i=1,2)$ finds a busy server, it will join the type $i$ orbit. After an exponential time with a constant (retrial) rate $μ_i$, an type $i$ customer attempts to get service. This model has been recently studied by Avrachenkov, Nain and Yechiali~\cite{ANY2014} 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 (QBD) 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 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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