English

Sojourn time in a $M^{[X]}/M/1$ Processor Sharing Queue with batch arrivals (II)

Probability 2020-06-04 v1 Analysis of PDEs

Abstract

For the M[X]/M/1M^{[X]}/M/1 processor Sharing queue with batch arrivals, the sojourn time Ω\Omega of a batch is investigated. We first show that the distribution of Ω\Omega can be generally obtained from an infinite linear differential system. When further assuming that the batch size has a geometric distribution with given parameter q[0,1[q \in [0,1[, this differential system is further analyzed by means of an associated bivariate generating function (x,u,v)E(x,u,v)(x,u,v) \mapsto E(x,u,v). Specifically, denoting by sE(s,u,v)s \mapsto E^*(s,u,v) the one-sided Laplace transform of E(,u,v)E(\cdot,u,v) and defining Φ(s,u,v)=P(s,u)(1v)F(s,u,uv),0<u<1,v<1, \Phi(s,u,v) = P(s,u) \, (1-v) \, F^*(s,u,uv), \quad 0 < \vert u \vert < 1, \, \vert v \vert < 1, for some known polynomial P(s,u)P(s,u) and where F(s,u,v)=E(s,u,v)E(s,q,v)uq, F^*(s,u,v) = \frac{E^*(s,u,v)-E^*(s,q,v)}{u-q}, we show that the function Φ\Phi verifies an inhomogeneous linear partial differential equation (PDE) Φu[uqP(s,u)]v(1v)Φv+(s,u,v)=0 \frac{\partial \Phi}{\partial u} - \left [ \frac{u - q}{P(s,u)} \right ] v(1-v) \, \frac{\partial \Phi}{\partial v} + \ell(s,u,v) = 0 for given ss, where the last term (s,u,v)\ell(s,u,v) involves both E(s,q,v)E^*(s,q,v) and the first order derivative E(s,q,v)/v\partial E^*(s,q,v)/\partial v at the boundary point u=qu = q. Solving this PDE for Φ\Phi via its characteristic curves and with the required analyticity properties eventually determines the one-sided Laplace transform EE^*. By means of a Laplace inversion of this transform EE^*, the distribution function of the sojourn time Ω\Omega of a batch is then given in an integral form. The tail behavior of the distribution of sojourn time Ω\Omega is finally derived.

Cite

@article{arxiv.2006.02198,
  title  = {Sojourn time in a $M^{[X]}/M/1$ Processor Sharing Queue with batch arrivals (II)},
  author = {F. Guillemin and V. K. Quintuna Rodriguez and A. Simonian and R. Nasri},
  journal= {arXiv preprint arXiv:2006.02198},
  year   = {2020}
}

Comments

22 pages

R2 v1 2026-06-23T16:01:28.056Z