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Quantitative Management
Vol. 1, No. 2, pp. 245-255, 2004
QTQM
ICAQM 2004
Keywords: M/PH/1 model, mean queue length, queue length distribution, queue server breakdowns.
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1. Introduction
from stage 1 and continues in simple sequential order (1, 2, 3, ) until its completion, i.e. it
reaches the first stage whose repair results in service being restored. In these models
customers arrive according to a Poisson process, and service times, inter-breakdown times,
and repair times for the various repair stages are exponentially distributed. In the case
where breakdowns occur only when the server is busy, these two models are special cases
of the model of this paper. Many of the techniques used in this paper are modifications of
those developed in GWS [2]. For references to many of the other queueing models with
server breakdown, see the references [1] and [5].
Notation
TI : The time required to repair a single breakdown.
TR : The total time spent in repair during the customers processing.
TS : The total time actually spent by a customer in service during processing.
TC : The time from the instant a customer first enters service until the service is
completed; TC = TS + TR . This is the customers completion time or period.
B: The number of breakdowns that occur during a customers completion time.
M : The number of types of breakdowns.
K v : The number of repair stages for breakdown type v , v = 1, ... , M . In the case where
M = 1 , this is denoted by K .
v : The probability that a breakdown is of type v = 1, ... , M .
: The mean arrival rate of customers.
: The uninterrupted service rate of a customer.
: = / .
: = E (TC ) .
b: The mean inter-breakdown time during a completion period is 1/b . The
inter-breakdown time is the minimum of the inter-breakdown times for each of the
breakdown types v = 1, ... , M .
rvi : The repair rate for repair stage i of breakdown type v , i = 1, ... , K v . In the case
M = 1, this is denoted by ri .
qij (v ) : The probability of a transition from repair stage i to stage j during a breakdown
of type v , v = 1, ... , M . We have qij (v ) = 0 unless j = 0, i + 1, ... , K v . In case
M = 1, this is denoted simply by qij .
vi : The probability that repair state i will be performed during a breakdown of type
v , i = 1, ... , K v , v = 1, ... , M . In the case M = 1, this is denoted by i .
ij (v ) : This is the probability that repair stage j will be performed, given that repair stage
i has been performed, during a breakdown of type v,
i = 1, ... , K v , v = 1, ... , M , i j .
C0 : The probability that the server is active (not in breakdown). The probability that
there are n customers in the system is denoted by p (n, 0) .
C vi : The probability that repair stage i of a breakdown of type v is being performed.
The probability that there are n customers in the system is denoted by p (n, v , i ) ,
i = 1, ... , K v , v = 1, ... , M . In the case of M = 1, these are denoted by C i and
p ( n, i ) .
E: The column vector, all of whose components are 1 .
E1 : A unit row vector whose first component is 1.
A Queueing Model with Multiple Server Breakdowns 247
We denote the joint generating function of B and the Laplace transform of TS and
TR by K ( z , s1 , s2 ) = E ( z B e s1TS e s2TR ) ; then by ( 3 ) we obtain
K ( z , s1 , s2 ) = /[ + b + s1 bzr( s2 )]. (4)
Note that if TI does not have a density, then an appropriate modification of (3) stills yields
(4) where r ( s2 ) is the LST of TI .
The joint generating function of B and the Laplace transform for the density
function of TR is given by
K ( z , 0, s2 ) = /[ + b zbr ( s2 )]. (5)
To obtain the joint generating function of B and the density function of
TC = TS + TR , let s1 = s2 = s in ( 4 ):
K ( z , s, s ) = E ( z B e sTC ) = /[ + b + s bz r( s )]. (6)
By differentiating (4)-(6) and taking limits as z 1, s1 0, s2 0, and s 0 , as
appropriate, we obtain the following results:
E (TR ) = E ( B ) E (TI ), and var (TR ) = E ( B )var (TI ) + var ( B ){E (TI )}2 , (7)
E (TC ) = 1/ + (b / ) E (TI ), and var (TC ) = (b / ) E (TI2 ) 2
+ {E (TC )} , (8)
cov (TS ,TR ) = E ( B ) E (TS ) E (TI ), (9)
cov (B,TS ) = E ( B ) E (TS ) = b / , 2
(10)
cov ( B, TR ) = V ( B ) E (TI ), and (11)
cov ( B, TC ) = E ( B )[ E (TI ) + E (TC )]. (12)
248 Gray, Wang and Scott
We can use all of the Equations (7)-(12) if we know one of E (TC ), E (TI ) and one of
E (TC2 ), E (TI2 ) .
Now we consider a queueing model with a single server that is subject to breakdown;
breakdowns occur only when the server is busy. When a breakdown occurs, up to K
stages of repair may be required to restore service. These stages are numbered from 1 to K
and repair is performed sequentially. After repair stage i is completed, with
i = 1, ... , K 1, the system will, with a certain probability, return to service, and with
another probability , another stage of repair will be required. It is assumed that if stage K
repair is needed, then upon its completion, the system will always return to service. It is
assumed that customers arrive according to a Poisson process with rate , and that service
times, times between successive breakdowns when the server is busy, and, unless otherwise
specified, that the repair times for each of the repair stages, are exponentially distributed,
are independent of each other, and are also independent of the arrival process. The repair
rates for the various stages of breakdown may be different.
It will be assumed that the exponentially distributed service and inter-breakdown times
have mean 1/ and 1/b, respectively. When a breakdown occurs, a transition to stage i
occurs with probability q0i , i = 1, ... , K , and a transition from stage i to stage j occurs
with probability qij for j = 0, i + 1, ... , K , i = 1, ... , K (here stage 0 corresponds to the
server being operable). We assume that q K 0 = 1, qij = 0 for 1 j < i +1 , and that the
matrix [qij ] is row stochastic. We assume that the repair time for stage i is exponential
with mean 1/ri . We will use the notation = / .
We classify the states for this model as follows:
The class C 0 of states ( n, 0), n = 0, 1, 2, .... Here there are n customers in the system and the
server is operable. The state probability is denoted by p (n, 0) .
The class Ci of states (n, i ), n = 1, 2, 3, ... , i = 1, ... , K . Here there are n customers in the
system and stage i repair is in progress. The state probability is denoted by p (n, i ). For convenience
of notation, we write p (0, i ) = 0 , i > 1 .
We define, for n 0, the vector
x n = [ p (n, 0) p (n,1) p (n, 2) ... p (n, K )] ,
with p (0, i ) = 0 for i 1. Then the balance equations for this model can be written as
x 0 B0 + x1 B1 = 0 , (13)
x n 1 A0 + x n A1 + x n +1 A2 = 0, n 1 , (14)
For 1 i j K , let ij be the probability that stage j repair will be required before
service is restored, given that stage i repair has to be performed. The satisfy the relations
ii = 1 and ij = vj =i1 qvj iv , j > i . (19)
From the fact that E (TR ) = E ( B ) E (TI ) , (8) and (21) we obtain
From (25) and the formula for the mean queue length of the M/G/1 queue, we find
the mean queue length for this model:
In GWS [2], the probabilities for the various classes of states are given:
p (C 0 ) = + 1 , and p (C i ) = i (b / ri ), i = 1, ... , K . (27)
We now consider a model in which there are M types, or modes, of breakdowns that
can occur. The arrival rate is , the uninterrupted service rate is , and the mean time
between breakdowns when the server is busy is 1/b . When a breakdown occurs, there is a
probability v that is of type v , v = 1, ... , M , vM=1 v = 1 . The repair parameters for type
v breakdown are ( ( K v ,{qij (v ) i , j = 0 ... K v , rvj , j = 1 ... K v }), that is, a type v breakdown
has K v possible stages of repair. The mean repair time for repair stage j is
1/rvj , j = 1, ... , K v . The probability of a transition from repair stage i to stage j is
qij (v ), i , j = 0 ... K v . It is assumed that qij (v ) = 0 unless j = 0, i + 1, ... , K v , q00 (v ) = 0, and
that the matrix [ qij (v ) ] is row stochastic. The matrix corresponding to (15) for the type v
breakdown is assumed to be irreducible. We let vi be the probability that stage i repair
will be required before service is restored, and let ij (v ) be the probability that repair stage
j is required, given that stage i has been performed. We also let TI (v) be the repair time
for a single type v breakdown, let TI be the overall repair time for a single breakdown,
let TR be the repair time during a customers completion time, let TS be the time the
customer spends in service, and let TC denote the customers completion time.
If rv (t) is the density function of TI (v ), v = 1, ... , K v and r (t) is the density function
of TI , then
r (t ) = vM=1 v rv (t ). (29)
E (TI ) = vM=1 v iK=v1 vi (1/ rvi ) and E (TI2 ) = 2 vM=1 v Kj =v1 ij=1 vi ij (v ){1/(rvi rvj )}. (30)
From (31), the necessary and sufficient condition for the queue length distribution to
exist is
= {1 + vM=1 v iK=v1 vi (b / rvi )} < 1. (32)
It is readily seen that (32) is satisfied by the existence of the queue length distribution
for each of the ( , , b ) -sequential repair breakdown models with repair parameters
( K v ,{qij (v ), i , j = 0... K v , rvi , i = 1... K v }), v = 1, ... , M .
A Queueing Model with Multiple Server Breakdowns 251
From (8), (32), and the formula for the mean queue length of the M /G /1 queue, we
find the mean queue length for this model:
To calculate the queue length distribution, we first need to define some vectors. Let
K = vM=1 K v
and define the K + 1 vector
x n = [ p (n, 0), p (n,1,1), ... , p (n,1, K1 ), ... , p (n, M ,1), ... , p (n, M , K M )]. (35)
b Q1 Q2 ... Q M
P1 A11 0 ... 0
A1 = P2 0 A12 ... 0 . (36)
... ... ... ... ...
PM 0 0 ... A1M
252 Gray, Wang and Scott
Then the balance equations for this model satisfy:
x 0 B0 + x1B1 = 0,
x n 1 A0 + x n A1 + x n +1 A2 = 0, n 1. (37)
A number of useful and interesting models can be obtained from the general model by
various choices of the matrix [qij (v )] . For the remainder of this paper, we will consider
some of these special models.
v1 = qv , v 2 = 1 qv + pv qv , and 12 (v ) = pv . (39)
From (32), (33), and (39), we obtain the necessary and sufficient condition for the
existence of the stationary queue length distribution, and the formula for the mean queue
length:
= {1 + vM=1 v [qv (b / rv1 ) + (1 qv + qv pv )(b / rv 2 )]} < 1, (40)
and
L = { + vM=1 v [qv ( b / rv21 ) + qv pv [( b )/(rv1rv 2 )] + (1 qv + pv qv )( b / rv22 )]}/(1 ). (41)
The formulas for the idle state and the classes of states are given by:
p(0,0) = 1
and
p (C 0 ) = + 1 , p (C v1 ) = qv (b / rv1 ), and p (C v 2 ) = (1 qv + pv qv )( v b / rv 2 ). (42)
If they are needed, the stationary probabilities for each of the states may be computed
by the matrix-geometric formulas given in the preceding section.
A Queueing Model with Multiple Server Breakdowns 253
In our notation, the probability for the empty state obtained in [4] is
(0, 0) = ( / )(1 ) p (0, 0) and if E (i ) denotes the mean queue length for their model,
then E (i ) L = ( / ) bE (TI2 ) / 2 > 0 , where L is as in (41). The condition (40) for the
queue length distribution to exist is of course the same in both models. See reference [3] by
Hsieh and Andersland for further discussion of this model.
1 = 1, i = qi 1 i 1 , i = 2, ... , K , ij = i1 j ,
and i ij = j , i , j = 1, ... , K , j i . (44)
The paper [2] is an extensive study of this model. The results for many of the
distributions are obtained by more intuitive methods, and some results are obtained when
the repair times follow general distributions.
Now if we assume that there are M types of breakdowns, each of which is of the
simple sequential type, then we can get all the results we earlier obtained for the general
model. From (44) and (33), we obtain the somewhat simpler form for the mean queue
length.
L = { + vM=1 v Kj =v1 ij=1 vj [( b )/(rvi rvj )]}/(1 ). (45)
1 = 1, 2i +1 = (1 qi + pi qi ) 2i 1 , 2i = qi 2i 1 , i = 1, ... , K 1, (47)
and
ii = 1, 2i 1, 2 j 1 = 2 j 1 2i11 , 2i 1, 2 j = q j 2 j 1 2i11 = 2 j 2i11 , i < j K 1,
2 K 3, 2 K 1 = 2 K 1 2K1 3 , 2 K 2, 2 K 1 = pK 1 ,
2i ,2 j 1 = pi 2 j 1 2i1+1 , 2i ,2 j = pi 2 j 2i1+1 , i , j = 1, ... , K 1, j > i . (48)
By using (46)-(48), we can now apply the results for the general sequential repair
model to analyze this model. If desired, one can also analyze a model with multiple
breakdown types, each of which is of simple sequential test and repair type.
6. A Numerical Example
As a numerical example, we consider a case where M = 1 . The breakdown rate is
b = 2, each ri = r = 3 , q 0 j = 1/K , j 1, qij = 1/ ( K i + 1), i 1 and j > i , qi 0 = 1/ ( K i + 1),
and qij = 0 otherwise. We set = 1 and = . Figure 1 is a plot of the mean queue
length, L , versus for various values of K . Figure 1 shows a dramatic decrease in the
range of which can be used for the indicated values of K . In Figure 2, we plot the
upper bound, ( sup ) = 1/ ( | = 1) , of the range of values of which can be used for
values of K for K = 1,, 50, and for various values of b /r . We note that when this ratio is
2 , and the value of K = 50, this upper bound has dropped to about 0.16 . This Figure 2
is a good indication of how the choice of b and the ri will affect the model.
7. Further Comments
The results of this paper make it possible to analyze many queueing models, both
simple and complicated, where sequential repair is required. There is one additional issue
that should be addressed, namely that in the above analysis we have assumed that the
recognition process for breakdown type is instantaneous and perfect. This is of course not
always realistic. However, we could add an additional breakdown type with one
recognition stage which requires an exponentially distributed length of time for testing
for breakdown type. When a breakdown occurs, this stage would always be invoked, and
when this testing process is complete, the system would make a transition to the
appropriate breakdown type. The analysis of the model with this additional feature could
be carried out with slight modifications of the arguments used above.
References
1. Doshi, B. T. (1986). Queueing systems with vacations, a survey. Queueing Systems, 1,
29-66.
2. Gray, W. J., Wang, P. P. and Scott, M.. A queueing model with service breakdowns
and multiple stages of repair. J. Appl. Stat. Science, to appear.
3. Hsieh, Yi-Chih and Andersland, M. S. (1995). Repairable single server systems with
multiple breakdown modes. Microelectronics Reliability, 35, 309-318.
4. Neuts, M. F. (1981). Matrix-Geometric Solutions in Stochastic Models: An algorithmic
Approach. The Johns Hopkins University Press, Baltimore.
5. Takagi, H. (1991). Queueing Analysis: A Foundation of Performance Evaluation, Vol. 1.
NorthHolland, Amsterdam.
Authors Biographies:
William J. Gray is a Senior Professor of the Department of Mathematics, University of
Alabama. He has published numerous papers in the area of topology, and topological
dynamics. His current research interest is the queueing theory.
P. Patrick Wang is a Professor of the Department of Mathematics, University of Alabama.
His research interests are in the areas of stochastic processes and applications including
queueing theory, stochastic modeling and optimization. Recent publications of his have
appeared in Computers & Operations Research, European Journal of Operations Research,
Journal of Applied Probability and Statistical Science.
MecKinley Scott is Professor Emeritus of both the Mathematics Departments of the
University of Alabama, and more recently, Western Illinois University. He has served as
chair of the department at Western Illinois. His entire research career has been devoted to
the study of queueing theory.