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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>On the Stationary Remaining Service Time in the Queueing Systems</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Evsey Morozov</string-name>
          <email>tiamorozova@mail.ru</email>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff1">1</xref>
          <xref ref-type="aff" rid="aff2">2</xref>
          <xref ref-type="aff" rid="aff3">3</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Institute of Applied Mathematical Research, Karelian Research Centre of the RAS</institution>
          ,
          <addr-line>Petrozavodsk</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Moscow Center for Fundamental and Applied Mathematics, Moscow State University</institution>
          ,
          <addr-line>Moscow 119991</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>Petrozavodsk State University</institution>
          ,
          <addr-line>Petrozavodsk</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff3">
          <label>3</label>
          <institution>and Taisia Morozova</institution>
        </aff>
      </contrib-group>
      <abstract>
        <p>In this paper we study the remaining service time in a wide class of queueing systems. The remaining service time in uences the behaviour of the customers and by this reason is often an important Quality of Service (QoS) indicator of the system. Our main result is intuitive and as follows: the stationary distribution of the remaining service time of a customer coincides with the stationary overshoot in the renewal process generated by service times multiplied by the stationary busy probability of the server. This distribution is also obtained for the non-stable system.</p>
      </abstract>
      <kwd-group>
        <kwd>Queueing System tem</kwd>
        <kwd>Busy Probability</kwd>
        <kwd>Remaining Service Time</kwd>
        <kwd>Retrial Sys-</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>Introduction</title>
      <p>
        In this paper, we analyze the stationary remaining service time in a wide class of
queueing systems. The remaining service time can be considered as an important
QoS indicator of the system and may considerably in uence the behaviour of
the customers. It is worth mentioning that the remaining service time plays also
an important role in the stability analysis based on the regenerative approach,
see for instance [6]. However, in the stability analysis, rather the tightness of
the remaining service time turns out to be essential [5] while a more detailed
description, for instance, the explicit expression of the limiting distribution, plays
a secondary role. At the rst sight, the nding of the stationary distribution
of the remaining service time seems to be a challenging problem. However, as
this contribution shows, indeed this problem can be resolved, at least for a wide
class of multiclass queueing systems described by a regenerative process, in which
service times of a given class customers are independent identically distributed
(iid) but class-dependent random variables. The regeneration property of the
basic queueing process is critical for our analysis. By this reason, we focus on
the systems with Poisson inputs of customers. An alternative setting allows a
single renewal input where a class-i customer appears with a probability pi
regardless of the state of the system [6]. It follows from our analysis that the
service discipline and the reliability of the server is important for the analysis
of the remaining service time while the property of input ow is less important,
provided the regeneration property of the system takes place. To the best of our
knowledge, there are a few papers only in which the remaining service time is the
main object of research, see for instance [
        <xref ref-type="bibr" rid="ref2 ref3">5,10,2,3,4</xref>
        ]. In particular in the paper
[5], the tightness of the remaining service time in various queueing systems is
established.
      </p>
      <p>
        Now we describe in brief the systems studying in this paper. We consider an
m-server system M=G=m with N independent Poisson inputs of customers
belonging to di erent classes. The service times are assumed to be class-dependent,
however iid for a given class. Such a system possesses a regeneration property
at the arrival instants when a new customer meets fully empty system. More
exactly, in this system the basic processes, the workload and queue-size, are
classically regenerative, in which the regeneration cycles are iid [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ].
      </p>
      <p>
        To analyze this system we rst assume that the system is stable (stationary).
More precisely, we assume that the basic regenerative processes are positive
recurrent that is the mean regeneration period of the system is nite [
        <xref ref-type="bibr" rid="ref1">1,6</xref>
        ]. Then
we apply the coupling method to construct a modi ed system in which the
aggregated busy time of a server during regeneration period remains unchanged.
This modi ed system is more easy to be analyzed, and all limiting characteristics
related to the busy time, including stationary remaining service time, are the
same as in the original system. Then we apply the basic limit theorem for the
regenerative process to deduce the target distribution. As we mentioned above,
the functioning of the servers is critical for this analysis, if the service discipline
is work-conserving, while it is less important which way the customers enter the
servers, provided they stay with the same server until service is elapsed. This
observation is critical for the analysis of the remaining service time in the system
with non-reliable servers which will be presented in a future research.
      </p>
      <p>The main result we obtain is intuitive and states that the stationary
distribution of the remaining service time of a customer coincides with the stationary
overshoot in the renewal process generated by the service times multiplied by the
stationary busy probability of the server. This result holds even for non-identical
servers, but the busy probability can be found explicitly for the identical servers
only. We mention also that our results can be applied to the retrial systems with
state-dependent retrial rates. Stability and performance analysis of such systems
have been developed in the recent papers [8,7,9]. We note that the study of the
remaining service time is especially motivated in the retrial systems in which,
after each departure, there exists an idle time of the server. This idle time in
general can be used by the orbital customers to control the rate of the retrial
attempts. However a detailed analysis of the remaining service time in these
system is assumed to be performed in a future research.</p>
      <p>Thus the main contribution of this paper is as follows: the explicit expression
for the stationary distribution of the remaining service time in the multiclass
multiserver system both in stable and non-stable system.</p>
      <p>The paper is organized as follows. In section 2, we describe the basic
multiserver multiclass system. First, we de ne the regenerative structure of the
system, and then construct a modi ed system which is easier to be investigated
and in which the limit distributions related to the busy time process remain
unchanged comparing with the original system. Then we obtain the stationary
distribution of the remaining service time provided the system is positive recurrent
(stationary). In Section 3, we nd the target distribution in the non-stationary
system.
2</p>
    </sec>
    <sec id="sec-2">
      <title>The Distribution of Remaining Service Time in</title>
    </sec>
    <sec id="sec-3">
      <title>Multiserver Multiclass Queueing System</title>
      <p>We consider the classic multi-server system M=G=m with m identical servers,
N classes of customers which follow independent stationary Poisson inputs with
rates i; i = 1; : : : ; N , and we denote = Pi i the rate of the superposed
(Poisson) input. Also we denote by ftn; n 1g the instants of this aggregated input
assuming t1 = 0. It is assumed that service times of class-i customers, denoted
by fSn(i); n 1g, are iid with generic element S(i), service rate i = 1=ES(i) and
distribution function Fi; i = 1; : : : ; N . Let Q(t) be the total number of customers
in the system at instant t . First of all we describe the regenerative structure
of the system. The regeneration instants fTng of the process fQ(t); t 0g (and
other related processes describing the dynamics of the system) are de ned
recursively as,</p>
      <p>
        Tn+1 = inf(tk &gt; Tn : Q(tk) = 0); n
k
0;
where T0 := 0 is the regeneration point provided zero initial condition holds:
Q(0) = 0; t1 = 0. In other words, zero initial condition means that the 1st
customer arrives at the empty system at instant t1 = 0. We denote by T the generic
regeneration period, which is distributed as any distance Tn+1 Tn between two
adjacent regeneration points, n 0. The regenerative process fQ(t)g (and the
underlying queueing system) is called positive recurrent if ET &lt; 1. This
requirement in fact is equivalent to stability of the process meaning the existence of the
stationary distribution of Q(t) as t ! 1. (More on regenerative processes see in
[
        <xref ref-type="bibr" rid="ref1">1</xref>
        ].)
      </p>
      <p>Denote by S(t) the remaining service time at instant t , assuming S(t) = 0
if the server is empty. Because all servers are identical, then our limiting results
will not be dependent on the server index, and as a rule we omit index of server
in our notation. Also denote by Si(t) the remaining service time at instant t
of class-i customer. By de nition Si(t) = 0 if, at instant t, the server is empty
or serves class-k customer, k 6= i. Then the following relation between indicator
functions 1( ) holds, for each x 0:
1(S(t) &gt; x) =</p>
      <p>N
X 1(Si(t) &gt; x); t
i=1
0:
(1)
Thus, at each instant t, at most one indicator function in (1) equals one. Note
that</p>
      <p>P(Si(t) &gt; x) = P(Si(t) &gt; xjSi(t) &gt; 0)P(Si(t) &gt; 0);
and thus (1) implies that</p>
      <p>P(S(t) &gt; x) =</p>
      <p>N
X P(Si(t) &gt; xjSi(t) &gt; 0)P(Si(t) &gt; 0):
i=1
Our purpose is to nd explicitly the limiting distribution of the remaining service
time S(t) as t ! 1, when exists. By (1), it is enough to nd the weak limit
(limit in distribution)</p>
      <p>Si(t) ) Si; t ! 1; i = 1; : : : ; N;
where Si denotes the stationary remaining service time of class-i customer.
Denote
i = iES(i) and
= X
i
i;
and let S(t) ) S be the stationary (unconditional) remaining service time (in
an arbitrary server). Now we formulate and prove the following main result of
this section.</p>
      <p>Theorem 1. Assume the following negative drift condition holds:
&lt; m:
Then the system is positive recurrent and the distribution of the stationary
remaining service time S has the following form</p>
      <p>P(S
Proof. To prove the positive recurrence, we note that a new customer arriving
in the system is a class-i one with the probability pi := i= . Then our
system becomes a single-class one in which the mean service time of an arbitrary
customer equals</p>
      <p>ES =</p>
      <p>N
X piES(i):</p>
      <sec id="sec-3-1">
        <title>Then assumption (2) becomes ES =</title>
        <p>
          and coincides with the well-known positive recurrence criterion of the M=G=m
system [
          <xref ref-type="bibr" rid="ref1">1</xref>
          ].
        </p>
        <p>In what follows we consider an arbitrary but xed server and introduce the
process</p>
        <p>Z t</p>
        <p>0
Bi(t) =
1(Si(u) &gt; 0)du; t
0; i = 1; : : : ; N;
(5)
which, for each i, equals the total time that the server is occupied by class-i
customer in the interval [0; t]. Let</p>
        <p>Bn(i) = Bi(Tn)</p>
        <p>Bi(Tn 1); i = 1; : : : ; N; n
1;
be the increment of the process (5) in the n-th regeneration cycle of the
system, that is in the interval [Tn 1; Tn); n 1. Evidently, the random variables
fBn(i); n 1g are iid with B(i) representing a generic increment during a generic
period T .</p>
        <p>We now slightly modify the system in the following way. First, we couple
together all busy periods of the server when it serves class-i customers within
each regeneration cycle of the system and then shift the resulting busy period,
distributed as B(i), to the beginning of the corresponding regeneration cycle.
Denote by S~i(t) the remaining service time at instant t in this modi ed process,
and put S~i(t) = 0 if no class-i customer in the server. We call the resulting process
i-modi ed busy time process, and denote it by
Also we construct a zero-delayed renewal process, denoted by</p>
        <p>Z t</p>
        <p>0
B~i(t) =
1(S~i(u) &gt; 0)du; t</p>
        <p>0:
Zbi = fZb(ni) = S(i) +
1
+ Sn(i); n
1g;
(6)
(7)
which consists of the same service times fSn(i)g that are used in the original busy
time process Bi(t) (and also in the process fB~i(t)g). Let</p>
        <p>Sbi(t) = min(Zb(ni)
n
t : Zb(ni)
t
0);
be the remaining renewal time (at instant t) in the process Zbi. Note that the
process Zbi has no gaps as opposed to the idle periods which occur after each
busy period in the processes fB~i(t)g and fBi(t)g in each regeneration cycle.
Recall that Fi represents the distribution function of service time S(i) of class-i
customer. It follows from the above construction, that each service time Sn(i), as
well as each (composed) busy period B~n(i), can be treated as a regeneration period
of the remaining renewal time process fSbi(t)g. In particular, the renewal points
Z^(ni); n 1, are the regeneration instants of the process fSbi(t)g. Since both types
of regeneration periods have nite means,</p>
        <p>
          ES(i) &lt; 1; EB(i) &lt; 1; i = 1; : : : ; N;
then we obtain from the standard regenerative argument [
          <xref ref-type="bibr" rid="ref1">1</xref>
          ] that the following
two equivalent representations of the same (with probability 1 (w.p.1)) limit
exist, for each x 0:
lim
t!1 t 0
lim
t!1 t 0
1 Z t
1 Z t
        </p>
        <p>1
1(Sbi(u) &gt; x)du = EB(i) E 0</p>
        <p>Z S(i)
1
1(Sbi(u) &gt; x)du = ES(i) E 0</p>
        <p>Z B(i)
1(Sbi(u) &gt; x)du ;
1(Sbi(u) &gt; x)du</p>
        <p>Fi(u))du;
(8)
(9)
where, in order to obtain the second equality in (9), we have relied on the equality
Sbi(u) = S(i)
u if u</p>
        <p>S(i):
Let us now again consider the original service process and make the following key
observation: the stationary busy probability P(Bi) in the original system equals
the corresponding quantity in the system with the modi ed busy time process
(6) because the total busy time when the server is occupied by class-i customers,
within each regeneration period of the system, remains unchanged. Thus, due to
this construction, we obtain the following relations
lim
t!1 t 0</p>
        <p>1 Z t
=
In order to obtain the last equality, we have taken into account that, in the
modi ed system,</p>
        <p>S~i(t) = 0; t 2 [B(i); T ) :</p>
      </sec>
      <sec id="sec-3-2">
        <title>On the other hand, it is easy to see that</title>
        <p>E</p>
        <p>Z B(i)
0</p>
        <p>Z B(i)</p>
        <p>
          0
1(S~i(u) &gt; x)du = E
1(Sbi(u) &gt; x)du ;
(11)
because we apply the same service times both in the original service process and
in the renewal process fZbig. Since the input ow is Poisson then the regeneration
period length T is non-lattice, and it then follows from regenerative theory [
          <xref ref-type="bibr" rid="ref1">1,6</xref>
          ]
that there exist the limits
Now it follows from (1) that the stationary distribution of unconditional
remaining service time S exists and has the following explicit form:
        </p>
        <p>P(S
x) = lim P(S(t)
t!1
x
(1
and thus the basic result (3) is proved.</p>
        <p>Now we nd the probability P(Bi) in an explicit form. To this end, we denote
by Aij (t) the number of class-i arrivals in server j in the interval [0; t); i =
1; : : : ; N; j = 1; : : : ; m. Because the servers are identical and the total number
of class-i arrivals in the interval [0; t),
satis es, w.p.1,
then we obtain that</p>
        <p>Ai(t) :=
Ai(t)
t</p>
        <p>N
X Aij (t);
j=1
! i; t ! 1;
Denote by Vij (t) the total work which is delivered to the server j by class-i
arrivals in the interval [0; t). Let Sn(ij) be the service time of the n-th class-i
customer being served in server j. Of course, for each server j, the service time
Sn(ij) is distributed as S(i); i = 1; : : : ; N . Also denote by Bij (t) the busy time
when server j is occupied by class-i customers in the interval [0; t]. Then we
obtain the following balance equations</p>
        <p>Vij (t) =</p>
        <p>Aij(t)
X Sn(ij) = Wij (t) + Bij (t); j = 1; : : : ; m; i = 1; : : : ; N;
(15)
where Wij (t) denotes the remaining class-i work at instant t assigned for server
j. It is well known [6] that, in the positive recurrent system,</p>
        <p>Wij (t) = o(t); t ! 1
w.p.1:
Then it remains to take limit in both sides of the equation (15) as t ! 1 and
use the Strong Law of Large Numbers to obtain the required equality (4):
where, by the symmetry, the limit is independent of the server index j. This
result allows to present the limit distribution (3) as follows
x
exists and is equal to the conditional tail distribution of the remaining service
time provided the server is occupied by class-i customer, i = 1; : : : ; N .
3</p>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>Non-Stationary Case</title>
      <p>The next problem we will address is the limiting distribution of the remaining
service time provided the system is not positive recurrent (not stationary). In
other words, we assume that ET = 1, in which case, as it follows for instance
from [6], the queue size Q(t) ) 1, that is
lim P(Q(t) &gt; k) = 1 for each k
t!1
0:</p>
      <sec id="sec-4-1">
        <title>In this case, the condition</title>
        <p>N
= X
i=1
i
m;
must be met. Because in this case all servers will be eventually full, then we
expect that P(S(t) &gt; 0) ! 1. Because the service discipline is assumed to be
FIFO (earlier we did not specify the discipline), then a new customer assigning
(16)
(17)
to a given server is class-i one with the probability pi = i= : Thus the limiting
fraction of the class-i work Vij (t) (assigned for some server j) equals the limiting
fraction of the total class-i work Vi(t) among all the work V (t) received in [0; t),
that is (see (14)-(16))
lim
t!1 Vi(t)</p>
        <p>Vij (t)
= lim
t!1 V (t)</p>
        <p>Vi(t)
= lim
t!1 PN
i=1
PAi(t) Sn(i)
n=1
PAi(t) Sn(i) =
n=1
i =: P^(Bi);
where the ratio P^(Bi) is the probability that, in the limit, an arbitrary server is
occupied by a class-i customer. Note that if all customers have the same mean
service time, that is i
(13) the probability P(Bi) by the probability P^(Bi), implying</p>
        <p>, then P^(Bi) = pi. Thus in this case we must replace in
lim P(Si(t) &gt; x) =
t!1
(1</p>
        <p>Fi(u))du; i = 1; : : : ; N;
and thus nally we have, by analogy with (17),
i Z 1</p>
        <p>x
N
X
i=1
i Z x</p>
        <p>0
P(S
Note that in this (non-stationary case) the normalizing constant m in (17) is
replaced by the constant , that is the number of servers no more plays a role
in this analysis.
4</p>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>Conclusion</title>
      <p>In this work, we study the limiting distribution of the remaining service time
in the bu ered queueing multiserver systems with Poisson inputs of multiple
classes of customers. Using the coupling method and the regeneration property
of the systems, we nd the target distribution in an explicit form.
5</p>
    </sec>
    <sec id="sec-6">
      <title>Acknowledgement</title>
      <p>This research is supported in part by Russian Foundation for Basic Research,
projects No. 19-07-00303, 18-07-00156, 18-07-00147.
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Economic Behavior 71 (2), 521-526 (2011)
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processes. Queueing Syst. 27, 179{203 23 (1997)
6. Morozov, E., Delgado, R.: Stability analysis of regenerative queues. automation
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7. Morozov, E., Dimitriou, I.: Stability analysis of a multiclass retrial system with
coupled orbit queues. Proceedings of 14th European Workshop, 73-90, EPEW 2017,
Berlin, Germany, September 7-8, 85{98 7 (2017).
https://doi.org/10.1007/978-3319-66583-2-6
8. Morozov, E., Morozova, T.: Analysis of a generalized system with coupled orbits.</p>
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9. Morozov, E., Morozova, T., Dimitriou, I.: Simulation of multiclass retrial system
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10 (2018)
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