You are on page 1of 7

INFOR, Vol. 47, No. 4, November 2009, pp.

283288
ISSN 0315-5986 j EISSN 1916-0615

A Simple and Complete Solution to the Stationary Queue-Length


Probabilities of a Bulk-Arrival Bulk-Service Queue
J. Leo Cordeau
Department of Mathematics and Computer Science, Royal Military College of Canada, P.O. Box 17000 Station Forces,
Kingston, Ontario, K7K 7B4, e-mail: cordeau@rmc.ca

Mohan L. Chaudhry
Department of Mathematics and Computer Science, Royal Military College of Canada, P.O. Box 17000 Station Forces,
Kingston, Ontario, K7K 7B4, e-mail: chaudhry-ml@rmc.ca

AbstractA complete solution for the stationary queue-length distribution of a bulk-arrival, bulkservice (GI X/M Y/1) queue is presented. Beginning with a known expression for the probability
generating function of the stationary pre-arrival-epoch queue-length distribution, the roots method
is used to invert it and determine all probabilities. Next, using level crossing arguments,
theoretical relationships between pre-arrival and arbitrary-epoch probabilities are developed. These
relationships are then used to directly determine a complete set of probabilities for the arbitraryepoch queue-length distribution. Finally, selected examples are presented. These demonstrate how,
given arbitrary arrival time, arrival group size and service batch size probability distributions, a
complete solution for the stationary queue-length probabilities can be readily determined.
Keywords Queueing theory, bulk queues, queue-length, level crossing, roots method, operations
research.

1. INTRODUCTION
Bulk arrival/bulk service queues represent an important, yet
challenging area of research. One of the fundamental and
studied problems in this area is the determination of queuelength probabilities at various epochs. Throughout the years,
various methods and schemes have been used in order to
estimate many queue-length performance measurements,
however these estimates typically resort to restrictive assumptions, such as high traffic intensity, or only apply in special
cases. Ideally, we would like to eliminate the need for such
restrictions and be able to provide highly accurate performance
measures for the most general cases. One step towards this ideal
is to find the complete queue-length probability distribution of
a particular bulk arrival/bulk service queueing system.
An established method of determining such distributions is
through numerical inversion of probability generating functions, via the roots method. This method has been used successfully to find the steady-state queue-length probabilities of both
bulk-arrival/single-service and single-arrival/bulk-service

Received July 2008; Revision March 2009, Accepted January 2010

queues. In brief, the roots method exploits the properties of a


probability generating function, in order to obtain a simple,
yet elegant expression. This expression is framed in terms of
roots of a function within a given area, and therefore requires
us to determine these roots in order to use the function for
numerical work. For a comprehensive review of analytic
methods involving roots, and a background on bulk queues,
one should refer to Chaudhry and Templeton [4]. One of the
historic criticisms of this method is that it was difficult to
find the roots of a high degree polynomials [9] or that coincidental or close roots may lead to inaccuracies [12]. However,
with the widespread availability of powerful and accurate software packages, such as Mathematicaw, and Maplew, this is no
longer the case. In fact, using such software packages, one can
now reliably determine locations of roots (even repeated roots)
to a high degree of accuracy. In this context, one may also see
the root-finding algorithm developed by Brie`re and Chaudhry
[3]. So, given that a probability generating function is available,
we can often numerically invert it using this method.
Recently, Economou and Fakinos [5] have presented a generating function, albeit with unknown parameters, for the prearrival steady-state queue-length probabilities of a GI X =M Y =1
queue. In this paper, we will use this expression in order to

283

284

CORDEAU, CHAUDHRY

obtain a complete distribution for the steady-state queue-length


probabilities. First we will show that we can use the roots
method to determine an accurate and complete distribution
for the pre-arrival epoch probabilities. Next, we will use level
crossing arguments to develop the arbitrary-epoch probabilities. We will then formulate a method that can be used to
obtain a complete solution for the steady-state queue-length
probabilities of a GI X =M Y =1 queue. Lastly, we provide selected
numerical results in order to demonstrate the power of this
method.

2. ASSUMPTIONS AND NOTATION


One of the challenges to conducting numerical work in queueing theory is the wide varieties of assumptions that can be made
about how the queue operates. These assumptions, although
practically valid or mathematically necessary, make it difficult
to build on or combine much previous work. Therefore, given
the varied queueing paradigms presented throughout the literature, it is important that all assumptions and notation be defined
clearly. This is of particular importance for numerical work.
Although the queueing model used here is the same as that
described in [5], for the aforementioned reasons and to maintain notational consistency, it will be briefly reiterated.
The GI X =M Y =1 model considered is a single server
queueing system with infinite queue-length capacity. The interarrival time between successive groups of customers is governed by the continuous distribution function A(t). The size
of an arriving group, X, is arbitrary with probability defined
by fPX j gj jjeNg and the associated probability generating function G(z). It must be noted that we will later need to
impose the condition that G(z) be of finite order in order to
implement the roots method. When a group arrives, the customers join the queue and wait for the server to become available.
The times between any two successive service commencements are independent identically distributed exponential
random variables with mean 1/m. At each service commencement, the server has a random service capacity of Y customers,
governed by the distribution fPY j fj jjeNg with its
associated probability generating function F(z). So, at service
commencement, the server will take up to j customers. That
is: if there are j or more customers in the queue at service commencement time, then the server will take j customers; if there
are less than j customers, then the server will empty the queue
and begin service without utilizing the surplus capacity.
Customers arriving after service commencement will need to
wait in queue until the next service commencement. If a
service commencement occurs when there are no customers
in the queue, the server does not wait and the entire service
capacity is forfeit.
We consider only the steady state of the queuing system, and
the case where the traffic intensity r lg=m f , 1, where g
and f are the mean arrival group size and the mean server

INFOR, Vol. 47, No. 4, November 2009, pp. 283288


ISSN 0315-5986 j EISSN 1916-0615

capacity respectively. At steady-state, the probability that an


arriving group sees j customers in the queue ( pre-arrival-epoch
probabilities) will be denoted as f p
j jj 0; 1; 2; . . .g, and the
arbitrary-epoch steady-state queue-length probabilities will be
denoted by the set f pj jj 0; 1; 2; . . .g. The probability generating functions of these distributions will be denoted by P 2(z)
and P(z) respectively.

3. PRE-ARRIVAL-EPOCH PROBABILITIES
The probability generating function for the pre-arrival epoch
stationary queue-length probabilities developed by Economou
and Fakinos [5] can be expressed in the following form:
P z

P1

hn zn
1  GzBz1
n0

e m1  Fz, As
e
where Bz ; A
is the LaplaceStieltjes
transform of A(t) and fhn jneNg are unknowns.
If r , 1, then the system is stable, and so P z must be analytic on jzj  1. Therefore, any roots of the denominator of (1)
within and on the unit circle, jzj 1, must coincide with those
of the numerator. Furthermore, it can be shown that the denominator of (1) has exactly N roots, fgj jj 1; 2; ::; Ng, on jzj . 1,
where N, is the order of the arrival group size probability generating function, G(z). This can be shown by expanding on the
benchmark work done for the GI X =M=1 queue by Chaudhry
and Templeton [4]. Obviously, in order to do numerical work,
it becomes necessary to restrict G(z) to a finite polynomial of
order N, as would be the case in any practical application.
This condition is not too restrictive since there is no theoretical
limit on the size of N, simply that it needs to be a finite integer.
If we define
Rz ; P z 

N
Y

z  gj

j1

then R(z) is analytic for all z [ C, since the N zeros in the


denominator outside the circle jzj 1, now coincide with
those that we just placed in the numerator. In addition, it is
easily verified that lim Rz exists, so, as a result of
z!1

Louivilles theorem, Rz C, where C is a constant.


Using the normalization condition, P 1 1, and making
the substitution z z1 , we can rearrange (2) to get a simplified
expression for the steady-state pre-arrival-epoch probabilities:
P z

N
Y
1  rj
1
 zrj
j1

where frj j j 1; 2; . . . Ng are the N roots inside the unit circle


of the equation:
Gz1 Bz 1

DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal

A SIMPLE AND COMPLETE SOLUTION TO THE STATIONARY QUEUE-LENGTH PROBABILITIES

Once the roots of (4) within the unit circle are found, the
pre-arrival-epoch queue-length probabilities, f p
n g, can then
be determined directly from the coefficients of P z when
expressed in the following form:
P z

1
X

n
p
n z

n0

Since equation (3) is simply a product of N geometric distributions, we can calculate these coefficients in a number of
ways. One way is to use partial fraction expansion of (3). If
the N roots of (4) are distinct, then (3) can be expressed as a
linear combination of N geometric distributions:
P z

N
X

Cj
1  zrj
j1

where fCj g are scalars. Then we simply need add the respective
coefficients of these distributions when they are experessed as
power series to get
p
0

N
Y
1  rk

k1


p
n p0 

N
X

riNn1

i1

N
Y
j1
j=i

1
;
ri  rj

n 1; 2; 3 . . .

N
X
j1 1

r j1

N
X
j2 j1

r j2   

N
X

r jn ;

n 1; 2; 3 . . .

jn jn1

where p
0 is determined from equation (7). Yet another numerical approach to the evaluation of the coefficients in (3) is via a
PanjerAdelson-type of recursive scheme as is essentially done
in Willmot and Woo [13].
Alternatively, the pre-arrival-epoch probabilities may be
determined directly from the MacLaurin series expansion of
equation (3). We found that this can be done very effectively
using commercially available software packages, such as
those described in Section 1. In our experience, these are
capable of determining these coefficients to any reasonable
desired degree of accuracy, regardless of whether or not the
roots are repeated.

INFOR, Vol. 47, No. 4, November 2009, pp. 283288


ISSN 0315-5986 j EISSN 1916-0615

So, provided we know the parameters of the queue necessary


to solve equation (4), f p
n g can be completely determined. In
fact, even if the inter-arrival time distribution does not have a
LaplaceStieltjes transform, as required to solve equation (4),
one can accurately estimate its transform [7], which can then
be used for the calculation.
A noteworthy revelation from equation (3) is that a
GI=M Y =1 will have a geometric pre-arrival-epoch queuelength distribution. This is because, as is evident from equation
(4), the number of roots depends only on the order of the arrival
group size distribution, with the service group size only impacting the location of these roots. Therefore, we would expect the
single-arrival, bulk-service model, GI=M Y =1, to have queuelength distribution governed by the one single real root of
(4). Then, since equation (3) will only have one term, then
the entire distribution will be geometric. The nature of the
service batch distribution would impact only the shape parameter of this geometric distribution.
Equation (3) agrees with [4], p. 120, when it is reduced to the
GI X =M=1 case. In addition, although there were no theoretical
results with which to compare, we obtained exact numerical
matches to those of Banik et al. [1] for the GI=M Y =1 case.
Note that, although [1] deals specifically with a
GI=MSPY =1=N queue, the parameters were adjusted to
approach the GI=M Y =1 queue, and thus represents a valid
comparison.

This method is well documented in Chaudhry et al. [6] as well


as in Wilmot and Woo [13]. If there are repeated roots, one
would need to alter equation (8) appropriately, in a manner
well described by Li and Garrido [10].
Another approach to finding the coefficients of (5) is to calculate them directly from the convolution of the N geometric
series expansion. This yields an expression that can be used
whether or not roots are repeated:

p
n p0

285

4. ARBITRARY-EPOCH PROBABILITIES
Some significant work has been done relating the stationary
queue-length probabilities between the various epochs. For
example Hebuterne and Rosenberg [8] present an expression
linking pre-arrival and post-departure epoch probabilities for
a bulk service queue, and Yao et al. [14] relate pre-arrival
and random probabilities for a bulk arrival/multi-server
queue (GI X =M=c). More closely related work includes
Mokaddis [11], who related pre-arrival-epoch probabilities to
arbitrary-epoch probabilities for bulk-arrival/bulk service
queues. However, since there are some differences between
our model and these, we develop a new model based on a
level crossing argument that leads to an explicit relationship
between the distributions involved.
Consider Figure 1, where k represents the number of customers in the queue. For a stable system, in steady state, the rate of
crossing upward, to and through any level, k, must be equal to
the rate of downward crossing, from and through any such
level. The rate of transition upward from the level k-j to and
through level k . 0 is the product of: the probability that the
queue has k-j customers, just prior to an arrival; the probability
that there are at least j customers in the arriving group; and the
arrival rate. If we sum these rates over all possible queuelengths,
then theX
total rate upward to and through any level k
X
k1 
1
p
g . In a similar manner, one can
is l 
j0 j
ikj i

DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal

286

CORDEAU, CHAUDHRY

largest root will predominate so the distribution is asymptotically geometric. Thus for a given a required accuracy and n
sufficiently large

p
n1 rl  pn

11

where rl is the largest root of (4) inside the unit circle. So, for all
j sufficiently
large f p
Xn
j g is monotonically decreasing and

lim
p

1.
Then,
for any desired precision, 1, there
j0 j
XM1
n!1
p . 1  1, for all
will be some integer M such that
j0 j

Figure 1.

Upward crossing rate

verify that the rateX


of downward
X1crossing from and across level
1
k (Figure 2) is m 
p
f . Here, the memoryless
jk j
ijk1 i
property of the Poisson queue departures allow us to consider
the probabilities that k customers are in the queue at any arbitrary time, pk. Equating upward and downward crossing rates
yields:

M1  M. Then for a given desired accuracy, the maximum


size of the pre-arrival epoch queue-length is effectively
reduced to M, where M is a function of the desired numerical
accuracy. Since the pre-arrival-epoch queue-length is now
effectively restricted, then the arbitrary-epoch queue-length
distribution must also be restricted in size to M N. So,
given a desired precision, we can define an appropriate
choice of M, and use this to reduce equation (10) to a system
of N M 1 equations:

l

k1
X
j0

l

k1
X
j0

p
j

1
X
ikj

gi m 

1
X
jk

1
X

pj

fi

10

1

kj1
X

!
gi

m

i1

When this result is reduced to the GI =M=1 case, it agrees with


the results of Yao et al. [14] and can be shown to agree with the
relationships derived by Mokaddis [11].

5. NUMERICAL CALCULATION OF SOLUTION


In order to render equation (10) into a form conducive to
numerical calculation, we first need to exploit the property
that the stationary pre-arrival-epoch queue-length probabilities
have a geometric tail. This is because the largest root inside the
unit circle is real and distinct. A conclusive proof of this may be
found in Economou and Fakinos [5]. So, as n grows large, this

Downward crossing rate

INFOR, Vol. 47, No. 4, November 2009, pp. 283288


ISSN 0315-5986 j EISSN 1916-0615

MN
X
jk

pj 1 

jk
X
i1

!
fi ;

12

k 1; 2; 3 . . . ; N

ijk1

Figure 2.

p
j

p0 1 

MN
X

pj

13

j1

Given that we know values for f p


j j j 0; 1; ::; Mg, we can
then solve for the N M 1 unknowns in order to determine
the probabilities f pj jj 0; 1; ::; M Ng. Again, with current
software packages, such systems of simultaneous equations
can be solved accurately, even for large values of M and N [2].
The method for determining the complete solution to the
stationary queue-length probabilities of the given GI X =M Y =1
queue is succinctly described by the following algorithm:
(1) Determine the roots of equation (4).
(2) Determine the MacLaurin series expansion of equation (3),

or otherwise find the coefficients
Xof (5) which are f pj g.

(3) Determine some M such that
p , 1, where 1 is
j.M j
determined by the desired precision.
(4) Find the arbitrary-epoch stationary-queue-length probabilities by solving the system described by equations (12)
and (13).

6. RESULTS
The first bulk arrival/bulk service queue we examine is a
queue with an Erlang inter-arrival time distribution with a
with shape parameter 2 (E2) and a traffic intensity of 0.9. In
this case, we took Gz 0:2z 0:2z2 0:1z5 0:5z8 and
Fz 0:2z 0:2z2 0:4z3 0:2z4 . Intuitively, one would
expect, for n . 0 to be a relatively flat distribution. In addition,

DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal

287

A SIMPLE AND COMPLETE SOLUTION TO THE STATIONARY QUEUE-LENGTH PROBABILITIES


TABLE 1.
Results set 1
Number in queue
0
1
2
3
4
5
6
7
8
9
10
..
.
107
108
109
110
111
..
.

TABLE 2.
Results set 2

p2
n

pn

2
p2
n1/p n

0.107649295
0.019732291
0.021029029
0.016900450
0.019052916
0.023061367
0.019482465
0.019447419
0.029051481
0.019397120
0.019401877
..
.
0.001260855
0.001225578
0.001191287
0.001157956
0.001125557
..
.

0.080129799
0.019684864
0.021419873
0.015154204
0.017393720
0.022938975
0.018470890
0.018565914
0.034733599
0.019904096
0.020091969
..
.
0.001309452
0.001272814
0.001237202
0.001202586
0.001168939
..
.

0.183301637
1.065716469
0.803672432
1.127361442
1.210385163
0.844809639
0.998201119
1.493847671
0.667680927
1.000245234
0.931551134
..
.
0.972020842
0.972020842
0.972020842
0.972020842
0.972020842
..
.

one would expect a spike in the probability at n 8, as well as


slight oscillations, until the distribution settles down into a geometric tail. As can be seen from the results (Table 1), the data
agrees. In addition, as predicted in [5], the tail is geometric with

the geometric parameter, p
n1 =pn , approaching the largest root
of equation (4) inside the unit circle.
Next, we examine the M 5/M 5/1 queue, by letting
Gz Fz z5 , so that there are Poisson group arrivals
and each arriving group consists of 5 customers and these customers are served in batches of up to 5. This yields positive
probabilities of the stationary pre-arrival queue-length distribution only at queue-lengths that are multiples of 5.
Furthermore, since inter-arrival times are exponential, this
forms an equivalent M/M/1 system, and so we would expect
that the values at these multiples of 5 will form a geometric
sequence, and that p
n pn for all n that are multiples of 5.
The second result set was generated using a traffic intensity
of r 0:5, and as can be seen from Table 2, the results agree
with our predictions. The resulting probabilities for those
queue-lengths which are not multiples of 5 are buried well
below our acceptable error level.
The final result set shows a more complex and general
example. In this case, the inter-arrival time distribution was a
Erlang distribution with a shape parameter of 3 (E3) and a
mean inter-arrival time 1.6, and a traffic intensity of r :5.
The arrival and service group size probability generating functions were Gz z0:3z 0:710 and Fz 0:2z=1  0:8z.
Note that the service group size probability has no upper bound,
nor did it need to be truncated in order to determine the probabilities f p
j g, via the roots method. The choice of this particular example, although arbitrary, was made to demonstrate the

INFOR, Vol. 47, No. 4, November 2009, pp. 283288


ISSN 0315-5986 j EISSN 1916-0615

p2
n

pn

0.5000000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.2500000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.125000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.0625000000
..
.
0.0312500000
0.0156250000
0.0078125000
0.0039062500
0.0019531250
..
.

0.5000000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.2500000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.1250000000
0.0000000000
0.0000000000
0.0000000000
0.0000000000
0.0625000000
..
.
0.0312500000
0.0156250000
0.0078125000
0.0039062500
0.0019531250
..
.

Number in queue
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
..
.
20
25
30
35
40
..
.

TABLE 3.
Results set 3
Number in queue
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
..
.
40
41
42
43
44
45
..
.

p2
n

pn

2
p2
n1/p n

0.418073762
0.041755584
0.052548647
0.063465182
0.065032346
0.056409029
0.045185561
0.036990895
0.031786637
0.027651928
0.02374543
0.020183008
0.017153774
0.014633753
0.012506289
0.01068235
..
.
0.000203349
0.000173554
0.000148124
0.00012642
0.000107896
9.21E-05
..
.

0.290963119
0.037286203
0.055624074
0.07643892
0.083223909
0.073051921
0.057687052
0.046578593
0.040024711
0.035005196
0.030131676
0.025590583
0.021722389
0.018525742
0.015837665
0.013531449
..
.
0.000257558
0.000219819
0.00018761
0.000160121
0.000136659
0.000116635
..
.

0.099876118
1.258481904
1.207741506
1.024693288
0.867399571
0.801034194
0.818644136
0.859309753
0.869923054
0.858726025
0.849974398
0.849911664
0.85309234
0.854619401
0.854158208
0.853373779
..
.
0.853475559
0.853475558
0.853475557
0.853475557
0.853475557
0.853475557
..
.

DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal

288

CORDEAU, CHAUDHRY

power of this method, and the power of available software


packages to deal with these complexities. The resulting probability distribution is shown in Table 3. Again, note that the
tail probabilities of f p
n g tend to a geometric distribution,
with parameter equal to the largest root inside the unit circle
of (4).

ACKNOWLEDGEMENTS
The authors would like to thank Professor David Stanford as
well as the anonymous referees for their insightful and constructive comments. These comments helped to enhance this
paper. In addition, we would like to express our gratitude to
the Department of National Defence, for its contribution to
this research.

REFERENCES
1 Banik, A. D., Chaudhry, M. L., and Gupta, U. C. (2008), On the
finite buffer queue with renewal input and batch Markovian service
process, Methodology and Computing in Applied Probability, 10:
559575.
2 Bar-Lev, S. K., Parlar, M., Perry, D., Stadje, W., and Van der Duyn
Schouten, F. (2007), Applications of bulk queues to group testing
models with incomplete identification, European Journal of
Operational Research, 183: 226237.
3 Brie`re, G. and Chaudhry, M. L. (1989), Computational analysis of
single-server bulk-service queues, M/G Y/1, Advanced Applied
Probability, 21: 283292.

INFOR, Vol. 47, No. 4, November 2009, pp. 283288


ISSN 0315-5986 j EISSN 1916-0615

4 Chaudhry, M. L. and Templeton, J. G. C. (1983), A First Course in


Bulk Queues, Wiley, New York.
5 Economou, A. and Fakinos, D. (2003), On the stationary distribution of the GI X/M Y/1 queueing system, Stochastic Analysis
and Applications, 21: 559565.
6 Chaudhry, M. L., Gupta, U. C., and Agarwal, M. (1991), On exact
computational analysis of distributions of numbers in systems for
M/G/1/N1 and GI/M/1/N1 queues using roots, Computers
and Operations Research, 18: 679694.
7 Harris, C. M. and Marchal, W. G. (1998), Distribution estimation
using Laplace transforms, INFORMS Journal on Computing, 10:
448458.
8 Hebuterne, G. and Rosenburg, C. (1999), Arrival and departure
state distributions in the general bulk-service queue, Naval
Research Logistics, 46: 107118.
9 Kleinrock, L. (1975), Queueing Systems, Vol. 1, Wiley Intersciences,
New York.
10 Li, S. and Garrido, J. (2005), On a general class of renewal risk
process: analysis of the GerberShiu function, Advances in
Applied Probability, 37: 836856.
11 Mokaddis, G. S. (1986), On the connection between the stationary
distributions of the states of a bulk queueing system, Tamkang
Journal of Management Sciences, 7: 2330.
12 Stidham, S. (2002), Analysis, design, and control of queueing
systems, Operations Research, 50: 197216.
13 Wilmot, G. E. and Woo, J. K. (2007), On the class of erlang mixtures with risk theoretical applications, North American Actuarial
Journal, 11: 99115.
14 Yao, D. W., Chaudhry, M. L., and Templeton, J. G. C. (1984),
A note on some relations in the queue GI X/M/c, Operations
Research Letters, 3: 5356.

DOI 10.3138/infor.47.4.283
Copyright # 2009 INFOR Journal

Copyright of INFOR is the property of University of Toronto Press and its content may not be copied or
emailed to multiple sites or posted to a listserv without the copyright holder's express written permission.
However, users may print, download, or email articles for individual use.