<p>Triggered by earlier work on random walks in the quarter-plane, we study the issue of <i>two-queue systems</i> whereby, at least for states (<i>m</i>,&#xa0;<i>n</i>) in some <i>interior</i> part of the state space, the stationary joint system-content distribution <i>u</i>(<i>m</i>,&#xa0;<i>n</i>) can be expressed as a <i>finite</i> linear combination of bivariate geometric terms of type <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\gamma ^m \delta ^n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>γ</mi> <mi>m</mi> </msup> <msup> <mi>δ</mi> <mi>n</mi> </msup> </mrow> </math></EquationSource> </InlineEquation>. Using a transform-based approach, we prove that this is certainly the case <i>if</i> the steady-state joint probability generating function <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(U(z_1,z_2)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>U</mi> <mo stretchy="false">(</mo> <msub> <mi>z</mi> <mn>1</mn> </msub> <mo>,</mo> <msub> <mi>z</mi> <mn>2</mn> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> of the two system contents can be expressed as a bivariate <i>rational</i> function of its two arguments, with mutually prime numerator and denominator, whereby the denominator is the <i>product</i> of two univariate polynomials in <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(z_1\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>z</mi> <mn>1</mn> </msub> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(z_2\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>z</mi> <mn>2</mn> </msub> </math></EquationSource> </InlineEquation>, respectively, whose zeroes <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\hat{z_1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <msub> <mi>z</mi> <mn>1</mn> </msub> <mo stretchy="false">^</mo> </mover> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\hat{z_2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <msub> <mi>z</mi> <mn>2</mn> </msub> <mo stretchy="false">^</mo> </mover> </math></EquationSource> </InlineEquation> all have <i>multiplicity one</i>. We show that the decay rates <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>γ</mi> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\delta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>δ</mi> </math></EquationSource> </InlineEquation> appearing in <i>u</i>(<i>m</i>,&#xa0;<i>n</i>) are the inverse values of (some of) the zeroes <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\hat{z_1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <msub> <mi>z</mi> <mn>1</mn> </msub> <mo stretchy="false">^</mo> </mover> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\hat{z_2}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <msub> <mi>z</mi> <mn>2</mn> </msub> <mo stretchy="false">^</mo> </mover> </math></EquationSource> </InlineEquation>, but, in general, there may be zero-pairs <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\((\hat{z_1}, \hat{z_2})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mover accent="true"> <msub> <mi>z</mi> <mn>1</mn> </msub> <mo stretchy="false">^</mo> </mover> <mo>,</mo> <mover accent="true"> <msub> <mi>z</mi> <mn>2</mn> </msub> <mo stretchy="false">^</mo> </mover> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> that do not contribute a bivariate geometric term in <i>u</i>(<i>m</i>,&#xa0;<i>n</i>). For two specific <i>classes</i> of <i>discrete-time</i> two-queue systems, we prove that, when <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(U(z_1,z_2)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>U</mi> <mo stretchy="false">(</mo> <msub> <mi>z</mi> <mn>1</mn> </msub> <mo>,</mo> <msub> <mi>z</mi> <mn>2</mn> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> has the prescribed form, only the zero-pairs that are <i>zero-tuples of the kernel</i> of the system contribute a term in <i>u</i>(<i>m</i>,&#xa0;<i>n</i>). In an extended series of examples, we then demonstrate that, within the two classes, specific instances (corresponding with specific arrival processes) that comply with the condition on <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(U(z_1,z_2)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>U</mi> <mo stretchy="false">(</mo> <msub> <mi>z</mi> <mn>1</mn> </msub> <mo>,</mo> <msub> <mi>z</mi> <mn>2</mn> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> indeed exist. In some examples, we can use existing solutions, but in other cases, we also construct entirely new solutions, thereby identifying several new <i>solvable</i> two-queue models. We observe that, in most cases, the zero-pairs that do contribute terms in <i>u</i>(<i>m</i>,&#xa0;<i>n</i>) are mutually <i>connected</i>, in the sense that each of them has its first or second component in common with at least one other pair that contributes, but we also construct a remarkable example where this is not the case.</p>

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Coupled queues whose interior stationary joint content distribution is a finite sum of bivariate geometric terms

  • Herwig Bruneel,
  • Arnaud Devos

摘要

Triggered by earlier work on random walks in the quarter-plane, we study the issue of two-queue systems whereby, at least for states (mn) in some interior part of the state space, the stationary joint system-content distribution u(mn) can be expressed as a finite linear combination of bivariate geometric terms of type \(\gamma ^m \delta ^n\) γ m δ n . Using a transform-based approach, we prove that this is certainly the case if the steady-state joint probability generating function \(U(z_1,z_2)\) U ( z 1 , z 2 ) of the two system contents can be expressed as a bivariate rational function of its two arguments, with mutually prime numerator and denominator, whereby the denominator is the product of two univariate polynomials in \(z_1\) z 1 and \(z_2\) z 2 , respectively, whose zeroes \(\hat{z_1}\) z 1 ^ and \(\hat{z_2}\) z 2 ^ all have multiplicity one. We show that the decay rates \(\gamma \) γ and \(\delta \) δ appearing in u(mn) are the inverse values of (some of) the zeroes \(\hat{z_1}\) z 1 ^ and \(\hat{z_2}\) z 2 ^ , but, in general, there may be zero-pairs \((\hat{z_1}, \hat{z_2})\) ( z 1 ^ , z 2 ^ ) that do not contribute a bivariate geometric term in u(mn). For two specific classes of discrete-time two-queue systems, we prove that, when \(U(z_1,z_2)\) U ( z 1 , z 2 ) has the prescribed form, only the zero-pairs that are zero-tuples of the kernel of the system contribute a term in u(mn). In an extended series of examples, we then demonstrate that, within the two classes, specific instances (corresponding with specific arrival processes) that comply with the condition on \(U(z_1,z_2)\) U ( z 1 , z 2 ) indeed exist. In some examples, we can use existing solutions, but in other cases, we also construct entirely new solutions, thereby identifying several new solvable two-queue models. We observe that, in most cases, the zero-pairs that do contribute terms in u(mn) are mutually connected, in the sense that each of them has its first or second component in common with at least one other pair that contributes, but we also construct a remarkable example where this is not the case.