Fundamental matrix plays an important role in a finite-state Markov chain to find many characteristic values such as stationary distribution, expected amount of time spent in the transient state, absorption probabilities. In this paper, the fundamental matrix of the finite-state quasi-birth-and-death (QBD) process with absorbing state and level dependent transitions is considered. We show that each block component of the fundamental matrix can be expressed as a matrix product form and present an algorithm for computing the fundamental matrix. Some applications with numerical results are also presented.
We consider the PH/PH/c retrial queues with PH-retrial time. Approximation formulae for the distribution of the number of customers in service facility, sojourn time distribution and the mean number of customers in orbit are presented. We provide an approximation for GI/G/c retrial queue with general retrial time by approximating the general distribution with phase type distribution. Some numerical results are presented.
In this paper, we discussed a problem for improving the throughput of a crankshaft manufacturing line in an automotive factory in which the budget for purchasing new machines and installing additional buffers is limited. We also considered the constraint of available space for both of machine and buffer. Although this problem seems like a kind of buffer allocation problem, it is different from buffer allocation problem because additional machines are also considered. Thus, it is not easy to calculate the throughput by mathematical model, and therefore simulation model was developed using ARENA ® for estimating throughput. To determine the investment plan, a modified Arrow Assignment Rule under some constraints was suggested and it was applied to the real case.
We consider a multi-server retrial queue with waiting places in service area and four types of arrivals, positive customers, disasters and two types of negative customers, one for deleting customers in orbit and the other for deleting customers in service area. The four types of arrivals occur according to a Markovian arrival process with marked transitions (MMAP) which may induce the dependence among the arrival processes of the four types.We derive a necessary and sufficient condition for the system to be positive recurrent by comparing sample paths of auxiliary systems whose stability conditions can be obtained. We use a generalized truncated system that is obtained by modifying the retrial rates for an approximation of stationary queue length distribution and show the convergence of approximation to the original model. An algorithmic solution for the stationary queue length distribution and some numerical results are presented.
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