Electrical Engineering in Japan, Vol. 178, No.
1, 2012
Translated from Denki Gakkai Ronbunshi, Vol. 129-D, No. 2, February 2009, pp. 173–183
Operation of Vehicles in AGV System and Method for Analyzing Operation
TAKAHIRO HOSHINO,1 KAZUHIRO TSUBOI,1 KAZUO YAMANAKA,1
and YOSHIO HAMAMATSU2
1
IbarakiUniversity, Japan
2
Nihon University, Japan
SUMMARY
It is important to discuss the behavior of traffic at
merging sections for the design and realization of an auto-
mated guided vehicle system (AGVS). In this study, we deal
with a merging section of the AGVS by considering the time
limit for the merging of vehicles. Near the merging section,
the traffic flow in one direction forms a queue to avoid
collisions between vehicles. We present an improvement of
the control strategy proposed in previous research. How-
ever, since it is difficult to analyze the mathematical model
of the merging section, analysis can be performed only for
the case in which the time limit is set to the least values. We
also propose a method for analyzing the model for an
arbitrary time limit by using a linear recurrence relation. We
discuss quantitatively the influence of the time limit on the
average queue length and the detour rate. © 2011 Wiley
Periodicals, Inc. Electr Eng Jpn, 178(1): 56–68, 2012;
Published online in Wiley Online Library (wileyonlineli-
brary.com). DOI 10.1002/eej.21190
Key words: automated guided vehicle; FA; model-
ing; Markov chain; linear recurrence relation.
1. Introduction
This paper deals with an automated guided vehicle
system (AGVS) [1]. One of the problems is interference
between vehicles in the operation of the AGVS, such as
blocking or deadlock. There is a close link between the
layout of a manufacturing system, the number of AGVs,
and the carrying or assembling schedule. Thus, simultane-
ous optimization of these elements is required for efficient
operation [2]. Ueno and colleagues pointed out the follow-
ing with regard to the improvement and application of
production scheduling [3]. A general method for solving
does not exist in the production scheduling problem. The
subproblems must be separated from the problem and a
solution using the features of the subproblems must be
56
developed. An exact mathematical model should be con-
structed.
If system designers want to construct a flexible sys-
tem, it is necessary to set merging points on the guideways.
We analyze traffic congestion at merging sections in an
AGV system by using queuing theory. Queuing theory is
applicable to the performance evaluation of the system or
to the examination of a control strategy.
Near the merging section, traffic flow in one direction
must form a queue to avoid collisions between vehicles.
One of the causes of heavy congestion may be merging
sections. If heavy congestion occurs frequently, it leads to
reduction of production efficiency and increased cost of
manufacturing. Therefore, each vehicle should be control-
led effectively at a merging section. We propose a control
strategy which restricts the “enter waiting time” in Ref. 6.
The “enter waiting time” means the time that a vehicle
spends to enter another path at a diverging point (the front
of a queue). The limit of the enter waiting time is called the
time limit. The problem of control strategy in Ref. 6 is a
vehicle which waits until the time limit is reached and is
forced to detour. In order to alleviate this problem, we
proposed the “CZ model” (discussed later) in Ref. 7. How-
ever, only the case with the least time limit was analyzed in
previous research, and thus we cannot discuss applications
of the control strategy.
We construct a Markov chain model to consider
arbitrary time limit. A linear recurrence relation is obtained
by the Markov chain model. We then quantitatively discuss
the influence of the time limit on the average queue length
and the detour rate.
2. Model of Merging Section
2.1 Vehicle control at merging section
Figure 1 shows a schematic diagram of the AGVS
model. Each vehicle in the AGVS model is assigned to a
© 2011 Wiley Periodicals, Inc.

Fig. 1. Schematic diagram of the merging section.
moving cell (MC) which runs on a guideway. Each MC
shifts to the next position in every time interval ∆t; this
interval is defined as the unit time in this system. At most,
one vehicle can be assigned to one MC.
Figure 1(a) shows the model analyzed in Ref. 6.
Figure 1(b) shows the object of analysis in this paper.
Multiple CPs are set on Line 1 from CP1 to CPS+1. This
segment is called the check zone (CZ). Figure 1(a) is called
the “CP model” and Fig. 1(b) is called the “CZ model”.
We show the vehicle behavior at a merging section in
the CP model. There are two types of job shops, [A/B] and
[C]. Units A and B are assembled in job shop [A/B] and
unit C is assembled in job shop [C]. It is assumed that the
vehicles carrying unit A arrive on Line 1 and the vehicles
carrying unit B or C arrive on Line 2. The vehicles carrying
unit B enter Line 1 from Line 2 at merging point M and
move toward job shop [A/B]. In order to avoid collisions
between vehicles on Line 1 and Line 2, the possibility of
entering from Line 2 (CP0) to Line 1 (CP1) is judged at a
check point. The CPs may be set on Line 1 or Line 2 at a
specified distance from the merging point. When a vehicle
carrying unit B arrives at CP0 and another vehicle arrives at
CP1 simultaneously, the vehicle at CP0 will be reassigned
to the next MC to avoid collision. This vehicle waiting at
CP0 may wait until the time limit S∆t. If this time limit is
exceeded, the waiting vehicle is forced to proceed straight
ahead to the next diverging point. This vehicle is called a
detoured vehicle. This waiting time until detouring is inef-
fective, because of the loss of both the time S∆t and the
detour delay time.
In the CZ model which is analyzed in this paper, we
use information obtained from a CZ having multiple CPs.
The possibility of a vehicle entering within time S∆t can be
determined when it has just arrived at CP0. Therefore, when
all the CPs from CP1 to CPS+1 are filled with vehicles, the
57
vehicle at CP0 is made to detour immediately. This can
reduce the ineffective waiting time in comparison to the CP
model. Only the case with the least time limit S = 1 was
analyzed in Ref. 7. We now analyze the CZ model for
arbitrary S.
2.2 Arriving vehicles
The input of this model, the probability of arriving
vehicles, is assumed to be as follows. Let l be the probability
that a vehicle arrives on Line 1, that is, the probability that
the vehicle on Line 1 allocated to an arbitrary MC arrives
before the merging point, and let m (= 1 – l) be the prob-
ability that it does not. Allocation of a vehicle to an MC is
assumed to be independent of the allocation of vehicles to
the MCs prior to that MC. Let p be the probability that a
vehicle arrives on Line 2 and q (= 1 – p) be the probability
that it does not.
The vehicle arriving at Line 2 is carrying either unit
B or C. Let the probability that the vehicle is carrying unit
B on Line 2 be α and the probability that it is carrying unit
C be β (= 1 – α). We analyze the model under the assump-
tion α = 1 (β = 0) in this paper. This is the worst case
condition in which a queue is frequently formed. However,
we discuss the case for arbitrary α in Section 6.2.
3. Markov Chain Model
In order to construct the Markov chain model, we
present the state definition and the state transition diagram
in this section. The stochastic process is assumed to be from
any K∆t to the next (K + 1)∆t. Thus, we construct a discrete
Markov chain model.
3.1 State definition
Each vehicle in the system is allowed to change its
MC. All MCs in the system are assumed to be synchronized:
that is, the arrivals of MCs at the CPs on Line 1 and Line 2
are synchronized. The arriving vehicles are observed at the
same time at all CPs. It is decided which vehicles are to wait
on Line 1 or Line 2 at the next time in accordance with the
situation of the CZ at the observation time. The state in the
Markov chain model is represented as (i, j) where i denotes
the number of successively arriving vehicles from CP1 in
the CZ. For example, i = n (< S) is the case in which n CPs
from CP1 to CPn contain vehicles and CPn+1 does not. The
arrivals of vehicles from CPn+2 at CPS+1 are independent of
the state at the next time interval. The reason for this idea
is that a vehicle on Line 1 has priority, that is, does not wait,
and the state of Line 1 is i = n – 1 unconditionally in the
next time interval. If a vehicle arrives at CPS+1 when i = S,
the state on Line1 remains i = S until the next time interval.
Therefore, i takes values in the range 0 ≤ i ≤ S. The variable
j denotes the number of waiting vehicles on Line 2 and takes
values in the range 0 ≤ j ≤ ∞.
3.2 State transition
The state transition from a state (i, j) to the next state
can be divided into the following six groups from the
viewpoint of the transition features.
[1] Transition from state (0,0)
When a vehicle arrives at CP0, the vehicle at CP0 does
not wait because there is no vehicle at CP1. Therefore, the
state in the next time interval is decided only by the arrival
condition in the CZ. The state transition probabilities are as
follows:
• the state transition probability to (i, 0): lim (0 ≤ i
≤ S – 1)
• the state transition probability to (S, 0): lS
[2] Transition from state (0, j) (j ≥ 1)
A vehicle at CP0 (the top of the queue) can enter Line
1 because there is no vehicle at CP1. Therefore, j does not
change until the next time interval if a vehicle arrives at CP1;
j decreases to j – 1 when a vehicle does not arrive at CP1.
The value of i in the next time interval is decided solely in
accordance with the situation in the CZ. The state transition
probabilities are as follows:
• the state transition probability to (i, j): plim (0 ≤ i
≤ S – 1)
• the state transition probability to (S, j): plS
• the state transition probability to (i, j – 1): qlim (0
≤ i ≤ S – 1)
• the state transition probability to (S, j – 1): qlS
[3] Transition from state (i, 0) (1 ≤ i ≤ S – 1)
There are i vehicles from CP1 to CPi and no vehicle
at CPi+1. Here i is independent of the situations on Line 1
or Line 2 and decreases to i – 1. When a vehicle arrives at
CP0, this vehicle waits, and the value of j increases to 1. The
state transition probabilities are as follows:
• the state transition probability to (i – 1, 1): p
• the state transition probability to (i – 1, 0): q
[4] Transition from state (S, 0)
There are S vehicles from CP1 to CPS. The arrivals of
vehicles at CPS+1 are unknown until observation.
• There is no vehicle at CPS+1
58
Here S decreases to S – 1. When a vehicle arrives at
CP0, the vehicle waits and j increases to (1). The state
transition probabilities are as follows:
• the state transition probability to (S – 1, 1): pm
• the state transition probability to (S – 1, 0): qm
(2) There is a vehicle at CPS+1
The CZ is filled with vehicles. When a vehicle arrives
at CP0, the vehicle is forced to detour. When a vehicle does
not arrive at CP0, there is no waiting vehicle. Therefore, j
(= 0) does not depend on the arrival of vehicles on Line 2.
The state transition probabilities are as follows:
• the state transition probability to (S – 1, 1): l
[5] Transition from state (i, j) (1 ≤ i ≤ S – 1, j ≥ 1)
The situation in the CZ is the same as in Ref. 3.
Therefore, i decreases to i – 1. j increases to j + 1 when a
vehicle arrives. The state transition probabilities are as
follows:
• the state transition probability to (i – 1, j + 1): p
• the state transition probability to (i – 1, j): q
[6] Transition from state (S, j) (j ≥ 1)
There are S vehicles from CP1 to CPS. The arrival of
a vehicle at CPS+1 is unknown until observation.
(1) There is no vehicle at CPS+1
S decreases to S – 1. The CZ is not filled with vehicles,
and a vehicle waits at CP0. When an arriving vehicle on Line
2 joins a queue, j increases to j + 1. The state transition
probabilities are as follows:
• the state transition probability to (S – 1, j + 1): pm
• the state transition probability to (S – 1, j): qm
(2) There is a vehicle at CPS+1
The CZ is filled with vehicles and a vehicle at CP0 is
forced to detour. When a vehicle does not arrive at CP0, j
decreases to j – 1 because of a detour. When an arriving
vehicle on Line 2 joins a queue, j does not change because
of a detour and a new arriving vehicle. The state transition
probabilities are as follows:
• the state transition probability to (S, j): pl
• the state transition probability to (S, j – 1): ql
The state transition diagram of the Markov chain
model is shown in Fig. 2, based on Refs. 1–6. The arrows
in the state transition diagram represent the transitions for
 4. Analysis

We now present an algorithm for obtaining the aver-

age queue length and the average queuing delay.

4.1 Equilibrium state probability distribution

Let the probability that the process is in state (i, j) be

Pi,j at equilibrium. Then the probability distribution P at
equilibrium is defined as

Fig. 2. State transition diagram.

(2)

The probability in the equilibrium state Pi,j is calcu-

each ∆t. The bold lines in the figure represent transitions
lated using the following two equations:
from some states. Using Fig. 2 and the state transitions, the
state transition probability matrix R is given as follows: (3)

(4)

The following simultaneous equations are obtained

from Eq. (3):

(5)

(6)
(7)

(8)

(9)

(10)

We attempt to obtain the equilibrium state probability

distribution from Eqs. (4) to (10). However, the transition
of between states is complicated even though the simulta-
neous equations are simple in Ref. 7. Therefore, it is diffi-
cult to obtain an explicit analytical solution. A linear
recurrence relation for the equilibrium state probabilities
can be obtained by considering Eqs. (8) to (10) in this paper.
We propose an effective method of calculating the equilib-
rium state probabilities by using the linear recurrence rela-
tion.

4.2 Linear recurrence relation

We present a linear recurrence relation for arbitrary

S in this section. The relation for S = 1 is given by Ref. 7 as
(1)
follows:

59

(11)
(12)
The mathematical notation in Ref. 7 is converted in order
to allow comparison with the case of S = 2.
Using Eqs. (8) to (10), we have the following linear
recurrence relation for S = 2:
(13)
(14)
We compare the equation for S = 1 with S = 2. The
coefficients of the left-hand side in Eq. (11) and the coeffi-
cients of the first term of the left-hand side in Eq. (13) are
the same as the terms given by expanding lm(q + p)2. The
coefficients of the second term on the left-hand side in Eq.
(13) are the same as the terms given by expanding l2m(q +
p)3. The same coefficients are found in Eqs. (12) and (14).
Thus, we have the following relation for arbitrary S:
(15)
(16)
It can be shown by mathematical induction that Eqs. (15)
and (16) hold for all natural numbers S; the proof is given
in the Appendix. We attempt to obtain the equilibrium state
probability distribution by using the linear recurrence rela-
tion in the next section.
4.3 Algorithm to obtain the equilibrium state
probability
The characteristic polynomial for Eqs. (15) and (16)
is as follows:
(17)
When the characteristic roots of (S + 1)-th degree equation
(17) for x are specified as η1, η2, . . . , ηS+1, the equilibrium
state probability is expressed by the equation
60
(18)
We now show the domain of the roots. Let the left-hand and
right-hand sides of Eq. (17) be
(19)
(20)
respectively. We shall show whether Eq. (17) has real roots
or not for x > 1. Substituting x = 1 into Eqs. (19) and (20),
and then subtracting Eq. (19) from Eq. (20), we have
(21)
If
(22)
the following relation also holds:
(23)
Generally, Eq. (22) does not hold. However, the statement
is satisfied if we consider the unstable condition of this
model discussed in Section 6.2.
We represent the relation between f(x) and g(x) as x
→ ∞. Since the degree of g(x) is lower than that of f(x), the
following statement obviously holds:
(24)
There is at least one intersection of f(x) and g(x) in x > 1 by
virtue of Eqs. (23) and (24). Finding derived functions of
f(x) and g(x), it is shown that f(x) and g(x) increase mono-
tonically when x > 0. Thus, there is only one intersection
for x > 1. Consequently, there is one characteristic root for
x > 1.
The limit of Pi,j as j → ∞ is greater than 1 because of
a characteristic root exceeding 1. However, Pi,j must be less
than 1 to consider a probability with mathematical proper-
ties; thus, if ηS+1 > 1, the CS+1 = 0 is given. Using the results,
Eq. (18) can be rewritten as follows:
(25)
Using the characteristic roots, we define
(26)
 (27)

(37)

(28)

Equation (25) is rewritten as follows by Viète’s laws [16]:

(38)
(29)
Equations (36) to (38) have (S2 + S + 1) variables (the
The recurrence relations for Eq. (29) are given as follows:
equilibrium state probability). The number of equations is
less than the number of variables. The difference between
the number of equations and the number of variables is
(30) reduced by using Eqs. (5) to (10). We solve simultaneous
equations (36) to (38) and (5) to (10) by Gaussian elimina-
tion, obtaining
(31)

Taking the summation of Eq. (30) from j = 1 to infinity, we

have
The other variables are recursively given by Eqs. (30) and
(31). Hence, all the equilibrium state probabilities can be
obtained.

(32) 4.4 Average queue length and detour rate

All the equilibrium state probabilities were obtained

Similarly, taking the summation of Eq. (31), we have in Section 4.3. We next consider the average queue length
and the detour rate. Let the average queue length on Line 2
be L. L can be calculated by the following relation:

(39)
(33)
The detour rate is defined as
where Σ∞j=0Pi,j is the probability of continuous arrival of i detour rate = number of detoured vehicles/
vehicles on Line 1. The arrival of vehicles on Line 1 does number of vehicles carrying B
not depend on Line 2. The probabilities are obtained as
Detouring of vehicles is caused by the situation in which a
follows:
vehicle arrives at CPS+1 in state (S, j) or in which vehicles
arrive at CPS+1 and CP0 in state (S, 0). Therefore, the detour
(34) rate can be given as follows:

(35) (40)

Substituting Eqs. (34) and (35) into Eqs. (32) and (33), the Equation (40) is rewritten as follows by virtue of Eq. (35):
following (S + 1) equations are obtained:

(36) (41)

61

Fig. 3. Numerical examples of the average queue length.
5. Numerical Examples
We make a comparison with simulation results in
order to evaluate the mathematical model analyzed in Sec-
tion 4. This model is simulated by the Monte Carlo method.
Whether a vehicle is allocated to MC or not is decided by
means of pseudo-random numbers in the simulation. We
use Mersenne Twister pseudo-random numbers [18] be-
cause of their high speed of generation and long period.
Figure 3 shows the numerical examples and the simulation
results for the average queue length versus the time limit S.
Similarly, Fig. 4 shows the detour rate. The arrival rates on
Line 1 and Line 2 are set as l = 0.6 and p = 0.35 in Figs. 3
and 4. The simulation time is set as 5 × 105 ∆t. The circles
Fig. 4. Numerical examples of the detour rate.
62
in the figures show the simulation results. We performed
five simulation runs to set distinct initial seeds for each
number S. Comparison of the analytical results with the
simulation results in Figs. 3 and 4 shows that the mathe-
matical model is valid. Numerical examples for other values
of p and l are omitted in this paper, but the validity can be
shown similarly.
6. Discussion
6.1 Calculation time
We make comparisons with the calculation time of
other methods in order to evaluate the efficiency of the
proposed method. Gaussian elimination and the Gauss–
Seidel method are used as targets for comparison. The
simulation condition is set as l = 0.5 and p = 0.45 and the
maximum value of j is set as 500 in Eqs. (4) to (10). Table
1 shows the calculation time for obtaining the equilibrium
state probabilities with S = 2 to 10. There are no results for
S = 1 because of the theoretical solution given by Ref. 7.
The proposed method can find solutions within a short time
for comparison with other methods at each value of S from
Table 1. When Gaussian elimination is used for this model,
the size of the coefficient matrix must be increased. The
number of solutions is S × (the maximum value of j) and
the maximum value of j should generally be large in order
to reduce error. The proposed method finds only (S2 + S +
1) solutions by using Gaussian elimination; other solutions
can be obtained recursively by Eqs. (30) and (31). There-
fore, the proposed method can reduce the calculation time
compared with Gaussian elimination.
When the Gauss–Seidel method is used for this
model, the calculation time for convergence of the solution
becomes long as the value of S increases. The calculation
time of the Gauss–Seidel method depends on the values of
p and l. However, the calculation time in the proposed
method is independent of the values of p and l. It is clear
Table 1. Comparison in the calculation time (ms)
that the proposed method is efficient from the point of view Using the analytical results from Ref. 6, the instability
of calculation time. condition in the CP model is given as

(47)
6.2 Comparison with the CP model

We compared the CZ model analyzed in this paper
with the CP model analyzed in Ref. 6 in order to investigate
the influence of the time limit quantitatively. We discuss an
“instability condition” under which the number of waiting
vehicles will approach infinity, that is, the system will not
have an equilibrium state. The value of α (= 1 – β) is set
arbitrarily in this section. The instability condition for S =
1 is given by Ref. 7 as
(42)
where p satisfies 0 < p < 1, and p(αlS+1 + βl) < αlS+1 + βl
holds. When the arrival rates (p, l) satisfy
(48)
the CP model is unstable and the CZ model is stable, that
is, the queue is unlikely to become extremely long in the
CZ model.
Equation (45) can be rewritten as
(49)

Equation (42) can be rewritten as follows:
(43)
The numerator (p) represents the arrival rate of the queue.
The following three cases cause departure from a queue.
• A vehicle carrying unit C arrives at CP0 (prob-
ability: β)
• A vehicle carrying unit B arrives at CP0 and a
vehicle does not arrive at CP1 (probability: αm)
• A vehicle carrying unit B arrives at CP0 and vehi-
cles arrive at CP1 and CP2 (probability: αl2)
where p{α(lS+1 + m) + β} + qm is the departure rate in the
CP model. The departure rate in the CZ model is greater
than that in the CP model, comparing Eq. (44) with Eq. (49).
The arrival rates of both models are equal to (p) and the
departure rate in the CZ model is greater than that of the CP
model. Thus, the average queue length in the CZ model is
smaller than that in the CP model.
We now discuss the characteristics of both models by
means of two calculation results. Figure 5 shows numerical
examples of L for l = 0.5 and p = 0.45, the situation in which
the number of waiting vehicles is stable in both models. The
average queue length in the CP model is obtained in accord-
ance with Ref. 6 as follows:

The denominator (α(l2 + m) + β) represents the (50)

departure rate from CP0 (queue). Equation (43) is rewritten
for (arrival rate/departure rate) ≥ 1. It is shown that the
system is unstable if the arrival rate is greater than the
departure rate. Similarly, we discuss an instability condition
for arbitrary S. The arrival rate is p and the departure rate is
α(lS+1 + m) + β. An instability condition for arbitrary S is
given by (arrival rate/departure rate) ≥ 1 as

(44)

We cannot prove Eq. (44) mathematically, because we

cannot obtain explicit solutions in the CZ model. Equation
(44) can be rewritten as follows:

(45)
The proposed method can be used for p + l – lS+1 < 1 [Eq.
(22) in Section 4.3]. Equation (45) with α = 1 contradicts
this condition. Therefore, Eq. (44) is valid.
Equation (45) is rewritten as follows:
(46) Fig. 5. Numerical examples of L(l = 0.7 and p = 0.35).

63

Fig. 6. Numerical examples of L(l = 0.7 and p = 0.35).
We substitute α = 1 into Eq. (50) in order to make a
comparison with the CZ model. Compared to the CP model
in Fig. 5, the average queue length in the CZ model is
reduced for all S. The reason for the reduction of the queue
length is an increase in the number of detoured vehicles on
Line 2. The average queue length of both models is about
the same with increasing S, because the number of detoured
vehicles in the CP model is close to that in the CZ model.
Figure 6 shows numerical examples of L for l = 0.7
and p = 0.35: the situation in which the stability of the
number of waiting vehicles depends on the value of S. The
results of the CP model are shown up to S = 4 because of
instability at S ≥ 5. The average queue length in the CZ
model is reduced to compare with the CP model for S ≤ 4.
For S = 4, the average queue length in the CP model is about
15.9 vehicles and that in the CZ model is about 1.5 vehicles.
This is a reduction to about 1/10 the value given by the CP
model. Therefore, in the CP model the system may fre-
quently become out of control, with deadlock or blocking,
because of an increase in the number of waiting vehicles
with increasing S. This situation can be avoided in the CZ
model. Therefore, it is clear that the CZ model provides a
better control strategy in the presence of heavy traffic.
7. Conclusions
We have constructed a Markov chain model for vehi-
cle behavior at a merging section in an AGVS, in which a
limit is set on the waiting time for entrance. We have
proposed an effective method of calculating the equilibrium
state probabilities by using a linear recurrence relation
obtained from a stochastic model. From this model, we have
64
obtained numerically the average queue length and the
detour rate. The results provide basic data for calculating
the service time and queue length from the commencement
to the termination of a job in the implementation of AGVS
described in Ref. 20. Comparing the results for the average
queue length and the detour rate obtained in this paper with
those of the CP model in Ref. 6, we find that the CZ model
provides a better control strategy under heavy traffic.
In this research, however, it is assumed that all vehi-
cles on Line 2 carry only unit B. Thus, we cannot obtain
explicitly the average queue length and the detour rate when
considering vehicles carrying unit C. This is an issue to be
addressed in the future.
Acknowledgments
We are deeply grateful to Mr. T. Okamoto, whose
comments and suggestions were of great value throughout
this research.
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12. Wainwright CER. The application of queuing theory
Using Eq. (A.5), and taking the summation of Ai,j from j to
in the analysis of plant layout. Int J Oper Product
infinity, we have
Manage 1996;16:50–74.
13. Morimura H, Takahashi Y. Markovian analysis.
Asakura; 1979. (in Japanese) (A.6)
14. Senba I. Combinatorial mathematics. Corona Press;
1999. (in Japanese)
15. Liu CL. Elements of discrete mathematics. McGraw–
Hill; 1986. (in Japanese)
(A.7)
16. Bronstein IN, Semendjajew KA, Grosche G, Ziegler
V. Taschenbuch der Mathematik. Morikita; 1985. (in
Japanese translation)
17. Niino K, Funada T. Basic of numerical analysis.
Baifukan; 1991. (in Japanese)
18. Matsumoto M, Nishimura T. Mersenne Twister: A (A.8)
623-dimensionally equidistributed uniform
pseudorandom number generator. ACM Trans Model
Comput Simul 1998;8:3–30.
19. Stidham S. A last word on L = λW. Oper Res (A.9)
1974;22:415–421.
20. Yoshimoto Y. Implementation guide of AGVS. Denki Next, Eqs. (A.6) to (A.9) are rewritten with the generating
Shoin; 1991. (in Japanese) function for Pi,j defined as follows:

APPENDIX (A.10)

A.1. Derivation of Linear Recurrence Relations (15) Using this function, Eqs. (A.6) to (A.9) are transformed to
and (16)

Defining Pi,j − Pi,j + 1 = Ai,j, we can rewrite Eqs. (8) (A.11)

to (10) as

(A.1)
(A.12)

(A.2)
(A.13)

(A.3)
(A.14)

where bi (i = 0, 1, . . . , S) is a linear expression in x with

(A.4) coefficients Pi,0, P0,1. Here Fx = [F0(x) F1(x) ⋅ ⋅ ⋅FS(x)]T and
B = [b0 b1 ⋅ ⋅ ⋅ bS]T are defined and the coefficients of Fi(x)
where are expressed by the matrix

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 rence relation from the characteristic polynomial. There-
fore, we calculate |AS| from Eq. (A.19). Equation (A.19) is
transformed to the following equation by virtue of the basic
properties of determinants:

(A.15)
(A.22)
where D = px + q. Here, the determinant of |AS| without
xS−1 is denoted as ASg. It is difficult to calculate this deter-
Thus, Eqs. (A.11) to (A.14) are simplified as follows: minant directly. If the characteristic polynomial for Pi,j [that
is, Eq. (17) in Section 4.3] is divided by xS−1, we have
(A.16)
(A.23)
Equation (A.16) is solved for x, and the following expres-
sion is obtained:
Letting x – 1 → x, this becomes
(A.17)
Equation (A.17) means that the denominator of Fi(x) is the (A.24)
determinant |AS|. Because the solutions α1, α2, . . . , αn of
|AS| = 0 for x are known, the equilibrium state probability
If |ASg| is equal to the left-hand side of Eq. (A.24), Eqs. (15)
is expressed by the following equation, by virtue of the
and (16) hold for all natural numbers S. Therefore, we use
relation between the generating function and the recurrence
mathematical induction to prove that the following relation
relation:
holds for all natural numbers S:

(A.18) (A.25)

where C1, . . . , Cn are arbitrary constants. The equation

|AS| = 0 is expressed as Here we obtain the relation between |ASg| and |AS−1
g
|. The
g
definition of |AS | gives the following result:
(A.19)

Dividing both sides of Eq. (A.19) by xn we obtain

(A.20)

Letting x – 1 → x, this equation becomes

(A.21)

Since the solutions of Eq. (A.21) are 1/α1, . . . , 1/αn, (A.21)

is a characteristic polynomial for Pi,j.
When a characteristic polynomial for Pi,j can be (A.26)
obtained by a determinant of the coefficient matrix for the
generating function, we can also obtain the linear recur- Letting S → S – 1 in Eq. (A.26), we obtain

66
 Substituting determinants (A.30) and (A.31) into Eq.
(A.29), we obtain

(A.27)
g
Using cofactor expansion along the first column of |AS−1 |
g
and of |AS |, the following determinant is obtained: (A.33)

The determinant |BS−1,S−1| can be calculated by Eqs. (A.31)

and (A.32):
(A.28)
(A.34)
g
where BS−1,k and BS,k denote the (0, k)-th cofactor of |AS−1 |
g
and the (0, k)-th cofactor of |AS |, respectively. We also have Next, substituting Eqs. (A.32) and (A.34) into Eq. (A.33),
the following determinant is obtained:

(A.29)
(A.35)
Comparing cofactor (A.28) with (A.29), we have g
This equation expresses the relation between |AS−1 | and
g
|AS |.
(A.30) We assume that the following expression holds:

(A.36)
As a consequence of cofactor expansion along the (S – 1)-th
row of |BS,S|, |BS,S| is obtained as follows:
Applying induction hypothesis (A.36) to Eq. (A.35), Eq.
(A.31) (A.25) can be obtained. It has been proved by mathematical
induction that Eq. (A.25) holds for all natural numbers S.
where NS−1 is a determinant which can be calculated easily, A characteristic polynomial for the determinant |AS| can be
and is expressed as obtained by a similar procedure, in which Eq. (A.21) is
obtained from Eq. (A.19) and we show that the calculation
(A.32) result is equal to Eq. (17). Linear recurrence relations (15)
and (16) can be derived from Eq. (17).

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 AUTHORS (from left to right)

Takahiro Hoshino (student member) received his B.E., M.E., and Ph.D. degrees in system engineering from Ibaraki
University in 2002, 2007, and 2010 and is now a research associate at the College of Science and Technology, Nihon University.
His main area of research deals with traffic flow and queuing theory. He is a member of IEEJ, the Japan Society for Simulation
Technology, and the Japan Society for Industrial and Applied Mathematics.

Kazuhiro Tsuboi (nonmember) received his M.E. and D.Eng. degrees in aeronautical engineering from the School of
Engineering of the University of Tokyo in 1985 and 1993. After working as a researcher at the Institute of Computational Fluid
Dynamics and at the Institute of Mathematical Science, Kao Corporation, he joined the faculty of Ibaraki University in 1996.
He is now an associate professor in the Department of Intelligent Systems Engineering of Ibaraki University. He is a member
of the Physical Society of Japan, the Japan Society for Industrial and Applied Mathematics, the Japan Society of Fluid
Mechanics, the Japan Society of Mechanical Engineers, and the Japan Society for Simulation Technology, and also a senior
member of the American Institute of Aeronautics and Astronautics.

Kazuo Yamanaka (member) graduated from Waseda University in 1974 and received his doctoral degree in 1979. He is
currently a professor in the Department of Electrical and Electronic Engineering, Ibaraki University. His research interests
include the analysis of probabilistic models and stochastic control theory.

Yoshio Hamamatsu (member) graduated from the Department of Electrical Engineering, Nihon University, in 1974 and
received his master’s degree in 1976. In 1984, he received his Ph.D. degree from Hokkaido University. He became a research
associate at Tamagawa University in 1976, an assistant professor in 1982, and an associate professor in 1988; an associate
professor at Ibaraki University in 1992 and a professor in 1998; and a professor in the College of Science and Technology,
Nihon University, in 2008, and a professor emeritus at Ibaraki University in 2008. He was a visiting research professor at the
University of Delaware (USA) from 1985 to 1986, and also in 1988. His main area of research deals with traffic flow and
queuing theory. He is a member of IEEJ, IEICE, and the Japan Society for Simulation Technology.

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