Communications in Statistics - Theory and Methods

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Analysis of BMAP/MSP/1 queue with MAP

generated negative customers and disasters

Nitin Kumar & U. C. Gupta

To cite this article: Nitin Kumar & U. C. Gupta (2023) Analysis of BMAP/MSP/1 queue with
MAP generated negative customers and disasters, Communications in Statistics - Theory and
Methods, 52:12, 4283-4309, DOI: 10.1080/03610926.2021.1990953

To link to this article: https://doi.org/10.1080/03610926.2021.1990953

Published online: 19 Oct 2021.

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COMMUNICATIONS IN STATISTICS—THEORY AND METHODS
2023, VOL. 52, NO. 12, 4283–4309
https://doi.org/10.1080/03610926.2021.1990953

Analysis of BMAP/MSP/1 queue with MAP generated

negative customers and disasters
Nitin Kumar and U. C. Gupta
Department of Mathematics, Indian Institute of Technology Kharagpur, Kharagpur, India

ABSTRACT ARTICLE HISTORY

This paper studies an infinite-buffer single server queueing model Received 30 October 2020
with negative customers and disasters. The ordinary (positive) cus- Accepted 3 October 2021
tomers arrive in the system according to the batch Markovian arrival
KEYWORDS
process and join the queue for service. The negative customer and
Batch Markovian arrival
disaster are characterized by two independent Markovian arrival process; disaster; G-queue;
processes. A negative customer removes the positive customer markovian service process;
undergoing service, if any, and a disaster makes the system empty negative customers; vector
by simultaneously removing all the positive customers present in the generating function
system. We obtain the steady-state vector generating function (VGF)
of the distribution of the number of positive customers in the sys-
tem at arbitrary epoch. Further, the inversion of the VGF is carried
out using the roots method to obtain the distribution. Moreover, the
probability vectors at post-departure and pre-arrival epochs are also
obtained. The results obtained throughout the analysis are computa-
tionally tractable, as illustrated by few numerical examples. Finally,
we discuss the impact of the correlation of the arrival process of
negative customers and disasters on the performance of the system
through some graphical representations.

1. Introduction
The theory of queues with negative arrivals (also known as G-queues) was introduced
by Gelenbe (1989). In G-queues, the negative arrivals remove a regular (positive) cus-
tomer from a system with a specific removal discipline. There are many removal
schemes such as individual removal, partial removal (mild catastrophe), bulk removal
(killing off the bulk of customers), disaster (all customers wiped out), and random work
removal. Queues with negative arrivals have potential applications in various fields.
These can be applied to model packet losses, task termination in speculative parallelism,
faulty components in manufacturing systems, server breakdowns, and a reaction net-
work of interacting molecules. Detailed literature on G-queues and their applications
can be found in Van Do (2011). Disasters are also known as catastrophes (Economou
and Fakinos (2003)), mass exodus (Chen and Renshaw (1997)) or queue flushing
(Towsley and Tripathi (1991)). For literature related to mild catastrophes, one can refer
to Barbhuiya, Kumar, and Gupta (2019); Kumar, Barbhuiya, and Gupta, Kumar, and
Barbhuiya (2020a); Kumar and Gupta (2021, 2020a,b) and references therein.

CONTACT U. C. Gupta umesh@maths.iitkgp.ac.in Department of Mathematics, Indian Institute of Technology

Kharagpur, Kharagpur, 721302, India.
ß 2021 Taylor & Francis Group, LLC
4284 N. KUMAR AND U. C. GUPTA

Initially, Harrison and Pitel (1993) studied the M/M/1 queue with negative customers.
Further, they analyzed an M/G/1 queue with negative arrivals, Harrison and Pitel (1995,
1996). Jain and Sigman (1996) derived a Pollaczek-Khintchine formula for the M/G/1
queue with disasters, and Boxma, Perry, and Stadje (2001) considered the same model
by assuming that the disasters occur in deterministic equidistant times. Whereas, Yang
and Chae (2001) analyzed the GI/M/1 queue with negative arrivals, a strong stability
condition was developed by Abbas and Aïssani (2010). Recently Kumar, Barbhuiya, and
Gupta, Kumar, and Barbhuiya (2020b) carried out the analysis of the GI/M/1 queue
with negative arrivals under various killing mechanisms. Further, they extended their
analysis to cover the batch arrival and analyzed a GIX/M/1 queue with negative custom-
ers and disaster, Gupta, Kumar, and Barbhuiya (2020). It may be remarked here that all
the work mentioned above have been discussed under steady-state condition. However,
some researchers have also studied the transient behavior of the Markovian queues with
catastrophes. The transient solution of M/M/1, M/M/2, and M/M/c queues with cata-
strophes have been obtained by Kumar and Arivudainambi (2000), Kumar and
Madheswari (2002), Sudhesh, Savitha, and Dharmaraja (2017) and Dharmaraja and
Kumar (2015), respectively. Dharmaraja et al. (2015) investigated a continuous-time
Ehrenfest model with catastrophes.
A few studies with nagative arrivals and disasters have also been carried out in discrete-
time setup. Atencia and Moreno (2004) was the first to discuss the Geo/Geo/1 queue with
negative customer and disaster. Though the Geo/G/1 queue with negative customer and
disaster is analyzed by Park, Yang, and Chae (2009b), GI/Geo/1 queue with disaster, and
GI/Geo/1 queue with negative customers have been analyzed by Park, Yang, and Chae
(2009a) and Chae, Park, and Yang (2010), respectively. Zhou (2005) carried out the ana-
lysis of the discrete-time GI/G/1 queue with negative arrivals. Wang, Huang, and Dai
(2011) considered an on-off source queueing system with negative customers. A survey on
queueing models with interruptions that may occur due to catastrophes and server break-
downs is presented by Krishnamoorthy, Pramod, and Chakravarthy (2014).
The versatile point processes such as Markovian arrival process (MAP) and batch
Markovian arrival process (BMAP), the generalization of the traditional Poisson and
compound Poisson arrival processes, can be used to model the bursty and correlated
nature of traffic. For a detailed insight into MAP and BMAP, one can refer to Neuts
(1979), Ramaswami (1980), Lucantoni, Meier-Hellstern, and Neuts (1990), Lucantoni
(1991), Chakravarthy (2001, 2010). The G-queues with Markovian arrival processes
have gained much attention since the last two decades due to their wide applications in
telecommunication networks, see Vishnevskii and Dudin (2017). Dudin and Nishimura
(1999) investigated a BMAP/SM/1 queue with MAP input of disasters and obtained the
queue length and virtual waiting-time distribution. In this sequence, Dudin and Karolik
(2001) extended their work by including non instantaneous recovery of the system.
Further, a numerically stable algorithm for evaluating the stationary distribution of the
BMAP/SM/1 queue was developed by Dudin and Semenova (2004). In a series of
papers, Semenova (2003, 2004, 2007) discussed the optimal control of the BMAP/SM/1
queue with MAP input of disasters. Chakravarthy (2009) investigated a single server
queueing model with impatient customers and disaster by assuming the arrival process
as MAP.
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4285

We observe, from the literature, that the queueing models with the Markovian service
process (MSP) under MAP inputs of negative customers and disasters have not been
analyzed so far. Motivated by this fact, we aim to investigate a more complex queueing
model with negative arrivals. More specifically, we consider an infinite-buffer single ser-
ver queueing system in which positive (ordinary) customers arrive in the system accord-
ing to the BMAP and join the queue for service. The server serves the customer one at
a time with MSP. This queueing system is prone to negative customers and disasters,
which occur as per the MAP, and are independent of each other. When a negative cus-
tomer occurs, it removes the customer who is undergoing service. In contrast, a disaster
causes the immediate departure of all customers from the system (including the one
currently processed by the server). The arrival process of positive customers, negative
customers, disasters, and service process are independent of each other. Using the con-
tinuous-time Markov chain theory, we first derive a vector generating function (VGF)
of the number of positive customers in the system at arbitrary epoch. After that, we
present a two-step computing process to extract the distribution from the VGF. The
first step involves determining the unknown probability vector, which is carried out
using the roots of the associated characteristic equation that lies inside the unit circle.
In the second step, the remaining probabilities are obtained using the outside roots. We
also obtain the probability vectors at post-departure and pre-arrival epochs using their
relation with arbitrary epoch probabilities. Finally, we demonstrate the whole computing
process through some examples and present numerical results in tabular form. The
effect of the correlation of the arrival process of negative customers and disaster on sys-
tem performance is also investigated through several graphs.
The rest of the paper is organized as follows. In the upcoming section, we describe
the model. In Section 3, we analyze the model and first obtain the VGF of the system
content at arbitrary epoch and present a detailed computing process for evaluating the
distribution. The distributions at post-departure and pre-arrival epochs are given in
Section 4. The expression of the average number of positive customers in the system at
various epochs is derived in Section 5. Numerical results and their discussion is carried
out in Section 6, followed by concluding remarks and Appendix.

2. Model description, assumptions and notations

We consider a queueing model where positive customers arrive as per the BMAP, ser-
vice process is governed by MSP, the negative customers and disasters occur according
to the MAP. In this section, we describe these processes in detail. Now onward, for the
sake of simplicity, we shall use the word customer for positive customer. The pictorial
representation of the model is given in Figure 1.

Arrival process of positive customers

In BMAP, arrivals are governed by an underlying m1-state Markov chain having transi-
tion rate ðDa0 Þij , ð1  i, j  m1 Þ with a transition from state i to j without an arrival, and
having transition rate ðDak Þij , ð1  i, j  m1 Þ with a transition from state i to j with the
arrival of customers of batch size k,  1: The matrix Da0 ¼ ½ðDa0 Þij  has negative
4286 N. KUMAR AND U. C. GUPTA

Figure 1. The pictorial representation of the model.

diagonal elements and non negative off-diagonal elements, and the matrix Dak ¼ ½ðDak Þij 
has non negative elements. We define the matrix-generating function Da ðzÞ ¼
P1 a k P1 a
k¼0 Dk z , for jzj  1: The matrix D  D ð1Þ ¼ k¼0 Dk with D e ¼ 0, where e is a
a a a

column vector of ones with suitable dimension, is an infinitesimal generator corre-

sponding to an irreducible Markov chain underlying the BMAP. Let p
a ¼
½

a2 , :::, p
p a1 , p
am1  be the stationary probability vector of the underlying Markov chain,
i:e:, p
a Da ¼ 0, p
a e ¼ 1: The fundamental arrival rate (k ) of the stationary BMAP is
P
given by k ¼ p
a 1 k¼1 kDk e: In short, we denote the arrival process of customers
a

by BMAP(D0 , D1 , D2 , :::).
a a a

Service process of positive customers

The Markovian service process is represented with parameter matrices Cs and Ds of
order m2. The matrix Cs ¼ ½ðCs Þij  has negative diagonal elements and non negative off-
diagonal elements, and the matrix Ds ¼ ½ðDs Þij  has non negative elements with ðCs þ

s ¼ ½

Ds Þe ¼ 0: Let p
s2 , :::, p
p s1 , p
sm2  be the stationary probability vector of the underly-
ing Markov chain, i:e:, p
s ðCs þ Ds Þ ¼ 0, p
s e ¼ 1: The fundamental service rate (l ) of
the stationary MSP is given by l ¼ p
s Ds e: In short, we denote the service process of
customers by MSP(Cs , Ds ).

Arrival process of negative customers

The arrival process of negative customers is governed by an underlying m3-state
Markov chain with parameter matrices Cnc and Dnc with ðCnc þ Dnc Þe ¼ 0: Let p
nc ¼
½

nc2 , :::, p
p nc1 , p
ncm3  be the stationary probability vector of the underlying Markov chain,
i:e:, p
nc ðCnc þ Dnc Þ ¼ 0, p
nc e ¼ 1: The fundamental arrival rate (v ) of negative cus-
tomer corresponding to the stationary MAP is given by v ¼ p
nc Dnc e: In short, we
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4287

denote the arrival process of negative customers by MAPnc(Cnc , Dnc ). When a negative
customer arrives into the system, it removes the customer who is undergoing service.
Moreover, there is no effect of the negative customer when the system is empty.

Arrival process of disasters

The arrival process of disasters is governed by an underlying m4-state Markov chain with par-
ameter matrices Cd and Dd with ðCd þ Dd Þe ¼ 0: Let p
d ¼ ½

d2 , :::, p
p d1 , p
dm4  be the station-
ary probability vector of the underlying Markov chain, i:e:, p
d ðCd þ Dd Þ ¼ 0, p
d e ¼ 1: The
fundamental arrival rate (d ) of disaster corresponding to the stationary MAP is given by
d ¼ p
d Dd e: In short, we denote the arrival process of disasters by MAPd(Cd , Dd ).
For the stability of the queueing system, we have d > 0 (see Appendix).

3. Analysis of the model

In this section, we analyze the queueing model and first, obtain the VGF of the system
content distribution (number of customers in the system) at arbitrary epoch, and then
present a detailed computing process for extracting the distribution from this VGF.

3.1. System content distribution at arbitrary epoch

To obtain the system content distribution at arbitrary epoch, we define following ran-
dom variables at time t:

 NðtÞ  The number of customers in the system.

 I1 ðtÞ  The phase of the batch of arriving customers (BMAP).
 I2 ðtÞ  The phase of the server (MSP).
 I3 ðtÞ  The phase of the arriving negative customer (MAPnc).
 I4 ðtÞ  The phase of the arriving disaster (MAPd).

The state of the system at time t is given by XðtÞ ¼ ðNðtÞ, I1 ðtÞ, I2 ðtÞ, I3 ðtÞ, I4 ðtÞÞ:
Then fXðtÞgt0 is a continuous-time Markov chain on the state space S ¼
fðn, i1 , i2 , i3 , i4 Þ : n  0, 1  ij  mj , 1  j  4g: The infinitesimal generator Q of the
model has the following structure:
0 1
B0 A 1 A2 A3 A4 :::
B B1 A 0 A1 A2 A3 ::: C
B C
B B2 A1 A0 A1 A2 ::: C
B C
Q ¼ B B2 0 A A A ::: C
B 1 0 1 C
B B2 0 0 A1 A0 A1 ::: C
@ A
.. .. .. .. . . . . . . ..
. . . . . . . .
where matrices An , Bn , are of order m m with m ¼ m1 m2 m3 m4 , and are described as:

 B0 : The level of the chain remains at zero.

 B1 : The level of the chain decreases to zero from 1.
4288 N. KUMAR AND U. C. GUPTA

 B2 : The level of the chain decreases to zero from n ð 2Þ:

 A0 : The level of the chain remains the same.
 A1 : The level of the chain decreases by 1.
 An : The level of the chain increases by n ð 1Þ:

The level of the chain represents the number of customers in the system. The expres-
sion of matrices An , Bn is given by
B0 ¼ Da0 Im2 Im3 Im4 þ Im1 Im2 Im3 ðCd þ Dd Þ
B1 ¼ Im1 ðDs 丣 Dnc Þ Im4 þ Im1 Im2 Im3 Dd
B2 ¼ Im1 Im2 Im3 Dd
A0 ¼ Da0 Im2 Im3 Im4 þ Im1 ðCs 丣 Cnc Þ Im4 þ Im1 Im2 Im3 Cd
A1 ¼ Im1 ðDs 丣 Dnc Þ Im4
An ¼ Dan Im2 Im3 Im4 , n  1,
where and 丣 represents the Kronecker product and Kronecker sum, respectively.
Let pðnÞ ¼ ½p1111 ðnÞ, :::, p111m4 ðnÞ, :::, pi1 i2 i3 i4 ðnÞ, :::, pm1 m2 m3 m4 ðnÞ, n  0, denote the
row vector according to the block structure of the generator Q, where pi1 i2 i3 i4 ðnÞ repre-
sents the steady-state probability that the number of customers in the system is n at
arbitrary epoch with batch arrival process being in phase i1 ð1  i1  m1 Þ, the service
process being in phase i2 ð1  i2  m2 Þ, the arrival process of the negative customer
being in phase i3 ð1  i3  m3 Þ, and the arrival process of disaster being in phase
i4 ð1  i4  m4 Þ: Now in order to obtain pðnÞ, we use pQ ¼ 0 and pe ¼ 1, with p ¼
½pð0Þ, pð1Þ, pð2Þ, ::: and get
X1
pð0ÞB0 þ pð1ÞB1 þ pðlÞB2 ¼ 0 (1)
l¼2

X
n1
pðjÞAnj þ pðnÞA0 þ pðn þ 1ÞA1 ¼ 0, n  1: (2)
j¼0

Now substituting the values of An and Bn in Equations (1) and (2), we obtain
pð0ÞðDa0 Im2 Im3 Im4 þ Im1 Im2 Im3 ðCd þ Dd ÞÞ
þ pð1ÞðIm1 ðDs 丣 Dnc Þ Im4 þ Im1 Im2 Im3 Dd Þ
X1
þ pðlÞðIm1 Im2 Im3 Dd Þ ¼ 0: (3)
l¼2

X
n1
pðjÞðDanj Im2 Im3 Im4 Þ þ pðn þ 1ÞðIm1 ðDs 丣 Dnc Þ Im4 Þ
j¼0

þ pðnÞðDa0 Im2 Im3 Im4 þ Im1 ðCs 丣 Cnc Þ Im4

þIm1 Im2 Im3 Cd Þ ¼ 0, n  1: (4)
P1
Let PðzÞ ¼ n¼1 pðnÞzn : Now multiplying Equation (4) by zn and then summing
over n, we get
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4289

X
1 X
n1
pðjÞzn ðDanj Im2 Im3 Im4 Þ
n¼1 j¼0
X
1
þ pðn þ 1Þzn ðIm1 ðDs 丣 Dnc Þ Im4 Þ
n¼1
X1
þ pðnÞzn ðDa0 Im2 Im3 Im4 þ Im1 ðCs 丣 Cnc Þ Im4
n¼1
þ Im1 Im2 Im3 Cd Þ ¼ 0: (5)
That implies
ðPðzÞ þ pð0ÞÞððDa ðzÞ  Da0 Þ Im2 Im3 Im4 Þ
1
þ ðPðzÞ  pð1ÞzÞðIm1 ðDs 丣 Dnc Þ Im4 Þ
z
þ PðzÞðDa0 Im2 Im3 Im4 þ Im1 ðCs 丣 Cnc Þ Im4
þ Im1 Im2 Im3 Cd Þ ¼ 0: (6)
After simplification, Equation (6) gives
PðzÞððDa0 Im2 Im3 Im4 þ Im1 ðCs 丣 Cnc Þ Im4 þ Im1 Im2 Im3 Cd Þ
1
þ ððDa ðzÞ  Da0 Þ Im2 Im3 Im4 Þ þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ
z
¼ pð0ÞððDa ðzÞ  Da0 Þ Im2 Im3 Im4 Þ þ pð1ÞðIm1 ðDs 丣 Dnc Þ Im4 Þ: (7)
From Equation (3), we have
pð1ÞðIm1 ðDs 丣 Dnc Þ Im4 Þ
¼ pð0ÞðDa0 Im2 Im3 Im4
þ Im1 Im2 Im3
ðIm1
Cd Þ  p Im2 Im3 Dd Þ: (8)
Now substituting Equation (8) in Equation (7), we obtain
PðzÞððIm1 ðCs 丣 Cnc Þ
Im4 þ Im1 Im2 Im3 Cd Þ
1
þ ðDa ðzÞ Im2 Im3 Im4 Þ þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ
z
¼  pð0ÞððDa ðzÞ  Da0 Þ Im2 Im3 Im4 Þ
 pð0ÞðDa0 Im2 Im3 Im4 þ Im1 Im2 Im3 Cd Þ

ðIm1 Im2 Im3 Dd Þ:
 p (9)
Now assuming that PðzÞ ¼ pð0Þ þ PðzÞ, and using it in Equation (9), we get
ðPðzÞ  pð0ÞÞððIm1 ðCs 丣 Cnc Þ Im4 þ Im1 Im2 Im3 Cd Þ
1
þ ðDa ðzÞ Im2 Im3 Im4 Þ þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ
z
¼  pð0ÞðDa ðzÞ Im2 Im3 Im4 Þ  pð0ÞðIm1 Im2 Im3 Cd Þ

ðIm1 Im2
 p Im3 Dd Þ: (10)
4290 N. KUMAR AND U. C. GUPTA

That gives
PðzÞððIm1 ðCs 丣 Cnc Þ
Im4 þ Im1 Im2 Im3 Cd Þ
1
þ ðDa ðzÞ Im2 Im3 Im4 Þ þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ
z
1
¼ pð0ÞððIm1 ðCs 丣 Cnc Þ Im4 Þ þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ
z
p
ðIm1 Im2 Im3 Dd Þ: (11)
After simplification, Equation (11) becomes
PðzÞ ¼ ðpð0ÞððIm1 ðCs 丣 Cnc Þ Im4 Þz
þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ  p
ðIm1 Im2 Im3 Dd ÞzÞ
ððIm1 ðCs 丣 Cnc Þ Im4 þ Im1 Im2 Im3 Cd
þ Da ðzÞ Im2 Im3 Im4 Þz þ Im1 ðDs 丣 Dnc Þ Im4 Þ1 : (12)
Equation (12) is the VGF of the system content distribution at arbitrary epoch.
Remark 1. We have analyzed the model under the assumption that the service process
is interrupted during idle periods of the system, implying, in particular, that the service
phase does not change during idle periods of the system.
Remark 2. We may also consider the model under the assumption that the service
process runs during idle periods of the system without generating any real service com-
pletions. In this case, B0 becomes B0 ¼ Da0 Im2 Im3 Im4 þIm1 ðCs þ Ds Þ Im3
Im4 þ Im1 Im2 Im3 ðCd þ Dd Þ, and the VGF given in Equation (12) takes the fol-
lowing form
PðzÞ ¼ ðpð0ÞððIm1 ðCs þ Ds Þ Im3 Im4 Þz þ ðIm1 ðCs 丣 Cnc Þ Im4 Þz
þ ðIm1 ðDs 丣 Dnc Þ
ðIm1 Im2 Dd ÞzÞ
Im4 ÞÞ  p
ððIm1 ðCs 丣 Cnc Þ Im4 þ Im1 Im2 Im3 Cd
þ Da ðzÞ Im2 Im3 Im4 Þz þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ1 : (13)
The above assumption is similar to the one given in Samanta, Chaudhry, and
Pacheco (2016) in the analysis of BMAP/MSP/1 queue.

3.2. Some special cases of the model

In this section, we discuss some well-known queueing models which can be obtained
from the considered model.

(a) BMAP/MSP/1 queue

Removing the term of negative customer and disaster, the VGFs given in Equations
(12) and (13) reduces to the following equations:
PðzÞ ¼ ðpð0ÞððIm1 Cs Þz þ ðIm1 Ds ÞÞÞ
ððIm1 Cs þ D ðzÞa
Im2 Þz þ Im1 Ds Þ1 : (14)
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4291

PðzÞ ¼ ðpð0ÞððIm1 ðCs þ Ds ÞÞz þ ðIm1 Cs Þz þ ðIm1 Ds ÞÞÞ

(15)
ððIm1 Cs þ Da ðzÞ Im2 Þz þ ðIm1 Ds ÞÞ1 :
After simplification Equations (14) and (15) can be rewritten as
PðzÞ ¼ ðpð0Þð!1 ðzÞ  z!2 ðzÞÞÞð!1 ðzÞÞ1 , (16)
where
!1 ðzÞ ¼ zðDa ðzÞ Im2 þ Im1 ðCs þ z1 Ds ÞÞ,
!2 ðzÞ ¼ Da ðzÞ Im2 þ Im1 !3 ,
and !3 is defined as following

0, for the VGF given in ð14Þ
!3 ¼
C s þ Ds , for the VGF given in ð15Þ:

The VGF given in Equation (16) matches exactly with Samanta, Chaudhry, and
Pacheco (2016, p-424, Eq 11).

(b) MX/M/1 queue

Removing the term of negative customer and disaster, and then setting m1 ¼ 1, m2 ¼
1, Da0 ¼ ½k, Dak ¼ ½kck , k  1, Da ðzÞ ¼ k þ kCðzÞ, Cs ¼ ½l, Ds ¼ ½l, pð0Þ ¼ p0
and PðzÞ ¼ PðzÞ, Equation (12) becomes
p0 lð1  zÞ
PðzÞ ¼ : (17)
lð1  zÞ  kzð1  CðzÞÞ
Equation (17) matches exactly with Shortle et al. (2018, p-119, Eq 3.3).

3.3. Computing process for the evaluation of system content distribution at

arbitrary epoch
In this section, we present a detailed computing procedure to obtain the distribution by
inverting the VGF given in Equation (12). For this, rewriting Equation (12) as
PðzÞUðzÞ ¼ RðzÞ (18)
where
RðzÞ ¼ ðpð0ÞððIm1 ðCs 丣 Cnc Þ Im4 Þz þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ
 p
ðIm1 Im2 Im3 Dd ÞzÞ,
UðzÞ ¼ ððIm1 ðCs 丣 Cnc Þ Im4 þ Im1 Im2 Im3 Cd
þ D ðzÞ
a
Im2 Im3 Im4 Þz þ ðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ:

In order to extract fpðnÞ, n  0g from Equation (18), we first evaluate the unknown
vector pð0Þ which is embedded in RðzÞ, and then using it, we obtain the remaining
state probabilities fpðnÞ, n  1g: For this, we apply the inversion method of VGF, given
in (Gupta, Singh, and Chaudhry (2016); Samanta, Chaudhry, and Pacheco (2016);
Kumar and Gupta (2021)).
4292 N. KUMAR AND U. C. GUPTA

Since PðzÞ ¼ ½P1111 ðzÞ, :::, P111m4 ðzÞ, :::, Pi1 i2 i3 i4 ðzÞ, :::, Pm1 m2 m3 m4 ðzÞ, using the
Cramer’s rule in Equation (18), we get the expression of Pi1 i2 i3 i4 ðzÞ as
jUi1 i2 i3 i4 ðzÞj
Pi1 i2 i3 i4 ðzÞ ¼ , 1  ij  mj , 1  j  4, (19)
jUðzÞj
where Ui1 i2 i3 i4 ðzÞ is same as UðzÞ except the ði1 i2 i3 i4 Þ th row, which is replaced by RðzÞ
(see Remark 3). In order to fulfill the conditions of Cramer’s rule and for the unique
expression of Pi1 i2 i3 i4 ðzÞ, we assume that jUðzÞj is a non zero polynomial in z. Now
rewriting above equation as
Si1 i2 i3 i4 ðzÞ
Pi1 i2 i3 i4 ðzÞ ¼ , 1  ij  mj , 1  j  4, (20)
SðzÞ
where Si1 i2 i3 i4 ðzÞ ¼ jUi1 i2 i3 i4 ðzÞj and SðzÞ ¼ jUðzÞj: One may note that unknown vector
pð0Þ is embedded in Si1 i2 i3 i4 ðzÞ: Now we aim to first compute pð0Þ using the roots of
S(z) ¼ 0 inside the unit disk jzj ¼ 1: As S(z) ¼ 0 has m roots in jzj  1 (see
Appendix), we assume that these m roots are distinct and denote them
as b1 , b2 , :::, bm1 , bm :
Remark 3. Throughout the computing process, we have assumed that each row/column
is marked as f1111, 1112, :::, i1 i2 i3 i4 , :::, m1 m2 m3 m4 g:

3.3.1. Determination of the unknown vector pð0Þ

As each component Pi1 i2 i3 i4 ðzÞ of the VGF PðzÞ being convergent in jzj  1, it implies
that b1 , b2 , :::, bm1 and bm must be the zeros of the numerator of Equation (20) and
hence we can determine the unknown vector pð0Þ by considering any one component
of PðzÞ, say Pl1 l2 l3 l4 ðzÞ ð1  lj  mj , 1  j  4Þ: So we get m simultaneous equations
such that
Sl1 l2 l3 l4 ðbk Þ ¼ 0, 1  k  m: (21)
The unknown vector pð0Þ is obtained after solving the system of equations given in
Equation (21).

3.3.2. Determination of remaining probability vectors pðnÞ, n  1

Now after substituting the known vector pð0Þ in Equation (20), we get Pi1 i2 i3 i4 ðzÞ in the
form of completely known polynomials both in the numerator and the denominator.
Since the degree of the numerator of Equation (20) is less than the degree of the
denominator of Equation (20), let us assume that S(z) ¼ 0 has d distinct roots outside
jzj ¼ 1, viz. gl ð1  l  dÞ: Using the partial-fraction method on Pi1 i2 i3 i4 ðzÞ, we obtain
X
1 X
d
bl, i i i i
Pi1 i2 i3 i4 ðzÞ  pi1 i2 i3 i4 ðÞz ¼ 1 2 3 4
, 1  ij  mj , 1  j  4: (22)
¼0 l¼1
ðz  gl Þ

Now collecting the coefficient of z from both sides of Equation (22), we get
X
d
bl, i i i i
pi1 i2 i3 i4 ðÞ ¼  1 2 3 4
,   0, (23)
l¼1
glþ1
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4293

where
Si1 i2 i3 i4 ðgl Þ
bl, i1 i2 i3 i4 ¼ , l ¼ 1, :::, d:
S0 ðgl Þ

3.3.3. Computing process for repeated roots of S(z) ¼ 0

i. When S(z) ¼ 0 have repeated roots inside the unit disk jzj ¼ 1
Since S(z) ¼ 0 have m roots inside the unit disk, let us P assume that
b1 , b2 , b3 , :::, bf are the roots with multiplicity r1 , r2 , :::, rf so m ¼ i¼1 ri , and
f

other distinct roots are bm þ1 , bm þ2 , :::, bm : So, Equation (21) becomes
ði1Þ
Sl1 l2 l3 l4 ðb1 Þ ¼ 0, i ¼ 1, 2, :::, r1 :
ði1Þ
Sl1 l2 l3 l4 ðb2 Þ ¼ 0, i ¼ 1, 2, :::, r2 :
..
.
ði1Þ
Sl1 l2 l3 l4 ðbf Þ ¼ 0, i ¼ 1, 2, :::, rf :
Sl1 l2 l3 l4 ðbk Þ ¼ 0, m þ 1  k  m:
ii. When S(z) ¼ 0 have repeated roots outside the unit disk jzj ¼ 1
Let us assume that characteristic equation S(z) ¼ 0 has multiple roots
n1 , n2 , n3 , :::, nf  each with multiplicity k1 , k2 , k3 , :::,P
kf  in jzj > 1: Since there are
f
d roots of S(z) ¼ 0 outside the unit disk, i:e, i¼1 ki ¼ d, so Equation (22)
becomes

X1 Xf X ku
bu, s, i1 i2 i3 i4

Pi1 i2 i3 i4 ðzÞ  pi1 i2 i3 i4 ðÞz ¼ b0, 0, i1 i2 i3 i4 þ ,
¼0 u¼1 s¼1
ðz  nu Þ
1  ij  mj , 1  j  4: (24)

Now collecting the coefficient of z from both sides of Equation (24), we get
8
>
> Xf Xku
ð1Þs bu, s, i1 i2 i3 i4
>
>
>
< b0, 0, i i i i þ ,  ¼ 0,
1 2 3 4
nsu
pi1 i2 i3 i4 ðÞ ¼ f X
u¼1 s¼1
(25)
>
> X ku
ð þ s  1Þ! ð1Þs bu, s, i1 i2 i3 i4
>
> ,   1,
>
:
u¼1 s¼1
ðs  1Þ! ! nþs
u

where
8
>
> quoðSi1 i2 i3 i4 ðzÞ, SðzÞÞ, u ¼ 0, s ¼ 0,
>
>
>
< !
bu, s, i1 i2 i3 i4 ¼ 1 dku s ðz  nu Þku Si1 i2 i3 i4 ðzÞ
>
> lim , u ¼ 1, :::, f  ,
>
> ðku  sÞ! z!nu dzku s SðzÞ
>
: s ¼ 1, :::, ku :
4294 N. KUMAR AND U. C. GUPTA

This completes the computing process of the system content distribution at arbi-
trary epoch.
4. Distribution at post-departure and pre-arrival epochs
4.1. Distribution at post-departure epoch
Let pþ ðnÞ ¼ ½pþ þ þ þ
1111 ðnÞ, :::, p111m4 ðnÞ, :::, pi1 i2 i3 i4 ðnÞ, :::, pm1 m2 m3 m4 ðnÞ, n  0, denote the
þ
row vector according to the block structure of the generator Q, where pi1 i2 i3 i4 ðnÞ repre-
sents the steady-state probability that the number of customers in the system is n at the
departure epoch (either due to service completion or negative customer or disaster)
with batch arrival process of customers being in phase i1, the service process being in
phase i2, the arrival process of the negative customer being in phase i3, and the arrival
process of disaster being in phase i4.
As the customers leave the system either due to the service completion or due to the
arrival of negative customer or due to the arrival of disaster, so considering all three
cases, the relation between post-departure and arbitrary epochs probability distributions,
for 1  ik  mk , 1  k  4, are given by
Xm2 Xm3
pþ
i1 i2 i3 i4 ð0Þ / pi1 j2 i3 i4 ð1ÞðD Þ
s j2 i2 þ pi1 i2 j3 i4 ð1ÞðDnc Þj3 i3
j2 ¼1 j3 ¼1
X
1 X
m4 
þ pi1 ij2 i3 j4 ðiÞðDd Þj3 i3 , (26)
i¼1 j4 ¼1

and
X
m2 X
m3 
pþ
i1 i2 i3 i4 ðnÞ / pi1 j2 i3 i4 ðn þ 1ÞðDs Þj2 i2 þ pi1 i2 j3 i4 ðn þ 1ÞðDnc Þj3 i3 , n  1: (27)
j2 ¼1 j3 ¼1

Equations (26)-(27) can be written as

 m2
1 X Xm3
pþi1 i2 i3 i4 ð0Þ ¼ pi j i i ð1ÞðD Þ
s j2 i2 þ pi1 i2 j3 i4 ð1ÞðDnc Þj3 i3
K j2 ¼1 1 2 3 4 j3 ¼1
X1 X m4  (28)
þ pi1 ij2 i3 j4 ðiÞðDd Þj3 i3 ,
i¼1 j4 ¼1
X
m2 X
m3 
1
pþ
i1 i2 i3 i4 ðnÞ ¼ pi1 j2 i3 i4 ðn þ 1ÞðDs Þj2 i2 þ pi1 i2 j3 i4 ðn þ 1ÞðDnc Þj3 i3 , n  1, (29)
K j2 ¼1 j3 ¼1

where K is the proportionality constant. Now writing Equations (28) and (29) in matrix
and vector form, we get
1 X1
pþ ð0Þ ¼ ðpð1ÞðIm1 ðDs 丣 Dnc Þ Im4 Þ þ pðiÞðIm1 Im2 Im3 Dd ÞÞ, (30)
K i¼1

1
pþ ðnÞ ¼ ðpðn þ 1ÞðIm1 ðDs 丣 Dnc Þ Im4 ÞÞ, n  1: (31)
K
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4295

The unknown K can be obtained by summing Equations (30) and (31) over the range
of n, and then post-multiplying it by e. It is given by
X
1
K¼ pðiÞðIm1 ðDs 丣 Dnc Þ Im4 þ Im1 Im2 Im3 Dd Þe: (32)
i¼1

4.2. Distribution at pre-arrival epoch

Now we obtain the distribution of the number of customers in the system at two differ-
ent types of pre-arrival epochs: (i) before an arbitrary customer of an arriving batch, (ii)
just before the arrival of a batch (or before the first customer of the arriving batch).

4.2.1. Distribution before an arbitrary customer of an arriving batch

Let pa ðnÞ ¼ ½pa
1111 ðnÞ, :::, pi1 i2 i3 i4 ðnÞ, :::, pm1 m2 m3 m4 ðnÞ, n  0, where pi1 i2 i3 i4 ðnÞ represents
a a a

the steady-state probability that an arbitrary customer of an arriving batch finds n cus-
tomers in the system with batch arrival process being in phase i1, the service process
being in phase i2, the arrival process of the negative customer being in phase i3, and the
arrival process of disaster being in phase i4. The relation between pa ðnÞ and pðnÞ is
given by (for details see, Samanta, Chaudhry, and Pacheco (2016); Kumar and Gupta
(2021))
X
n
pa ðnÞ ¼ pðrÞðHnþ1r Im2 Im3 Im4 Þ, n  0, (33)
r¼0

where Hk , k  1, is a square matrix of order m1 whose (i1, j1)-th element ðHk Þi1 j1 repre-
sents the probability that the position of an arbitrary customer in an arriving batch is k
P
with phase changes from state i1 to j1, and is given by Hk ¼ k1 1 i¼k Di , k  1:
a

4.2.2. Distribution just before the arrival of a batch (before the first customer of the
arriving batch)
Let pb ðnÞ ¼ ½pb
1111 ðnÞ, :::, pi1 i2 i3 i4 ðnÞ, :::, pm1 m2 m3 m4 ðnÞ, n  0, where pi1 i2 i3 i4 ðnÞ represents
b b b

the steady-state probability that the number of customers in the system is n just before
the arrival of a batch with batch arrival process being in phase i1, the service process
being in phase i2, the arrival process of the negative customer being in phase i3, and the
arrival process of disaster being in phase i4. The relation between pb ðnÞ and pðnÞ is
given by (for details see, Samanta, Chaudhry, and Pacheco (2016); Kumar and Gupta
(2021))

pb ðnÞ ¼ pðnÞðH Im2 Im3 Im4 Þ, n  0, (34)

where H is a square matrix of order m1 whose (i1, j1)-th element ðHÞi1 j1 represents the
probability that the customer is at the first position of an arriving batch with phase
P
changes from state i1 to j1, and is given by H ¼ k1 1i¼1 iDi :
a
4296 N. KUMAR AND U. C. GUPTA

5. Average number of customers in the system at various epochs

Let L, Lþ , La , Lb be the average (mean) number of customers in the system at arbi-
trary, post-departure, and pre-arrival epochs, respectively. The average number of cus-
tomers in the system at arbitrary epoch is given by
X
1 X
1 X
4 X
mj
L¼ npðnÞe: ¼ npi1 i2 i3 i4 ðnÞ: (35)
n¼1 n¼1 j¼1 ij ¼1

Now replacing pðnÞ by pþ ðnÞ, pa ðnÞ, and pb ðnÞ in Equation (35), one can obtain
þ
L , La , and Lb , respectively. Evaluation of L can also be carried out without com-
puting the distribution which is given in the following theorem:
Theorem 1.
X
4 X
mj 0
Si1 i2 i3 i4 ð1ÞSð1Þ  Si1 i2 i3 i4 ð1ÞS0 ð1Þ
L¼ : (36)
j¼1 ij ¼1 ðSð1ÞÞ2

Proof. From Equation (20), we have

Si1 i2 i3 i4 ðzÞ
Pi1 i2 i3 i4 ðzÞ ¼ , 1  ij  mj , 1  j  4, (37)
SðzÞ
Differentiating (37) wrt z and setting z ¼ 1, we get
ð1Þ S0i1 i2 i3 i4 ð1ÞSð1Þ  Si1 i2 i3 i4 ð1ÞS0 ð1Þ
Pi1 i2 i3 i4 ð1Þ ¼ , 1  ij  mj , 1  j  4: (38)
ðSð1ÞÞ2

Now taking summation over the range of ij , 1  j  4, we get L¼

P4 Pmj ð1Þ
j¼1 ij ¼1 Pi1 i2 i3 i4 ð1Þ which proves the theorem. w

Remark 4. One can obtain L using Equations (35) and (36) that gives a check over the
computing process.

Remark 5. For the numerical investigation, we assume that the maximum size of the
arriving batch is finite, say N i:e:, Dan ¼ 0, for n > N.

6. Numerical and graphical investigation

Based on the theoretical and computational techniques presented in Sections 3 and 4,
an extensive numerical work have been carried out. All the calculations have been per-
formed on a PC having configurations as Intel(R) Core(TM) i5-6200 CPU @ 2.30 GHz
with 8.00 GB of RAM, using MAPLE 18. During the numerical work, several outputs
were generated for testing the procedure, however, a couple of them are presented here
for some fixed values of the parameters satisfying the stability condition. The presented
results may be of great help to future researchers who would like to verify their results
(obtained using a different approach or for any special cases) with ours. First, we
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4297

Table 1. Probability distributions at various epochs for MX /M/1 queue with Poisson generated nega-
tive customers and disasters.
n pðnÞ pþ ðnÞ pa ðnÞ pb ðnÞ
0 0.20533567 0.15199586 0.04888945 0.20533567
1 0.03093521 0.03142868 0.04647708 0.03093521
2 0.02830528 0.05199178 0.05174333 0.02830528
3 0.04682481 0.02859636 0.04198845 0.04682481
4 0.02575445 0.03538154 0.04294449 0.02575445
5 0.03186531 0.05149294 0.04660933 0.03186531
6 0.04637555 0.02850652 0.03700739 0.04637555
7 0.02567353 0.02995055 0.03624931 0.02567353
8 0.02697405 0.03438931 0.03639256 0.02697405
9 0.03097168 0.03377754 0.03472094 0.03097168
10 0.03042071 0.02769373 0.03131548 0.03042071
50 0.00286228 0.00300360 0.00331208 0.00286228
100 0.00016998 0.00017837 0.00019669 0.00016998
200 0.00000060 0.00000063 0.00000069 0.00000060
300 0.00000000 0.00000000 0.00000000 0.00000000
Sum 1.00000000 1.00000000 1.00000000 1.00000000
Mean 15.04001756 15.81728149 17.46858899 15.04001756

present a few special cases of the considered model and match its results with the exist-
ing work. We also present an example for the general case, and then show the effect of
the correlation of the arrival of negative customers and disasters on the system
performance.
Example 1. Special case: MX/M/1 queue with Poisson generated negative customers
and disasters
If we set m1 ¼ m2 ¼ m3 ¼ m4 ¼ 1, our models reduces to MX/M/1 queue with
Poisson generated negative customers and disasters. The numerical results of this model
can be verified with Gupta, Kumar, and Barbhuiya (2020). To match our results, we
choose the input parameters as Da0 ¼ ½k, Dai ¼ ½kgi , Cs ¼ ½l, Ds ¼ ½l, Cnc ¼
½g, Dnc ¼ ½g, Cd ¼ ½d, Dd ¼ ½d where k ¼ 10, l ¼ 10, g ¼ 5, d ¼ 2, g1 ¼
0:2, g3 ¼ 0:4, g6 ¼ 0:3, and g10 ¼ 0:1: One can observe from column 2 and 5 of Table
1 that results of arbitrary (pðnÞ) and pre-arrival (pb ðnÞ) epochs match exactly with
Gupta, Kumar, and Barbhuiya (2020, Table 1, p-153).
Example 2. Special case: EX3 /M/1 queue with Poisson generated negative customers
and disasters
If we set m1 ¼ 3, m2 ¼ m3 ¼ m4 ¼ 1, and inter-arrival time between batches as
Erlang, our model reduces to EX3 /M/1 queue with Poisson generated negative customers
and disasters. The numerical results of our model can be verified with Gupta, Kumar,
and Barbhuiya (2020). For this we choose the input parameters as
4298 N. KUMAR AND U. C. GUPTA

Table 2. Probability distributions at arbitrary and departure epochs for EX3 /M/1 queue with Poisson
generated negative customers and disasters.
n p1 ðnÞ p2 ðnÞ p3 ðnÞ pðnÞe Pn pþ1 ðnÞ pþ2 ðnÞ pþ3 ðnÞ pþ ðnÞe
0 0.091673 0.155115 0.201187 0.447975 0.447975 0.146529 0.101406 0.073641 0.321576
1 0.059451 0.039680 0.028452 0.127584 0.127584 0.041936 0.040278 0.033596 0.115810
2 0.026236 0.025199 0.021019 0.072454 0.072454 0.066724 0.043990 0.031394 0.142108
3 0.041744 0.027522 0.019641 0.088907 0.088907 0.029074 0.027122 0.022983 0.079179
4 0.018189 0.016968 0.014379 0.049536 0.049536 0.032684 0.028787 0.021908 0.083378
5 0.020448 0.018010 0.013706 0.052164 0.052164 0.048156 0.028727 0.017950 0.094833
6 0.030128 0.017973 0.011230 0.059330 0.059330 0.018045 0.013129 0.009565 0.040739
7 0.011289 0.008214 0.005984 0.025488 0.025488 0.013531 0.009964 0.007277 0.030771
8 0.008465 0.006234 0.004553 0.019251 0.019251 0.010791 0.007726 0.005560 0.024077
9 0.006751 0.004834 0.003478 0.015063 0.015063 0.007719 0.005691 0.004134 0.017545
10 0.004829 0.003561 0.002586 0.010976 0.010976 0.006222 0.004422 0.003128 0.013772
20 0.000223 0.000159 0.000114 0.000496 0.000496 0.000261 0.000186 0.000133 0.000581
30 0.000010 0.000007 0.000005 0.000022 0.000022 0.000011 0.000008 0.000006 0.000025
50 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.333333 0.333333 0.333333 1.000000 1.000000 0.437771 0.322844 0.239385 1.000000

Table 3. Probability distributions before an arbitrary customer of an arriving batch and just before
the arrival of a batch for EX3 /M/1 queue with Poisson generated negative customers and disasters.
n pa
1 ðnÞ pa
2 ðnÞ pa
3 ðnÞ pa ðnÞe pb
1 ðnÞ pb
2 ðnÞ pb
3 ðnÞ pb ðnÞe Pn
0 0.232139 0 0 0.232139 0.603561 0 0 0.603561 0.603561
1 0.148899 0 0 0.148899 0.085357 0 0 0.085357 0.085357
2 0.156737 0 0 0.156737 0.063056 0 0 0.063056 0.063056
3 0.097631 0 0 0.097631 0.058922 0 0 0.058922 0.058922
4 0.093042 0 0 0.093042 0.043136 0 0 0.043136 0.043136
5 0.093285 0 0 0.093285 0.041118 0 0 0.041118 0.041118
6 0.045109 0 0 0.045109 0.033689 0 0 0.033689 0.033689
7 0.033992 0 0 0.033992 0.017953 0 0 0.017953 0.017953
8 0.026198 0 0 0.026198 0.013658 0 0 0.013658 0.013658
9 0.019165 0 0 0.019165 0.010435 0 0 0.010435 0.010435
10 0.014753 0 0 0.014753 0.007759 0 0 0.007759 0.007759
20 0.000627 0 0 0.000627 0.000341 0 0 0.000341 0.000341
30 0.000028 0 0 0.000028 0.000015 0 0 0.000015 0.000015
50 0.000000 0 0 0.000000 0.000000 0 0 0.000000 0.000000
Sum 1.000000 0 0 1.000000 1.000000 0 0 1.000000 1.000000

2 3 2 3
15 15 0 0 0 0
6 7 6 7
D0 ¼ 4 0 15
a
Da1 ¼ 4 0 0 0 5,
15 5,
0 0 15 7:5 0 0
2 3 2 3
0 0 0 0 0 0
6 7 6 7
Da3 ¼4 0 0 0 5, Da6 ¼ 4 0 0 0 5, Dai ¼ 0, for i 6¼ 0, 1, 3, 6 ,
4:5 0 0 3 0 0

Cs ¼ ½10, Ds ¼ ½10, Cnc ¼ ½5, Dnc ¼ ½5, Cd ¼ ½2, Dd ¼ ½2: The distribution at
various epochs are presented in Tables 2 and 3.
To evaluate the results from Gupta, Kumar, and Barbhuiya (2020), we have chosen
k ¼ 5, l ¼ 10, g ¼ 5, d ¼ 2, GðzÞ ¼ 0:5z þ 0:3z3 þ 0:2z6 : The distribution at arbitrary
epoch (Pn ) is given in Table 2, which is the same as pðnÞe: Further, the distribution at
pre-arrival epoch (Pn ) is given in Table 3, which is the same as pb ðnÞe: The average
number of customers in the system at various epoch are L ¼ 2:359814, Lþ ¼ 2:889560,
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4299

Table 4. Probability distributions at arbitrary epoch.

n p1111 ðnÞ p1112 ðnÞ p1121 ðnÞ p1122 ðnÞ p1211 ðnÞ p1212 ðnÞ p1221 ðnÞ p1222 ðnÞ
0 0.008382 0.052982 0.004855 0.027222 0.006324 0.039784 0.003666 0.020442
1 0.003635 0.011103 0.002134 0.005759 0.002745 0.008342 0.001611 0.004326
2 0.004837 0.013236 0.002706 0.006619 0.003644 0.009928 0.002039 0.004964
3 0.004917 0.010481 0.002681 0.005107 0.003700 0.007852 0.002018 0.003826
4 0.004353 0.005690 0.002356 0.002765 0.003275 0.004263 0.001772 0.002071
5 0.004344 0.004451 0.002298 0.002109 0.003265 0.003331 0.001727 0.001578
6 0.004121 0.003019 0.002152 0.001410 0.003095 0.002258 0.001616 0.001054
7 0.003911 0.002029 0.002019 0.000938 0.002937 0.001517 0.001515 0.000701
8 0.003736 0.001441 0.001905 0.000656 0.002804 0.001077 0.001429 0.000490
9 0.003545 0.000996 0.001790 0.000449 0.002660 0.000744 0.001343 0.000335
10 0.003366 0.000699 0.001685 0.000312 0.002525 0.000522 0.001263 0.000233
20 0.001955 0.000055 0.000931 0.000025 0.001464 0.000041 0.000697 0.000019
50 0.000364 0.000008 0.000170 0.000004 0.000272 0.000006 0.000127 0.000003
100 0.000022 0.000000 0.000010 0.000000 0.000016 0.000000 0.000008 0.000000
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.108844 0.108844 0.054422 0.054422 0.081633 0.081633 0.040816 0.040816
n p2111 ðnÞ p2112 ðnÞ p2121 ðnÞ p2122 ðnÞ p2211 ðnÞ p2212 ðnÞ p2221 ðnÞ p2222 ðnÞ pðnÞe
0 0.009415 0.054205 0.005451 0.027751 0.007104 0.040696 0.004116 0.020836 0.333229
1 0.002813 0.005618 0.001649 0.002916 0.002124 0.004222 0.001244 0.002190 0.062432
2 0.003582 0.006456 0.001965 0.003153 0.002697 0.004838 0.001479 0.002362 0.074506
3 0.003561 0.004980 0.001896 0.002342 0.002677 0.003725 0.001426 0.001752 0.062941
4 0.003163 0.002717 0.001686 0.001293 0.002378 0.002034 0.001267 0.000968 0.042053
5 0.003129 0.002110 0.001630 0.000975 0.002350 0.001577 0.001224 0.000728 0.036825
6 0.002961 0.001436 0.001525 0.000655 0.002223 0.001073 0.001145 0.000489 0.030232
7 0.002808 0.000973 0.001432 0.000441 0.002107 0.000727 0.001074 0.000329 0.025457
8 0.002677 0.000695 0.001350 0.000310 0.002008 0.000519 0.001012 0.000231 0.022339
9 0.002537 0.000485 0.001269 0.000215 0.001903 0.000362 0.000951 0.000160 0.019745
10 0.002407 0.000345 0.001194 0.000152 0.001805 0.000257 0.000895 0.000113 0.017774
20 0.001394 0.000036 0.000662 0.000017 0.001043 0.000027 0.000495 0.000012 0.008874
50 0.000259 0.000006 0.000121 0.000003 0.000194 0.000004 0.000090 0.000002 0.001631
100 0.000016 0.000000 0.000007 0.000000 0.000012 0.000000 0.000005 0.000000 0.000098
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.081633 0.081633 0.040816 0.040816 0.061224 0.061224 0.030612 0.030612 1.000000

La ¼ 3:167473, Lb ¼ 1:667473, the value of L and Lb are also obtained from Gupta,
Kumar, and Barbhuiya (2020) and found to be exactly the same,
i:e:, L ¼ 2:359814 and Lb ¼ 1:667473:

Example 3. In this example, we take

 
15:1250 7:5000
Arrival process of customers: m1 ¼ 2, ¼ Da0 , Da1 ¼
8:7500 10:2500
     
2:8975 0:0000 3:0500 0:0000 1:6775 0:0000
, D2 ¼
a
, D3 ¼a
, Dai ¼ 0, i 
0:4750 0:0950 0:5000 0:1000 0:2750 0:0550
4, that gives p
a ¼ ½0:571429, 0:428571 and k ¼ 9:2:
   
1:6250 0:2500 0:8750 0:5000
Service process: m2 ¼ 2, Cs ¼ , Ds ¼ , that
0:8750 1:3750 0:1250 0:3750

s ¼ ½0:571429, 0:428571 and l ¼ 1:
gives p
 
0:8400 0:2000
Arrival process of negative customer: m3 ¼ 2, Cnc ¼ , Dnc ¼
0:7600 2:4800
 
0:4200 0:2200

nc ¼ ½0:666667, 0:333333 and v ¼ 1:
, that gives p
0:0800 1:6400
4300 N. KUMAR AND U. C. GUPTA

Table 5. Probability distributions at departure epoch.

n pþ1111 ðnÞ pþ1112 ðnÞ pþ1121 ðnÞ pþ1122 ðnÞ pþ1211 ðnÞ pþ1212 ðnÞ pþ1221 ðnÞ pþ1222 ðnÞ
0 0.014476 0.122417 0.008616 0.063507 0.010935 0.091967 0.006514 0.047713
1 0.002561 0.006983 0.003001 0.007451 0.002023 0.005505 0.002313 0.005722
2 0.002601 0.005525 0.002983 0.005771 0.002054 0.004353 0.002297 0.004428
3 0.002303 0.003000 0.002624 0.003126 0.001818 0.002363 0.002020 0.002398
4 0.002296 0.002344 0.002567 0.002394 0.001811 0.001846 0.001974 0.001835
5 0.002177 0.001589 0.002408 0.001603 0.001717 0.001251 0.001851 0.001228
6 0.002066 0.001068 0.002263 0.001068 0.001629 0.000841 0.001739 0.000818
7 0.001972 0.000758 0.002139 0.000749 0.001555 0.000597 0.001643 0.000573
8 0.001871 0.000524 0.002013 0.000513 0.001475 0.000412 0.001546 0.000392
9 0.001776 0.000368 0.001896 0.000357 0.001400 0.000289 0.001456 0.000273
10 0.001685 0.000262 0.001787 0.000252 0.001328 0.000206 0.001372 0.000193
20 0.000974 0.000026 0.000997 0.000025 0.000767 0.000020 0.000764 0.000019
50 0.000181 0.000004 0.000182 0.000004 0.000143 0.000003 0.000140 0.000003
100 0.000011 0.000000 0.000011 0.000000 0.000009 0.000000 0.000008 0.000000
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.065328 0.145950 0.062510 0.087879 0.051016 0.110505 0.047891 0.066406
n pþ
2111 ðnÞ pþ
2112 ðnÞ pþ
2121 ðnÞ pþ
2122 ðnÞ pþ
2211 ðnÞ pþ
2212 ðnÞ pþ
2221 ðnÞ pþ
2222 ðnÞ pþ ðnÞe
0 0.010509 0.060129 0.006290 0.030734 0.007941 0.045145 0.004756 0.023076 0.554728
1 0.001895 0.003404 0.002184 0.003562 0.001497 0.002682 0.001682 0.002733 0.055199
2 0.001882 0.002623 0.002116 0.002660 0.001485 0.002065 0.001628 0.002038 0.046510
3 0.001672 0.001431 0.001881 0.001466 0.001320 0.001127 0.001447 0.001124 0.031120
4 0.001653 0.001111 0.001824 0.001110 0.001304 0.000874 0.001402 0.000850 0.027195
5 0.001564 0.000755 0.001710 0.000747 0.001233 0.000594 0.001314 0.000572 0.022316
6 0.001482 0.000512 0.001607 0.000503 0.001169 0.000403 0.001235 0.000385 0.018787
7 0.001412 0.000365 0.001518 0.000355 0.001113 0.000287 0.001166 0.000272 0.016474
8 0.001339 0.000255 0.001429 0.000246 0.001055 0.000201 0.001097 0.000188 0.014556
9 0.001270 0.000181 0.001346 0.000174 0.001001 0.000143 0.001033 0.000133 0.013097
10 0.001204 0.000131 0.001269 0.000126 0.000949 0.000103 0.000974 0.000096 0.011936
20 0.000694 0.000017 0.000709 0.000017 0.000547 0.000013 0.000543 0.000013 0.006148
50 0.000129 0.000003 0.000130 0.000003 0.000102 0.000002 0.000100 0.000002 0.001129
100 0.000008 0.000000 0.000008 0.000000 0.000006 0.000000 0.000006 0.000000 0.000068
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.046938 0.071572 0.044668 0.042346 0.036650 0.054154 0.034213 0.031974 1.000000

 
0:45288 0:11322
Arrival process of disaster: m4 ¼ 2, Cd ¼ , Dd ¼
0:11322 5:77422
 
0:33966 , 0:00000

d ¼ ½0:5, 0:5 and d ¼ 3:00033:
, that gives p
0:00000 5:66100
Hence p
¼[0.108844, 0.108844, 0.054422, 0.054422, 0.081633, 0.081633, 0.040816,
0.040816, 0.081633, 0.081633, 0.040816, 0.040816, 0.061224, 0.061224, 0.030612,
0.030612]. There are 16(¼ m) roots inside the unit circle and 48 roots outside the unit
circle. And the average number of customers in the system at various epoch are L ¼
9:276028, Lþ ¼ 6:320219, La ¼ 10:076729, Lb ¼ 9:500642: Probability distributions at
various epochs are shown in Tables 4, 5, 6, and 7.
In the upcoming examples, we show the effect of the correlation of the arrival process
of negative customers and disasters on the average number of customers in the system
at arbitrary and departure epochs.
Example 4. In this example, the effect of the correlation of the arrival process of nega-
tive customers ðqnc Þ on L and Lþ has been shown in Figures 2 and 3, respectively, for
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4301

Table 6. Probability distributions before an arbitrary customer of an arriving batch.

n pa
1111 ðnÞ pa
1112 ðnÞ pa
1121 ðnÞ pa
1122 ðnÞ pa
1211 ðnÞ pa
1212 ðnÞ pa
1221 ðnÞ pa
1222 ðnÞ
0 0.008226 0.051277 0.004764 0.026332 0.006207 0.038503 0.003597 0.019773
1 0.008495 0.041757 0.004946 0.021495 0.006412 0.031360 0.003734 0.016142
2 0.008410 0.029307 0.004794 0.014912 0.006342 0.021999 0.003615 0.011192
3 0.008093 0.018902 0.004475 0.009355 0.006094 0.014170 0.003369 0.007013
4 0.007853 0.013497 0.004272 0.006590 0.005910 0.010113 0.003214 0.004937
5 0.007532 0.009189 0.004025 0.004412 0.005663 0.006880 0.003026 0.003303
6 0.007202 0.006281 0.003789 0.002967 0.005411 0.004699 0.002846 0.002219
7 0.006876 0.004361 0.003570 0.002030 0.005164 0.003261 0.002680 0.001518
8 0.006547 0.003007 0.003358 0.001381 0.004914 0.002247 0.002520 0.001032
9 0.006226 0.002090 0.003160 0.000948 0.004671 0.001561 0.002370 0.000708
10 0.005914 0.001463 0.002973 0.000657 0.004436 0.001092 0.002229 0.000490
20 0.003440 0.000102 0.001641 0.000046 0.002576 0.000076 0.001228 0.000035
50 0.000641 0.000014 0.000299 0.000006 0.000479 0.000010 0.000223 0.000005
100 0.000038 0.000001 0.000018 0.000000 0.000029 0.000001 0.000013 0.000000
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.185675 0.186214 0.093855 0.093362 0.139318 0.139681 0.070432 0.070032
n pa
2111 ðnÞ pa
2112 ðnÞ pa
2121 ðnÞ pa
2122 ðnÞ pa
2211 ðnÞ pa
2212 ðnÞ pa
2221 ðnÞ pa
2222 ðnÞ pa ðnÞe
0 0.000256 0.001473 0.000148 0.000754 0.000193 0.001106 0.000112 0.000566 0.163287
1 0.000235 0.001066 0.000137 0.000547 0.000177 0.000800 0.000103 0.000411 0.137818
2 0.000201 0.000594 0.000114 0.000301 0.000152 0.000446 0.000086 0.000226 0.102689
3 0.000174 0.000278 0.000094 0.000134 0.000131 0.000208 0.000071 0.000100 0.072661
4 0.000167 0.000196 0.000090 0.000093 0.000126 0.000147 0.000067 0.000070 0.057343
5 0.000160 0.000133 0.000084 0.000062 0.000120 0.000099 0.000063 0.000047 0.044796
6 0.000152 0.000091 0.000079 0.000042 0.000114 0.000068 0.000059 0.000031 0.036051
7 0.000145 0.000063 0.000074 0.000029 0.000109 0.000047 0.000056 0.000022 0.030004
8 0.000138 0.000044 0.000070 0.000020 0.000103 0.000033 0.000052 0.000015 0.025481
9 0.000131 0.000031 0.000066 0.000014 0.000098 0.000023 0.000049 0.000010 0.022155
10 0.000124 0.000022 0.000062 0.000010 0.000093 0.000016 0.000046 0.000007 0.019634
20 0.000072 0.000002 0.000034 0.000001 0.000054 0.000001 0.000026 0.000001 0.009336
50 0.000013 0.000000 0.000006 0.000000 0.000010 0.000000 0.000005 0.000000 0.001712
100 0.000001 0.000000 0.000000 0.000000 0.000001 0.000000 0.000000 0.000000 0.000103
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.004065 0.004077 0.002056 0.002046 0.003050 0.003059 0.001544 0.001534 1.000000

qnc ¼ 0:002325, 0:279256, 0:315783, whereas k ¼ 10, l ¼ 1, v ¼ 1 and d varies

from 1 to 5.
One can observe from Figure 2 that for a fixed value of d , there is minimal vari-
ation in the values of L for each correlation. It is due to the fact that the arrival of a
negative customer leads to the removal of only one customer from the system, and
hence qnc has an insignificant effect on the values of L: However, for a fixed correl-
ation, L decreases with the increment in d : A high value of d leads to more disasters,
which results in the removal of all the customers from the system and hence leads to
the decrement in the value of L: Similar observations also hold in the case of Figure 3,
where the effect of the correlation of negative customers on Lþ for varying d
is examined.
Example 5. In this example, the effect of the correlation of the arrival process of disas-
ters ðqd Þ on L and Lþ has been displayed in Figures 4 and 5, respectively, for qd ¼
0:002325, 0:279256, 0:315783, whereas k ¼ 10, l ¼ 1, d ¼ 1 and v varies from 1
to 5.
4302 N. KUMAR AND U. C. GUPTA

Table 7. Probability distributions just before the arrival of a batch.

n pb
1111 ðnÞ pb
1112 ðnÞ pb
1121 ðnÞ pb
1122 ðnÞ pb
1211 ðnÞ pb
1212 ðnÞ pb
1221 ðnÞ pb
1222 ðnÞ
0 0.015136 0.094349 0.008766 0.048451 0.011420 0.070845 0.006619 0.036383
1 0.006247 0.018337 0.003666 0.009512 0.004717 0.013778 0.002767 0.007144
2 0.008272 0.021799 0.004619 0.010882 0.006232 0.016350 0.003479 0.008160
3 0.008389 0.017229 0.004563 0.008374 0.006312 0.012905 0.003434 0.006273
4 0.007429 0.009357 0.004015 0.004541 0.005589 0.007010 0.003020 0.003401
5 0.007406 0.007315 0.003912 0.003461 0.005566 0.005474 0.002939 0.002589
6 0.007025 0.004963 0.003663 0.002314 0.005276 0.003711 0.002751 0.001730
7 0.006667 0.003337 0.003437 0.001540 0.005006 0.002495 0.002579 0.001151
8 0.006367 0.002372 0.003242 0.001077 0.004778 0.001772 0.002432 0.000805
9 0.006041 0.001640 0.003047 0.000738 0.004532 0.001225 0.002285 0.000551
10 0.005736 0.001152 0.002868 0.000514 0.004301 0.000860 0.002150 0.000383
20 0.003330 0.000093 0.001585 0.000043 0.002493 0.000070 0.001187 0.000032
50 0.000620 0.000013 0.000289 0.000006 0.000464 0.000010 0.000216 0.000005
100 0.000037 0.000001 0.000017 0.000000 0.000028 0.000001 0.000013 0.000000
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.185675 0.186214 0.093855 0.093362 0.139318 0.139681 0.070432 0.070032
n pb
2111 ðnÞ pb
2112 ðnÞ pb
2121 ðnÞ pb
2122 ðnÞ pb
2211 ðnÞ pb
2212 ðnÞ pb
2221 ðnÞ pb
2222 ðnÞ pb ðnÞe
0 0.000471 0.002710 0.000273 0.001388 0.000355 0.002035 0.000206 0.001042 0.300449
1 0.000141 0.000281 0.000082 0.000146 0.000106 0.000211 0.000062 0.000110 0.067307
2 0.000179 0.000323 0.000098 0.000158 0.000135 0.000242 0.000074 0.000118 0.081119
3 0.000178 0.000249 0.000095 0.000117 0.000134 0.000186 0.000071 0.000088 0.068596
4 0.000158 0.000136 0.000084 0.000065 0.000119 0.000102 0.000063 0.000048 0.045136
5 0.000156 0.000106 0.000081 0.000049 0.000117 0.000079 0.000061 0.000036 0.039348
6 0.000148 0.000072 0.000076 0.000033 0.000111 0.000054 0.000057 0.000024 0.032008
7 0.000140 0.000049 0.000072 0.000022 0.000105 0.000036 0.000054 0.000016 0.026705
8 0.000134 0.000035 0.000067 0.000016 0.000100 0.000026 0.000051 0.000012 0.023285
9 0.000127 0.000024 0.000063 0.000011 0.000095 0.000018 0.000048 0.000008 0.020454
10 0.000120 0.000017 0.000060 0.000008 0.000090 0.000013 0.000045 0.000006 0.018323
20 0.000070 0.000002 0.000033 0.000001 0.000052 0.000001 0.000025 0.000001 0.009017
50 0.000013 0.000000 0.000006 0.000000 0.000010 0.000000 0.000005 0.000000 0.001656
100 0.000001 0.000000 0.000000 0.000000 0.000001 0.000000 0.000000 0.000000 0.000099
200 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
Sum 0.004065 0.004077 0.002056 0.002046 0.003050 0.003059 0.001544 0.001534 1.000000

Figure 2. The effect of the correlation of negative customers on L for various d :

 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4303

Figure 3. The effect of the correlation of negative customers on Lþ for various d :

Figure 4 The effect of the correlation of disasters on L for various v :

One can observe from Figure 4 that for a fixed value of v , L is in increasing order
with the increment in the value of qd : On the other hand, for a fixed value of qd , L
decreases with the increment in v : A high value of v results in more number of nega-
tive customers, which leads to the removal of the customers from the system and hence
results in decrement of the value of L: Similar observations also hold for Figure 5,
where the effect of the correlation of disasters on Lþ for varying v is investigated.

7. Conclusion and future scope

The rapid emergence of the internet and telecommunication usages has created some
interesting challenges of keeping the system protected due to attacks of different types
of viruses, usually referred to as negative arrival and disaster, that may partially or
4304 N. KUMAR AND U. C. GUPTA

Figure 5 The effect of the correlation of disasters on Lþ for various v :

wholly stop the functioning of these systems. The problem becomes more challenging if
all the arrival and service processes, including the arrival of negative customers and dis-
aster, are correlated. This paper has effectively addressed such a problem by considering
a complex queueing model wherein the positive customers arrive in the system accord-
ing to the batch Markovian arrival process. The negative customer and disaster occur
following the Markovian arrival process. The mathematical approach used for getting
steady-state distributions of the number of customers in the system at different epochs
utilizes the theory of vector generating function and method of roots. The whole
approach is analytically simple as well as easy to implement. Our numerical work has
shown that the correlation of the arrival process of negative customers and disasters
plays a vital role in the system’s performance and cannot be ignored.
As the queueing models with negative arrivals and disasters have wide application in
various fields, including the computer-communication system, we expect that the pre-
sented results may help the system designers involved in designing and analyzing a sys-
tem. Finally, the analytic approach presented in this paper may be applicable in
modeling and analysis of queueing models involving batch service in which a negative
customer can attack customers undergoing service and may cause the removal of the
customers of random size. Furthermore, it would be more challenging to study a more
general queueing model by combining two arrival processes, one for negative customers
and the other for the disasters through the marked Markovian arrival process (MMAP),
He and Neuts (1998); Wu and He (2021). Here one can examine the effect of correl-
ation between negative customers and disasters on the system behavior. Besides, one
can also get the results of the current model as a special case by assuming zero correl-
ation between these two arrival processes.

Acknowledgements
The first author Nitin Kumar is thankful to Indian Institute of Technology Kharagpur, India for
the financial support. The authors would like to thank two anonymous referees for their valuable
remarks and suggestions which led to the paper in the current form.
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4305

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Appendix
In order to show that SðzÞ ¼ 0 has m roots inside the unit circle jzj ¼ 1, first we present some
results that will be used in the proof.
Theorem 2. Every polynomial Ui1 i2 i3 i4 , i1 i2 i3 i4 ðzÞ, 1  ik  mk , 1  k  4, has exactly one zero
inside the unit circle.
Proof. From Equation (18), we have
X
N
Ui1 i2 i3 i4 , i1 i2 i3 i4 ðzÞ ¼ ðDan Þi1 i1 znþ1 þ ððCs Þi2 i2 þ ðCnc Þi3 i3 þ ðCd Þi4 i4 Þz
n¼0
þ ðDs Þi2 i2 þ ðDnc Þi3 i3 , (39)
Here, Ui1 i2 i3 i4 , i1 i2 i3 i4 ðzÞ is a polynomial of degree N þ 1: P
Let h1 ðzÞ ¼ ððDa0 Þi1 i1 þ ðCs Þi2 i2 þ ðCnc Þi3 i3 þ ðCd Þi4 i4 Þz, and h2 ðzÞ ¼ Nn¼1 ðDan Þi1 i1 znþ1 þ
ðDs Þi2 i2 þðDnc Þi3 i3 :
We have on the circle jzj ¼ 1
 
X N 
 
jh2 ðzÞj ¼  ðDan Þi1 i1 znþ1 þ ðDs Þi2 i2 þ ðDnc Þi3 i3 ,
 n¼1 
X
N
 ðDan Þi1 i1 ðjzjÞnþ1 þ ðDs Þi2 i2 þ ðDnc Þi3 i3 ,
n¼1
X
N
¼ ðDan Þi1 i1 þ ðDs Þi2 i2 þ ðDnc Þi3 i3 : (40)
n¼1
PN
n¼1 ðDn Þi1 i1  jðD0 Þi1 i1 j, ðDs Þi2 i2  jðCs Þi2 i2 j, and ðDnc Þi3 i3  jðDnc Þi3 i3 j, from Equation
a a
Since
(40) we have
jh2 ðzÞj  jðDa0 Þi1 i1 j þ jðCs Þi2 i2 j þ jðCnc Þi3 i3 j: (41)
4308 N. KUMAR AND U. C. GUPTA

Also we have jðCd Þi4 i4 j > 0, using it in Equation (41) we obtain

jh2 ðzÞj < jðDa0 Þi1 i1 j þ jðCs Þi2 i2 j þ jðCnc Þi3 i3 j þ jðCd Þi4 i4 j: (42)
 
So jh2 ðzÞj < jh1 ðzÞj if jðCd Þi4 i4 j > 0 i.e., d > 0: Thus d > 0 is the sufficient condition for the
stability of the system. Now using the Rouche’s theorem, h1 ðzÞ and h1 ðzÞ þ h2 ðzÞ have the same
number of zeros inside the circle jzj ¼ 1: Since h1 ðzÞ ¼ 0 has exactly one zero inside the circle
jzj ¼ 1: Thus, h1 ðzÞ þ h2 ðzÞ ¼ Ui1 i2 i3 i4 , i1 i2 i3 i4 ðzÞ has exactly one zero inside the unit circle
for 1  ik  mk , 1  k  4: w

Remark 6. One can also establish the stability condition of the system, i.e., d > 0, using the
results given in Tweedie (1975).

Theorem 3. The following inequalities hold on the circle jzj ¼ 1:

!
X
4 X
mk
jUi1 i2 i3 i4 , i1 i2 i3 i4 ðzÞj > jUi1 i2 i3 i4 , l1 l2 l3 l4 ðzÞj , 1  ik  mk , 1  k  4:
k¼1 lk ¼1, lk 6¼ik

Proof. We have on the circle jzj ¼ 1 :

jUi1 i2 i3 i4 , i1 i2 i3 i4 ðzÞj  Ui1 i2 i3 i4 , i1 i2 i3 i4 ðjzjÞ ¼ Ui1 i2 i3 i4 , i1 i2 i3 i4 ð1Þ: (43)
Since Uð1Þe ¼ ðIm1 Im2 Im3 Cd Þe, so for 1  ik  mk , 1  k  4, we have
!
X4 X
mk Xm4
Ui1 i2 i3 i4 , i1 i2 i3 i4 ð1Þ þ Ui1 i2 i3 i4 , l1 l2 l3 l4 ð1Þ ¼ ðCd Þi4 j4 :
k¼1 lk ¼1, lk 6¼ik j4 ¼1

That gives
!
X
4 X
mk X
m4
Ui1 i2 i3 i4 , l1 l2 l3 l4 ð1Þ  ðCd Þi4 j4 ¼ Ui1 i2 i3 i4 , i1 i2 i3 i4 ð1Þ: (44)
k¼1 lk ¼1, lk 6¼ik j4 ¼1

Using Equation (44) in Equation (43), we obtain

!
X
4 X
mk X
m4
jUi1 i2 i3 i4 , i1 i2 i3 i4 ðzÞj  Ui1 i2 i3 i4 , l1 l2 l3 l4 ð1Þ  ðCd Þi4 j4 : (45)
k¼1 lk ¼1, lk 6¼ik j4 ¼1

Again we have on the circle jzj ¼ 1 :

! !
X
4 X
mk X
4 X
mk
jUi1 i2 i3 i4 , l1 l2 l3 l4 ðzÞj  Ui1 i2 i3 i4 , l1 l2 l3 l4 ðjzjÞ ,
k¼1 lk ¼1, lk 6¼ik k¼1 lk ¼1, lk 6¼ik
!
X
4 X
mk
¼ Ui1 i2 i3 i4 , l1 l2 l3 l4 ð1Þ : (46)
k¼1 lk ¼1, lk 6¼ik

Let us assume that the following inequality holds for some 1  ik  mk , 1  k  4 :

!
X4 X
mk
jUi1 i2 i3 i4 , i1 i2 i3 i4 ðzÞj  jUi1 i2 i3 i4 , l1 l2 l3 l4 ðzÞj : (47)
k¼1 lk ¼1, lk 6¼ik

Using Equations (45) and (46) in Equation (47), we have

! !
X
4 X
mk X
m4 X
4 X
mk
Ui1 i2 i3 i4 , l1 l2 l3 l4 ð1Þ  ðCd Þi4 j4  Ui1 i2 i3 i4 , l1 l2 l3 l4 ð1Þ :
k¼1 lk ¼1, lk 6¼ik j4 ¼1 k¼1 lk ¼1, lk 6¼ik
X
m4
) ðCd Þi4 j4  0: (48)
j4 ¼1
 COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 4309

But we have
X
m4
ðCd Þi4 j4  0: (49)
j4 ¼1
Pm4 
Equations (48) and (49) together implies that j4 ¼1 ðCd Þi4 j4 ¼ 0: Thus d ¼ 0, which is a

contradiction to the system stability condition d > 0 and hence the theorem is proved. w

Theorem 4. SðzÞ ¼ jUðzÞj ¼ 0 has m roots inside the unit circle jzj ¼ 1:

Proof. It can be proved using the mathematical induction in a similar manner as carried out in
Samanta, Chaudhry, and Pacheco (2016); Kumar and Gupta (2020b); Gail, Hantler, and Taylor
(1996). However for the sake of completeness we present the steps involved in proving
the theorem.
Let Xm ðzÞ ¼ jUðzÞj represents the determinant of the underlying square matrix of order m:
Step-1 We show that the theorem is true for m ¼ 1: Setting m ¼ 1 in Theorem 2 proves that
SðzÞ ¼ jUðzÞj ¼ 0 has 1ð¼ mÞ roots inside the unit circle jzj ¼ 1:
Step-2 To understand the concept for m ¼ n, first we show that the theorem is true for m ¼ 2:
For m ¼ 2 we have
 
 U1, 1 ðzÞ U1, 2 ðzÞ 

X2 ðzÞ ¼  ,
U2, 1 ðzÞ U2, 2 ðzÞ 
¼ U2, 2 ðzÞX1 ðzÞ þ U2, 1 ðzÞU2, 1 ðzÞ, (50)
where U2, 1 ðzÞ ¼ U1, 2 ðzÞ is the cofactor of U2, 1 ðzÞ, and X1 ðzÞ ¼ U1, 1 ðzÞ: Now
   
X2 ðzÞ  U2, 2 ðzÞX1 ðzÞ U2, 1 ðzÞU2, 1 ðzÞ
 ¼  
 U2, 2 ðzÞX1 ðzÞ   U ðzÞX ðzÞ ,
2, 2 1
  
U2, 1 ðzÞU2, 1 ðzÞ
¼   : (51)
U2, 2 ðzÞ X1 ðzÞ 
From Theorem 3, we have
      
U2, 1 ðzÞ U2, 1 ðzÞ U1, 2 ðzÞ
     
U ðzÞ < 1, and  X ðzÞ  ¼ U ðzÞ < 1: (52)
2, 2 1 1, 1

Now using Equation (52) in Equation (51), we get

 
X2 ðzÞ  U2, 2 ðzÞX1 ðzÞ
  < 1: (53)
 U ðzÞX ðzÞ 
2, 2 1

Now using the Rouche’s theorem, it is proved that the theorem is true for m ¼ 2 (for details
see Samanta, Chaudhry, and Pacheco (2016); Kumar and Gupta (2020b); Gail, Hantler, and
Taylor (1996)).
Step-3 Let the theorem is true for m ¼ n  1: To show that it also holds true for m ¼ n: Now
following the same process as carried out in Step-2, we get the results.
Hence, SðzÞ ¼ 0 has m roots inside the unit circle jzj ¼ 1: