On multiserver retrial queues: history, Okubo-type hypergeometric systems and matrix continued-fractions

DOI10.1142/S0217595914400016zbMATH Open1291.90061MaRDI QIDQ5166392FDOQ5166392

Authors F. Avram, D. Matei, Yiqiang Q. Zhao 

Publication date 26 June 2014

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.1982

zbMATH Keywords

retrial queueminimal solutionstationary probabilitiesOkubo hypergeometric system

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Continued fractions (11A55) Hypergeometric functions (33C99)

Abstract: We study two families of QBD processes with linear rates: (A) the multiserver retrial queue and its easier relative; and (B) the multiserver M/M/infinity Markov modulated queue. The linear rates imply that the stationary probabilities satisfy a recurrence with linear coefficients; as known from previous work, they yield a ``minimal/non-dominant" solution of this recurrence, which may be computed numerically by matrix continued-fraction methods. Furthermore, the generating function of the stationary probabilities satisfies a linear differential system with polynomial coefficients, which calls for the venerable but still developing theory of holonomic (or D-finite) linear differential systems. We provide a differential system for our generating function that unifies problems (A) and (B), and we also include some additional features and observe that in at least one particular case we get a special ``Okubo-type hypergeometric system", a family that recently spurred considerable interest. The differential system should allow further study of the Taylor coefficients of the expansion of the generating function at three points of interest: 1) the irregular singularity at 0; 2) the dominant regular singularity, which yields asymptotic series via classic methods like the Frobenius vector expansion; and 3) the point 1, whose Taylor series coefficients are the factorial moments.

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Cited In (4)

• The variance constant for continuous-time level dependent quasi-birth-and-death processes
• Proof of the conjecture on the stability of a multiserver retrial queue
• Exact tail asymptotics: revisit of a retrial queue with two input streams and two orbits
• A matrix continued fraction approach to multiserver retrial queues

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