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December 5, 2016
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Sapna Isotupa


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Sapna Isotupa

An Infinite Phase Quasi-Birth-and-Death Model for the Non-preemptive Priority M/PH/1 Queue (ABSTRACT)

Sapna Isotupa, K.P., & Stanford, D.

published: 2002 | Research publication | Refereed Journals - ODS

Sapna Isotupa, K.P., & Stanford, D. (2002). "An Infinite Phase Quasi-Birth-and-Death Model for the Non-preemptive Priority M/PH/1 Queue". Stochastic Models, 18 (3), 387-424.

ABSTRACT:  This paper considers a single server queue that handles arrivals from N classes of customers on a non-preemptive priority basis. Each of the N classes of customers features arrivals from a Poisson process at rate i and class-dependent phase type service. To analyze the queue length and waiting time processes of this queue, we derive a matrix geometric solution for the stationary distribution of the underlying Markov chain. A defining characteristic of the paper is the fact that the number of distinct states represented within the sub-level is countably infinite, rather than finite as is usually assumed. Among the results we obtain in the two-priority case are tractable algorithms for the computation of both the joint distribution for the number of customers present and the marginal distribution of low-priority customers, and an explicit solution for the marginal distribution of the number of high-priority customers. This explicit solution can be expressed completely in terms of the arrival rates and parameters of the two service time distributions. These results are followed by algorithms for the stationary waiting time distributions for high- and low-priority customers. We then address the case of an arbitrary number of priority classes, which we solve by relating it to an equivalent three-priority queue. Numerical examples are also presented.

Keywords: Non-preemptive priority queue, Phase type distributions, Matrix-geometric models

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