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Stability of Queueing Systems with Impatience, Balking and Non-Persistence of Customers

Author

Listed:
  • Alexander N. Dudin

    (Department of Applied Mathematics and Computer Science, Belarusian State University, 4, Nezavisimosti Ave., 220030 Minsk, Belarus)

  • Sergey A. Dudin

    (Department of Applied Mathematics and Computer Science, Belarusian State University, 4, Nezavisimosti Ave., 220030 Minsk, Belarus)

  • Valentina I. Klimenok

    (Department of Applied Mathematics and Computer Science, Belarusian State University, 4, Nezavisimosti Ave., 220030 Minsk, Belarus)

  • Olga S. Dudina

    (Department of Applied Mathematics and Computer Science, Belarusian State University, 4, Nezavisimosti Ave., 220030 Minsk, Belarus)

Abstract

The operation of many queueing systems is adequately described by the structured multidimensional continuous-time Markov chains. The most well-studied classes of such chains are level-independent Quasi-Birth-and-Death processes, G I / M / 1 type and M / G / 1 type Markov chains, generators of which have the block tri-diagonal, lower- and upper-Hessenberg structure, respectively. All these classes assume that the matrices of transition rates are quasi-Toeplitz. This property greatly simplifies their analysis but makes them inappropriate for the study of many important systems, e.g., retrial queues with a retrial rate depending on the number of customers in orbit, queues with impatient customers, etc. The importance of such systems attracts significant interest to their analysis. However, in the literature, there is a methodological gap relating to the ergodicity condition of the corresponding Markov chains. To fulfill this gap and facilitate the analysis of a wide range of such systems, we show that under non-restrictive assumptions, the following hold true: (i) if the customers can balk or are impatient or non-persistent, then the Markov chain describing the behavior of the system belongs to the class of asymptotically quasi-Toeplitz Markov chains; (ii) this chain is ergodic; (iii) known algorithms can be applied for the calculation of the stationary distribution of the corresponding queueing system.

Suggested Citation

  • Alexander N. Dudin & Sergey A. Dudin & Valentina I. Klimenok & Olga S. Dudina, 2024. "Stability of Queueing Systems with Impatience, Balking and Non-Persistence of Customers," Mathematics, MDPI, vol. 12(14), pages 1-17, July.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:14:p:2214-:d:1435734
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    References listed on IDEAS

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    1. Che Kim & Vilena Mushko & Alexander Dudin, 2012. "Computation of the steady state distribution for multi-server retrial queues with phase type service process," Annals of Operations Research, Springer, vol. 201(1), pages 307-323, December.
    2. Jeongsim Kim & Bara Kim, 2016. "A survey of retrial queueing systems," Annals of Operations Research, Springer, vol. 247(1), pages 3-36, December.
    3. S. Subba Rao, 1967. "Queuing with balking and reneging in M|G|1 systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 12(1), pages 173-188, December.
    4. A. Gómez-Corral, 2006. "A bibliographical guide to the analysis of retrial queues through matrix analytic techniques," Annals of Operations Research, Springer, vol. 141(1), pages 163-191, January.
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