Real Analysis

A
RANDOM
EVOLUTION
ASSOCIATED WITH M/M/1/
QUEUEING
SYSTEM
SUBJECTED
TO
CATASTROPHICAL EVENTS.
Presented by
Dr.M.Reni
Sagayaraj, Ph.D
Head & Associate
Professor
Department of
Mathematics
Sacred Heart College (Autonomous)
Dr.M.Reni Sagayaraj
Sacred Heart College
OUTLINE
Dr.M.Reni Sagayaraj
INTRODUCTION
In the analysis of some queueing system, we come across
situation of all the customers in the system and paralysation of
the service facility may take place upon the arrival of some kind
of special events.
These special events are called catastrophically events and they
these selves from a point process which may be independent of
the arrival and service pattern of the queueing system.
Such events occur quite commonly in computer networks.
Dr.M.Reni Sagayaraj
INTRODUCTION CONT (For example)

when an infected job or file arrive at a service
station,
the
job
or
the
file
acts
as
catastrophic events destroying all the files in

the processor, and paralyzing momentarily the
processor.
Recently
Krishnakumar
and
Arivudainambi
(2000) have obtained the transient solution of

an M/M/1/ queue with the occurrence of
catastrophic events. The results of the paper
may be used to derive some results pertaining
to an associated random motion.
Dr.M.Reni Sagayara
AN M/M/1/ QUEUE WITH

CATASTROPHICALLY
Let customers arrive at aEVENTS
single server
queueing system
according to Poisson process with rate . We assume that the
service time has exponential distribution with parameter .
Let the service discipline be FIFO. We assume that the system
capacity is infinite. Let the catastrophic events arrive
independently at the service facility according to a Poisson
process with rate .
The nature of a catastrophic event is that upon its arrival at the
service station it destroys all the customers there waiting and in
the service and also renders the server momentarily in active
that is the server becomes ready for service immediately.
Dr.M.Reni Sagayaraj
Contd....
let Pn(t) be the probability that there are n customers
in the system at time t then , by routine procedure,
we have
pn (t ) pn 1 (t ) ( ) pn (t ) pn 1 (t ) , n 1, 2,...
p0' (t ) p1 (t ) p0 (t ) [1 p0 (t )]
Where and have the usual meanings. We assume

that a customer arrives to an empty at the service
facility at time t=0 so that the busy period starts at
time t=0.Then Pn(0) = n,1, n=0 ,1, 2, ...... Where
Dr.M.Reni Sagayaraj
THE BUST PERIOD ANALYSIS

We have already mentioned that the busy and
the idle periods develop a random evolution in
problems related to the queueing systems.
As in the previous chapters we proceed to
obtain the probability law of the busy period.
To do this p,(t )
we imposep (t) further that there is an absorbing
barrier at zero system size so that
gives the
probability density function of the busy period,
where
represents the probability that the
system size at time t is n .
'
Dr.M.Reni Sagayaraj
Contd....
p1 (0) 1, pn (0) 0 for n 1
po ' (t ) p1 (t ) 1 p0 (t ) ,
pn (t ) pn (t ) pn 1 (t ) pn 1 (t ), 1.
Dr.M.Reni Sagayaraj
Contd....
pn (0) 1,n n 0,1, 2,...,

p0' (t )
K ( s, t ) pn (t ) s n .
n0
Dr.M.Reni Sagayaraj
Contd....
p0' (t )
K ( s, t ) pn (t ) s n .
n0
Dr.M.Reni Sagayaraj
Contd....
p0' (t )
K ( s, t ) pn (t ) s n .
n0
Dr.M.Reni Sagayaraj
Contd....
K ( s, t )
s K ( s, t ) p0 (t ) .
t
s
s
Integrating (5.3.3), we get
K ( s, t ) se
s t
t
s
e
0
s ( t u )
( t u )
s
e
0
s ( t u )
( t u )
s
p0 (u )du
du.
Dr.M.Reni Sagayaraj
OBJECTIVES
Dr.M.Reni Sagayaraj
OBJECTIVES-CONTD...
1, if the server is busy
Z (t ) 2, if the server is idle not initiated by a catastrophic event;

3, f the server is idle initiated by a catastrophic event.
Dr.M.Reni Sagayaraj
OBJECTIVES-CONTD....
Pr {Z (t ) 1} pn (u )e ( )( t u ) du
n 1
Pr {Z (t ) 2} p1 (u ) e ( t u ) du
0
Pr {Z (t ) 3} p1 (u ) e ( t u ) du .
n 1
C1 , if z (t ) 1;
C (t ) C2 , if z (t ) 2;
C , if z (t ) 3.
3
Dr.M.Reni Sagayaraj
OBJECTIVES-CONTD...
Then the net gain X(t) is given by
t
X (t ) C (u )du.
0
Identifying C(t) as the instantaneous velocity of a

particle performing a random motion on the real
line.
X(t) is identified as the position of the particle and
the probability law of X(t) can be obtained by
considering the random motion of the particle.
Finally the result obtained will be applied to other
areas like operation Research Stochastic process
and Bio- science.
Dr.M.Reni Sagayaraj
THE END
Questions ?
Dr.M.Reni Sagayaraj
REFERENCES
Abate.J. and W.Whitt (1987): Transient behaviour of the M/M/1
queue: Starting at the origin, Queueing Systems, Vol. 2,41-65.
Bartlett, M. (1978): A note on random walks at constant speed,
Adv. Appl. prob. Vol.10, pp. 704-707.
J.W.Cohen The Single server queue, North-Holland, Amsterdam,
(1982).
Dunbar, S.R. (1988): A branching random evolution and a

nonlinear hyperbolic equation, SIAM J. Appl. Math., Vol. 48, pp.
1510-1526.
Dr.M.Reni Sagayaraj
REFERENCES
Goldstein, S. (1951): On diffusion by discontinuous movements and
the telegraph
Equation, Quart. J.Mech.Appl.Math., Vol. 4, pp.129156.
Kleinrock, L. (1975): Queueing Systems Vol. 1: Theory, J. Wiley,
Newyork.
V.S.Korolyuk and V.V.Korolyuk , Stochastic Models of Systems,
Kiuwer academic
publishers,(1990).
Krishna Kumar, B., Parthasarathy, P.R. and Sharafali, M. (1993):
Transient solution of an M/M/1
Queue with balking, Queueing Systems (Theory and Applications),
Vol. 13, pp.441-447.
Dr.M.Reni Sagayaraj
REFERENCES
E.Orsigher,Hyperbolic
equations
sarising
in
random
models,
Stoch.Proc.Appl.Vol21(1985).PP.93-106.
E.Orsigher, Probability law Flow function , maximum distribution of wave-governed
random
motions and their connections with kirchoffs laws, Stoc.proc.Appl.Vol.34(1990).
PP. 49-66.
P.R.Parthasarathy ,A Transient solution to an queue A simple approach
Adv.Appl.Prob.Vol.19(1987).
pp. 997-998.
A.A.Pogoraui and R.M.Rodriguez-Dagnino , One dimensional semi-arkov evolution
with general Erlang Sojourn time , Random oper and Stoch.Equ.Vol.13(2005). PPP.
399-405.
D.L.Snyder Rondom point Processes ,Wiley Interscience , New York, (1975).
S.k.Srinivasan andR.Vasudevan An Introduction to Random Differential and their
Application. American Elsevier publishing Corperation.New York(1971).
Takacs, L., Introduction to the theory of queues, Oxford University Press,(1960).
Dr.M.Reni Sagayaraj
Thank you
Dr.M.Reni Sagayaraj

Real Analysis

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Real Analysis

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A

INTRODUCTION CONT (For example)

catastrophic events destroying all the files in

(2000) have obtained the transient solution of

AN M/M/1/ QUEUE WITH

Where and have the usual meanings. We assume

THE BUST PERIOD ANALYSIS

p1 (0) 1, pn (0) 0 for n 1

pn (0) 1,n n 0,1, 2,...,

Z (t ) 2, if the server is idle not initiated by a catastrophic event;

Identifying C(t) as the instantaneous velocity of a

Dunbar, S.R. (1988): A branching random evolution and a

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