ON MULTISERVER RETRIAL QUEUES: HISTORY, OKUBO-TYPE HYPERGEOMETRIC SYSTEMS AND MATRIX CONTINUED-FRACTIONS

Abstract

In this paper, 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/∞ 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/nondominant" 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: (i) the irregular singularity at 0; (ii) the dominant regular singularity, which yields asymptotic series via classic methods like the Frobenius vector expansion; and (iii) the point 1, whose Taylor series coefficients are the factorial moments.