Alexander Dudin · Alexander Gortsev Anatoly Nazarov · Rafael Yakupov (Eds.) Communications in Computer and Information Science 638 Information Technologies and Mathematical Modelling Queueing Theory and Applications 15th International Scientific Conference, ITMM 2016 named after A.F Terpugov Katun, Russia, September 12–16, 2016, Proceedings 123 Communications in Computer and Information Science 638 Commenced Publication in 2007 Founding and Former Series Editors: Alfredo Cuzzocrea, Dominik Ślęzak, and Xiaokang Yang Editorial Board Simone Diniz Junqueira Barbosa Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Rio de Janeiro, Brazil Phoebe Chen La Trobe University, Melbourne, Australia Xiaoyong Du Renmin University of China, Beijing, China Joaquim Filipe Polytechnic Institute of Setúbal, Setúbal, Portugal Orhun Kara TÜBİTAK BİLGEM and Middle East Technical University, Ankara, Turkey Igor Kotenko St Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences, St Petersburg, Russia Ting Liu Harbin Institute of Technology (HIT), Harbin, China Krishna M Sivalingam Indian Institute of Technology Madras, Chennai, India Takashi Washio Osaka University, Osaka, Japan More information about this series at http://www.springer.com/series/7899 Alexander Dudin Alexander Gortsev Anatoly Nazarov Rafael Yakupov (Eds.) • • Information Technologies and Mathematical Modelling Queueing Theory and Applications 15th International Scientific Conference, ITMM 2016 named after A.F Terpugov Katun, Russia, September 12–16, 2016 Proceedings 123 Editors Alexander Dudin Belarusian State University Minsk Belarus Anatoly Nazarov Tomsk State University Tomsk Russia Alexander Gortsev Tomsk State University Tomsk Russia Rafael Yakupov Kemerovo State University Anzhero-Sudzhensk Russia ISSN 1865-0929 ISSN 1865-0937 (electronic) Communications in Computer and Information Science ISBN 978-3-319-44614-1 ISBN 978-3-319-44615-8 (eBook) DOI 10.1007/978-3-319-44615-8 Library of Congress Control Number: 2016947942 © Springer International Publishing Switzerland 2016 This work is subject to copyright All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed The use of general descriptive names, registered names, trademarks, service marks, etc in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG Switzerland Preface The series of scientific conferences on Information Technologies and Mathematical Modelling (ITMM) was started in 2002 In the beginning, its status was that of a national conference but in 2012 become international The conference series is named after Alexander Terpugov, one of the first organizers of the conference, an outstanding scientist of the Tomsk State University, a leader of the famous Siberian school on applied probability, queueing theory, and applications Traditionally, the conferences has about 10 sections in various fields of mathematical modelling and information technologies Throughout the years, the sections on probabilistic methods and models, queueing theory, telecommunication systems, and software engineering have been the most popular ones at the conference International participation is presented by researchers from many countries: Austria, Azerbaijan, Belarus, Bulgaria, China, Germany, Hungary, India, Italy, Kazakhstan, Korea, The Netherlands, Poland, UK, USA, etc Many of our foreign participants come to this Siberia conference every year because there is a warm acceptance and serious scientific discussions This volume presents selected papers devoted to new results in queueing theory and its applications It is aimed at specialists in probabilistic theory, random processes, operations research, and mathematical modelling as well as engineers engaged in logical and technical design and operational management of telecommunication and computer networks, contact centers, manufacturing systems, etc September 2016 Alexander Dudin Alexander Gortsev Anatoly Nazarov Rafael Yakupov Organization The ITMM conference was organized by the National Research Tomsk State University together with the Kemerovo State University, Trapeznikov Institute of Control Sciences of the Russian Academy of Sciences, People’s Friendship University of Russia, and Anzhero-Sudzhensk Branch of Kemerovo State University International Program Committee A Dudin, Belarus (Chair) M Lugachev, Russia A Gortsev, Russia (Co-chair) Y Malinkovsky, Belarus A Nazarov, Russia (Co-chair) G Medvedev, Belarus R Yakupov, Russia (Co-chair) Q.-L Li, China I Atencia, Spain A Melikov, Azerbaijan S Chakravarthy, USA R Nobel, Netherlands B.D Choi, Korea E Orsingher, Italy T Czachórski, Poland M Pagano, Italy D Efrosinin, Austria K Samuylov, Russia M Farhadov, Russia J Sztrik, Hungary E Gelenbe, UK H Tijms, The Netherlands K Al-Begain, UK O Tikhonenko, Poland C.S Kim, Korea I Tsitovich, Russia Y Koucheryavy, Finland V Vishnevsky, Russia A Krishnamurthy, India N Yevtushenko, Russia U Krieger, Germany Local Organizing Committee A Dudin (Chair) M Matalytsky A Gortsev (Co-chair) A Moiseev A Nazarov (Co-chair) S Moiseeva R Yakupov (Co-chair) Y Naumkina E Daniliuk S Paul E Fedorova S Rozhkova I Garayshina V Rykov Y Gaydamaka D Semionova E Glukhova A Shkurkin A Gudov I Shmyrin R Ivanovskiy S Suschenko V Ivnitsky G Tsitsiashvili T Kabanova K Voytikov Y Kostyuk O Zmeev E Lisovskaya A Zorin K Livshits V Zadorozhny Contents Maximum Likelihood Estimation of the Dead Time Period Duration in the Modulated Semi-synchronous Generalized Flow of Events Maria Bakholdina and Alexander Gortsev Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State Yulia Burkatovskaya, Tatiana Kabanova, and Olga Tokareva 18 A Mathematical Model of an Insurance Company in the Form of a Queueing System with an Unlimited Number of Servers Considering One-Time Insurance Payments Diana Dammer 34 Analysis of the BMAP/SM/1/N Type System with Randomized Choice of Customers Admission Discipline Alexander Dudin and Alexej Shaban 44 Optimal Control of a Two-Server Heterogeneous Queueing System with Breakdowns and Constant Retrials Dmitry Efrosinin and Janos Sztrik 57 How Does a Queuing Network React to a Change of Different Flow Control Parameters? Mais Farkhadov, Nina Petukhova, Alexander Abramenkov, and Olga Blinova 73 Quasi-Geometric, Gamma and Gaussian Approximations for Multiserver Retrial Queueing Systems Ekaterina Fedorova 83 A Methodology for the Identification of Extremal Loading in Data Flows in Information Systems Andrey Gorshenin and Victor Korolev 94 Maximum Likelihood Estimation of the Dead Time Period Duration of a Modulated Synchronous Flow of Events Alexander Gortsev and Mariya Sirotina 104 TCP-NewReno Protocol Modification for MANET Networks Denis Iovlev and Anatoliy Korikov 120 New Results for a Thinned Renewal Process Viktor Ivnitskii and Alexander Moiseev 132 X Contents A Retrial Queueing System with Renewal Input and Phase Type Service Time Distribution Valentina Klimenok Influence of the Pipeline Effect on the Delay of the Multipacket Message in Multilink Transport Connection Vladimir Kokshenev, Pavel Mikheev, Sergey Suschenko, and Roman Tkachyov Analysis of LRU Cache Trees with a Power Law Reference Distribution Udo R Krieger and Natalia M Markovich 140 151 162 Stationary Distribution Insensitivity of a Closed Queueing Network with Non-active Customers and Multi-regime Service Julia Kruk and Yuliya Dudovskaya 168 A Unified Framework for Analyzing Closed Queueing Networks in Bike Sharing Systems Quan-Lin Li, Rui-Na Fan, and Jing-Yu Ma 177 Switch-Hysteresis Control of the Production Process in a Model with Perishable Goods Klimentii Livshits and Ekaterina Ulyanova 192 On the Use of a Bridge Process in a Conditional Monte Carlo Simulation of Gaussian Queues Oleg Lukashenko, Evsey Morozov, and Michele Pagano 207 Stationary Distribution of Queueing Networks with Countable Set of Types of Batch Negative Customer Arrivals Yury Malinkovsky 221 Probability Properties of Interest Rate Models Gennady Medvedev Hierarchical Space Merging Algorithm for Analysis of Two Stage Queueing Network with Feedback Agassi Melikov, Leonid Ponomarenko, Anar Rustamov, and Janos Sztrik Analysis of the Influence of the Subscriber Traffic Structure on the Speed of Multiplexed Connections Pavel Mikheev and Sergey Suschenko Regenerative Analysis of a System with a Random Volume of Customers Evsey Morozov, Lyubov Potakhina, and Oleg Tikhonenko 228 238 250 261 Contents Inventory Management System with Erlang Distribution of Batch Sizes Anatoly Nazarov and Valentina Broner Markov and Non-Markov Probabilistic Models of Interacting Flows of Annihilating Particles Anatoly Nazarov, Mais Farkhadov, and Erol Gelenbe Asymptotic Analysis Retrial Queueing System M/GI/1 with Hyper Exponential Distribution of the Delay Time in the Orbit and Exclusion of Alternative Customers Anatoly Nazarov and Yana Izmaylova Modelling of Systems Using a Time-Triggered Ethernet Kirill Nikishin, Nicolas Konnov, and Dmitry Pashchenko Analysis of Business Process Execution Time with Queueing Theory Models Konstantin Samouylov, Yuliya Gaidamaka, and Elvira Zaripova On Analyzing the Blocking Probability of M2M Transmissions for a CQI-Based RRM Scheme Model in 3GPP LTE Konstantin Samouylov, Irina Gudkova, Ekaterina Markova, and Iliya Dzantiev Phase Transitions in Multiserver Queuing Systems Gurami Tsitsiashvili and Marina Osipova XI 273 281 292 303 315 327 341 An Open Queueing Network with a Correlated Input Arrival Process for Broadband Wireless Network Performance Evaluation Vladimir Vishnevski, Andrey Larionov, and Roman Ivanov 354 Optimization of Uniform Non-Markov Queueing Networks Using Resources and Transition Probabilities Redistribution Vladimir N Zadorozhnyi 366 Methods of Simulation Queueing Systems with Heavy Tails Vladimir N Zadorozhnyi and Tatiana R Zakharenkova 382 Author Index 397 ... R (eds.) Information Technologies and Mathematical Modelling - Queueing Theory and Applications Communications in Computer and Information Science, vol 564, pp 13–27 Springer, Switzerland (2015)... of events and its recurrence conditions In: Dudin, A., Nazarov, A., Yakupov, R., Gortsev, A (eds.) Information Technologies and Mathematical Modelling Communications in Computer and Information. .. More information about this series at http://www.springer.com/series/7899 Alexander Dudin Alexander Gortsev Anatoly Nazarov Rafael Yakupov (Eds.) • • Information Technologies and Mathematical Modelling