# Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime

### Victor Naumenko

,### Mikhail Matalytski

,### Dmitry Kopats

Journal of Applied Mathematics and Computational Mechanics |
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@article{Naumenko_2016, doi = {10.17512/jamcm.2016.3.11}, url = {https://doi.org/10.17512/jamcm.2016.3.11}, year = 2016, publisher = {The Publishing Office of Czestochowa University of Technology}, volume = {15}, number = {3}, pages = {111--122}, author = {Victor Naumenko and Mikhail Matalytski and Dmitry Kopats}, title = {Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime}, journal = {Journal of Applied Mathematics and Computational Mechanics} }

TY - JOUR DO - 10.17512/jamcm.2016.3.11 UR - https://doi.org/10.17512/jamcm.2016.3.11 TI - Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime T2 - Journal of Applied Mathematics and Computational Mechanics JA - J Appl Math Comput Mech AU - Naumenko, Victor AU - Matalytski, Mikhail AU - Kopats, Dmitry PY - 2016 PB - The Publishing Office of Czestochowa University of Technology SP - 111 EP - 122 IS - 3 VL - 15 SN - 2299-9965 SN - 2353-0588 ER -

Naumenko, V., Matalytski, M., & Kopats, D. (2016). Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime. Journal of Applied Mathematics and Computational Mechanics, 15(3), 111-122. doi:10.17512/jamcm.2016.3.11

Naumenko, V., Matalytski, M. & Kopats, D., 2016. Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime. Journal of Applied Mathematics and Computational Mechanics, 15(3), pp.111-122. Available at: https://doi.org/10.17512/jamcm.2016.3.11

[1]V. Naumenko, M. Matalytski and D. Kopats, "Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime," Journal of Applied Mathematics and Computational Mechanics, vol. 15, no. 3, pp. 111-122, 2016.

Naumenko, Victor, Mikhail Matalytski, and Dmitry Kopats. "Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime." Journal of Applied Mathematics and Computational Mechanics 15.3 (2016): 111-122. CrossRef. Web.

1. Naumenko V, Matalytski M, Kopats D. Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime. Journal of Applied Mathematics and Computational Mechanics. The Publishing Office of Czestochowa University of Technology; 2016;15(3):111-122. Available from: https://doi.org/10.17512/jamcm.2016.3.11

Naumenko, Victor, Mikhail Matalytski, and Dmitry Kopats. "Analysis of the queueing network with a random waiting time of negative customers at a non-stationary regime." Journal of Applied Mathematics and Computational Mechanics 15, no. 3 (2016): 111-122. doi:10.17512/jamcm.2016.3.11

ANALYSIS OF THE QUEUEING NETWORK WITH A RANDOM WAITING TIME OF NEGATIVE CUSTOMERS AT A NON-STATIONARY REGIME

Victor Naumenko^{ }^{1}, Mikhail Matalytski^{ }^{2}, Dmitry Kopats^{ }^{1}

^{1} Faculty of Mathematics and Computer Science, Grodno State University

Grodno, Belarus

^{2} Institute of Mathematics, Czestochowa University of Technology

Częstochowa, Poland

victornn86@gmail.com, m.matalytski@gmail.com

**Abstract.** In
the article a queueing network (QN) with positive customers and a random
waiting time of negative customers has been investigated. Negative customers
destroy positive customers on the expiration of a random time. Queueing systems
(QS) operate under
a heavy-traffic regime. The system of difference-differential equations (DDE)
for state probabilities of such a network was obtained. The technique of
solving this system and finding mean characteristics of the network, which is
based on the use of multivariate
generating functions was proposed.

*Keywords**: **G-network, positive** customers, negative customers, random waiting time, heavy-traffic
regime, state probabilities, mean characteristics, non-stationary regime*

1. Network description

Consider an open G-network [1] with single-queues QS. An independent Poisson flow of positive customers with
rate _{ }and a Poisson flow of negative customers with rate arrive to QS from outside (system ), . All
arriving to QS customer flows are assumed to be independent. The probability
that the positive customer serviced in during time , if
at the current moment in the system there are customers, are equal to .
The positive customer gets serviced in with
probability move to QS as
a positive customer and with probability - as a negative customer and with probability_{ } come out of the network to the
external environ-
ment, .

A negative customer is arriving to QS increases the
length of the queue of nega-
tive
customers for one, and requires no service. Each negative customer, located
in
*i*-th QS, stays in the queue for a random time according to a Poisson
process of rate , . By the end this
time, the negative customer destroys one positive customer in the QS and leaves
the network. If after this random time in
the system there are no positive customers, then a given negative customer
leaves
the
network, without exerting any influence on the operation of the network as
a whole. Wherein the probability that in QS ,
negative customer leaves the queue during , on
the condition that, in this QS at time there
are negative
customers, equals .

The network state at time described by the
vector , which forms
a homogeneous Markov process with a countable number of states, where the state
means that at time in QS , there are_{ }_{ }positive
customers and _{ }negative
customers, . We
introduce the vectors and
, _{ }- vector, which is -th component equal to
1, all the others are 0, .

Negative customers may describe the behavior of computer viruses, whose impact on the information (positive customers) occurs through a random time.

It should be noted that analisys at a stationary regime of QN with positive and negative customers excluding random queueing time, and also with signals has been carried out in [2, 3] and at non-stationary regime in [4, 5].

2. State probabilities of the network operating under a heavy-traffic regime

**Lemma.*** Let ** - state probability _{ }*

_{ }

*at time . State probabilities of considered network are satisfy system of DDE:*

(1) |

*where *, *.*

**Proof.** The possible transitions of our Markov
process in the state
during time_{ }:

1) from the state_{ }_{ }in this case into QS_{ }_{ }for the time_{ }_{ }a positive customer will arrive with probability_{ },
;

2) from the state_{ }, while to the QS_{ }_{ }for the time_{ }_{ }a
negative custo-
mer will arrive
with probability_{ }, ;

3) from the state , in this case the positive customer comes out of the network to the
external environment with probability_{ }, ;

4) from
the state_{ }, in the given case into QS_{ }_{ }the negative customer, destroys in the QS_{ }_{ }the positive customer, leaves
the network; the probability of such an event is equal
to ,
;

5) from the state , while in the QS , the residence time in the queue of the negative customer finished, if in time there were negative customers and there were no positive customers; the probability of such an event is equal to , ;

6) from the state , in given case after finishing the service of
the positive customer in the QS _{ }it moves to the QS _{ }again as a positive customer with
probability , ;

7) from the state , in this case the positive customer, which is ser- viced in QS , moves to QS as a negative customer; the probability of such an event is equal to , ;

8) from the state , while in each QS , , do not arrive any positive nor any negative customers, and in which for the time any customer didn’t service, no negative customer will come out of the queue; the probability of such event is equal to

, ;

9) from other states with probability_{
}.

Then, using the formula of total probability, we can write

Taking the limit we obtain a system of equations for state probabilities of the network. (1). The lemma is proved.

We will assume, that all queuing network
systems are single-queue, and customer
service duration in the QS has an exponential distribution with the rate_{ }. Consequently, in this case_{ }, .

Denote by , where , the generating
function of the dimension of_{ }:

(2) |

the summation is taking for each , from 0 to , .

We will assume that , , , .

Multiplying each of the equations (1) to and summing up all possible values and from 1 to , . Here the summation for all and is taken from 1 to , i.e. all summands in (2), for which in the network state there are components and , due to the assumptions put forward above. Because, for example

, . |

Then we obtain

(3) |

Let’s consider the sums, contained on the right side of the relation (3). Let

Then

Similarly for the sum we have:

. |

For the sum we obtain:

. |

The sum has the form:

For the sum we obtain:

. |

The sum .

For the sum we shall obtain:

. |

And, finally, for the last sum we shall have:

Using these sums, we obtain a homogeneous linear differential equation:

Its solution has the form

Let's consider, that at the initial moment of time, the network is in a state , , ,

, , , . |

Then the initial condition for the last equation will be

from which we obtain .

**Theorem****.** If at the initial moment of time the QN is
in a state , , , ,
then the expression for the generating function , taking into account the expansions appearing in
it exponent Maclaurin, has the form

(4) |

where

, , . |

**Proof. **We
have:

, |

where

Multiplying_{ }, , and we will obtain an expression (4), .

State probability of * *is the coefficient of in the expansion of in multiple series (4), with the
proviso, that at the initial time the network is in a state .

3. Finding the main characteristics

With the help of the generating function a
different mean network characteristics can also be found at the transient
regime. The expectation of a component with the number of
a multivariate random variable can be found, differentiating (4) by and suppose , .
Therefore for the mean number of positive
customers in the network system_{ }_{ }we will use
the relation:

(5) |

The change of variables will be done in the expression (5) , then and

So like all network QS operating under heavy-traffic regime, we obtain, then and, consequently, , therefore

(6) |

Similarly, we can find the relation for the mean number of negative customers in the system , that are awaiting:

(7) |

**Example.** Let the number of QS in QN be . Let external arrivals to the network of positive and negative
customers respectively equal: , , , , , , and the service times of rates equal: , , . Let negative customers stay in the queue
for a random time, which has an exponential distribution with parameters equal:_{ },_{ },_{ }. We assume that the transition probability of positive customers_{ }_{ }has the form: ,_{ },_{ },_{ },_{ },_{ }; transition probabilities of negative customers equal:_{ },_{ },_{ },_{ },_{ },_{ };
then the probabilities will be equal respectively:**
**, , . In this case .

The mean number of customers in network systems (in the queue and in servicing), on the condition that , , can be found by the formula (6), and the mean number of negative customers (waiting in the queue) may be found by the formula (7).

Figure 1 shows the chart of change of the
mean number of positive customers
in the QS_{ }_{ }(straight
line) and the chart of change of the mean number of negative customers (dash
line), which are awaiting in the queue of the QS_{ }_{ }respectively.

Fig. 1. The
chats of changes of the mean number of positive customers and
negative customers in the QS_{
}

4. Conclusions

In the paper, the Markov network with positive customers with a random waiting time of negative customers at transient regime has been investigated. A technique of finding non-stationary state probabilities of the above network with single-queues of QS was proposed. It is based on the method of using the apparatus of multivariate generating functions. Relations for the mean characteristics depending on time of the considered G-network, on the condition that the network operates under heavy-traffic regime was obtained.

The practical significance of these results is that they can be used for modeling the functioning of various information networks and systems, a model of which is the aforementioned network taking into account the penetration of computer viruses into it.

References

[1] Gelenbe E., Product form queueing networks with negative and positive customers, Journal of Applied Probability 1991, 28, 656-663.

[2] Gelenbe E., G-networks with triggered customer movement, Journal of Applied Probability 1993, 30, 742-748.

[3] Gelenbe Е., Pujolle G., Introduction to Queueing Networks, John Wiley, N.Y. 1998, 244.

[4] Matalytski M., Naumenko V., Non-stationary analysis of queueing network with positive and negative messages, Journal of Applied Mathematics and Computational Mechanics 2013, 12(2), 61-71.

[5] Matalytski M., Naumenko V., Investigation of G-network with random delay of signals at non-stationary behavior, Journal of Applied Mathematics and Computational Mechanics 2014, 13(3), 155-166.