Analytical Solutions for State-Dependent M/M/c/c+r Retrial

Queues with Bernoulli Abandonment

Tuan Phung-Duc, Hiroyuki Masuyama, Shoji Kasahara and Yutaka Takahashi
Graduate School of Informatics, Kyoto University
Yoshida Honmachi, Sakyo-ku Kyoto 606-8501, Japan

{tuan,masuyama}@sys.i.kyoto-u.ac.jp, {shoji,takahashi}@i.kyoto-u.ac.jp
ABSTRACT

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Categories and Subject Descriptors

E>D FG*8)'6%,")* B:#,&6# H$$0"(%,")*#IJ K&'8)'6%*(&

General Terms

L2&2&"*< !&)':7 .%'M)9 N!%"*

Keywords

.20,"#&'9&' '&,'"%0 12&2&7 H5%*+)*6&*,7 H*%0:,"(%0 #)02,")*7 !'&&-,&'6 '&(2''&*(& '&0%,")*#7 N)*,"*2&+ 8'%(,")*#>
1. INTRODUCTION

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%'"#& "* 9%'")2# #:#,&6# #2(! %# ,&0&$!)*& #3",(!"*< #:#,&6#7
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%*+ (%00 (&*,&'#7 &,(> @#&& FQ7 R7 S7 QT7 QD7 QSIA> .)#, )8
$'&9")2# #,2+"&# 8)(2# )* ././c/c '&,'"%0 12&2&# 3",!)2,
%5%*+)*6&*,7 3!&'& &%(! %''"9"*< (2#,)6&' '&(&"9&# #&'9"(&
&9&*,2%00: 3",! $')5%5"0",: )*&> U)' #"6$0"(",:7 3& (%00 #2(!
'&,'"%0 12&2&# 5: ()*9&*,")*%0 ././c/c '&,'"%0 12&2&# !&'&%8,&'> U)' ,!& ()*9&*,")*%0 ././Q/Q '&,'"%0 12&2&7 3& !%9&
Permission to make digital or hard copies of all or part of this work for
personal or classroom use is granted without fee provided that copies are
not made or distributed for profit or commercial advantage and that copies
bear this notice and the full citation on the first page. To copy otherwise, to
republish, to post on servers or to redistribute to lists, requires prior specific
permission and/or a fee.
QTNA 2009 Jul 29-31, Singapore
Copyright 2009 ACM 978-1-60558-562-8/00/0009 ...$5.00.

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[]

[]

1 1,j + (j + 1)1 1,j+1

[]

[]

C6E

+ p,j1 + (j + 1) q,j+1 .
Q$

[]
Pi (z)

Ci

= 0, 1, . . . , E 3$#" $
[]

Pi (z) =

[]

i,j z j ,

CJE

|z| 1.

j=0

,$# (";;"8' (%"& CVE@ C6E 2#3 CJE ,2

d []
P (z)
dz i
d []
[]
= i1 Pi1 (z) + i1 Pi1 (z)
dz
[]
+ i+1 Pi+1 (z),
i = 0, 1, . . . , 1,
d
(p + )P[] (z) + qz P[] (z)
dz
d []
[]
= 1 P1 (z) + 1 P1 (z)
dz
d
+ pzP[] (z) + q P[] (z),
dz
[]

(i + i )Pi (z) + i z

B$ A%' 3$')%!>$ "+% &"3$;@ ' 2 $93$.$#3$# NONOcO

c+r %$ %!2; =+$+$ 8! , P$%#"+;;! 2>2#3"#&$# 0 Q$ 3$#" $
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>$% "( )+' "&$%' !# ,$ '-' $& !' $=+2; " i Ci = 0, 1, . . . , E@

p , 1 p C%$'.0 q , 1 q E0 Q$ X(t) = (C(t), N (t)) Ct

0E@ 8,$%$ C(t) 2#3 N (t) 3$#" $ ,$ #+&>$% "( )+' "&$%'

[]

2. MODEL DESCRIPTION AND PRELIMINARY RESULTS

.%!&2%- )+' "&$%' 2%%!:$ 2 ,$ '-' $& 2))"%3!#/ " 2 R"!9

'"# .%")$'' 8! , %2 $ i > 0 2#3 ,$ " 2; '$%:!)$ %2 $
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j = 0, 1, 2, . . . 0

[]
ji )i,j

[]

CKE

CWE

[]

8,$%$ P1 (z) = (d/dz)P1 (z) = 00 S'!#/ CKE@ 8$ )2# %$239

!;- .%":$ ,$ (";;"8!#/ %$'+; >- &2 ,$&2 !)2; !#3+) !"#0
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n
Y

i=1

[]

Pn (z) Cn = 1, 2, . . . , E !' /!:$# >-

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n
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en,i (z)

i=0

di []
P (z),
dz i 0

CLE

8,$%$ en,i (z) Ci = 0, 1, . . . , nE !' 3$ $%&!#$3 >- ,$ (";;"8!#/

%$)+%'!"# 8! , e0,0 (z) = 10

en+1,i (z) =

(n + n )en,i (z) n n1 en1,i (z)

d
+ n z
en,i (z) + en,i1 (z)
dz

d
en,i (z) + en1,i1 (z) ,
n n1
dz

CYE

8,$%$ e1,i (z) = 0 Ci = 0, 1, . . . E 2#3 en,1 (z) = 0 Cn =

0, 1, . . . E0
\=+2 !"# CYE !&.;!$' ,2 ("%

en,i (z) =

i
X

n = 0, 1, . . . , @

en,i,j z j ,

C]E

i = 0, 1, . . . , n,

j=max(2in,0)

R%"."'! !"# 60V0 ?(

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q < 1@ {X(t)} !' 2;82-' $%/"3!)@ 2#3

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8,$%$

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1
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i=1 i

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[]

i,j = limt Pr{C(t) = i, N (t) = j}0 ?

,$# (";;"8'

n
X

[]

= 0, 1, . . . }@ {n,j ; n =

min(i,j)

[]

(j k + 1)i en,i,k 0,j+ik ,

i=0 k=max(2in,j)

CXE

!"#" ()n $ < < % &"'()"*

()n =

1,
( + 1) ( + n 1),

n = 0,
n = 1, 2, . . . .

[]
+#(,(*-)-(' ./0 *!( * )!1) {n,j
} 21' 3" (3)1-'"& )!#(45!
[]
[]
{0,j }/ 6' )!" '"7) *"2)-('8 " 9(24* (' {0,j }/

M";1#N 0/E/ OB #"*)#-2)-'5 ) ( 21*"* $-% 1'& $--%8 s[]

i (z)I*
1'& wi[] (z)I* !1>" <"** (# "@41< )( )!#"" )"#;*/ :!-* ,#(,"#)B
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[]
6' !1) 9(<<( *8 9(# *-;,<-2-)B8 <") qj[] = 0,j
/ C" !1>"

3. MAIN RESULTS

:!-* *"2)-(' ,#"*"')* )!" ;1-' #"*4<)* (9 )!-* ,1,"#/ =-#*)8

" &"#->" 1 &-?"#"')-1< "@41)-(' *1)-*A"& 3B P0[] (z) 9(# 1'B
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q = 1 -)! = 3, 4 1'& $--% q < 1 -)! = 2, 3/

[]

P0 (z) =

R43*)-)4)-'5 $E0% -')( $EF% 1'& $E.%8 " (3)1-'

+1
X

[]

i=0

!"#"
[]

!"#"

wi (z)

d
[]
P (z) = 0,
dz i 0

$EF%

|z| < 1,

[]
P0 (z)

[]

i=0

d
[]
P (z) = 0,
dz i 0

$EE%

s3,3 z 3 s3,2 z 2 ,

[3]

s0,0 ,

[4]

s4,4 z 4 s4,3 z 3 ,

[4]

s2,2 z 2 s2,2 z + s2,0 ,

[4]
s3,3 z 3

s0 (z)
s4 (z)
s2 (z)
[4]
s3 (z)

=(# 21*" $--%8

[2]

[3]

[3]

[3]

[4]

[4]

[4]

[3]

[3]

[]

Kj

[4]

[4]

[2]

[2]
w2,2 z 2

[3]
w0,0 ,

[3]
w3,3 z 3

[3]
w2,2 z 2

[2]

[2]

[2]

[2]
w2,0 ,

[2]
w3 (z)

[3]
w1 (z)

[3]
w1,1 z

[3]
w1,0 ,

[3]
w3,2 z 2

[3]
w2,1 z

[4]
s0,0 .

[]
aj

[3]

[3]

9(# 21*" $-%8 1'&

[]

[2]
w3,2 z 2 ,
[]

bj

[3]
w3,1 z,

+ w2,0 ,

[]

si,i2 (j i + 3)i

[]

wi,i (j i + 1)i

[3]

w4 (z) = w4,3 z 3 .

J*-'5 $K% 1'& $EE%8 " 2('A#; )!1) )!"*" 2("L2-"')* s[]
i,j I*
[]
1'& wi,j I* 1#" ,(*-)->" '4;3"#*/

+1
X

[]
wi,i1

[]
wi,i2

[]

qj+1

[]

qj+2 ,

[]

qj

(j i + 2)i
(j i + 3)i

[]

qj+1
[]

qj+2 ,

9(# 21*" $--%8 #"*,"2)->"<B/ T()" !"#" )!1) $ES% -;,<-"* Kj[] =
0 9(# 1<< j = 0, 1, . . . / :!"' " !1>"
[]
[] []
[] []
qj+2 = bj qj+1 + aj qj ,
j = 0, 1, 2, . . . ,
$EU%
!"#"

aj
=

(j i + 2)i

i=2

[]

[4]
s0 (z)

w1 (z) = w1,1 z w1,0 ,

[2]
w2,1 z

bj

[4]
s3,1 z,

[]

qj

i=1

[4]

[4]

[4]
s3,2 z 2

s1 (z) = s1,1 z s1,0 ,

I* $i = 0, 1, . . . , % 1#" 5->"' 3B

[2]
w2 (z)

[3]
w2 (z)

[3]

[]
wi (z)

w0,0 ,

[3]
w3 (z)

[3]

s2 (z) = s2,2 z 2 s2,1 z + s2,0 ,

[4]

w0 (z) =
[3]
w0 (z)

[3]

s1 (z) = s1,1 z s1,0 ,

[3]

1
X

9(# 21*" $-%8 1'&

$E.%

|z| < 1,

[3]

[]
si,i1

i=2

[]
wi (z)

[3]

i=0

=(# 21*" $-%8 s[]

i (z)I* $i = 0, 1, . . . , % 1#" 5->"' 3B
s3 (z)

(j i + 1)i

i=0

!"#"
&"'()"*
-' $EE% -)! q = 1/
+#((9/ H(#(<<1#B 0/E 9(<<( * -;;"&-1)"<B 9#(; :!"(#"; 0/E
3B *43*)-)4)-'5 q = 1 -')( $EF% 1'& $EE% 1'& '()-'5 )!1)
[]
w+1 (z) = 0 !"' q = 1/
[]
si (z)

[]
si,i

i=1

*1)-*A"*

si (z)

+#((9/ :!" ,#((9 (9 :!"(#"; 0/E -* 5->"' -' G,,"'&-7 G/

H(#(<<1#B 0/E/ C!"' q = 18

[]
Kj

d
e,i (z) + e,i1 (z)
dz
Q

1
1
X
i
d
Qi=1
en,i (z) + en,i1 (z) .
n

n
dz
i=1 i
n=i1

wi (z) = p e,i (z) q

$ES%

[]

Kj z j = 0,

j=0

*1)-*A"*

[]

P0 (z)

$E0%

[]

qj z j .

j=0

3.1 Derivation of analytical solutions

:!"(#"; 0/E/

[]

i=0 si,i (j i + 1)i

,
= P1
[]
i=2 si,i2 (j i + 3)i
P
[]
i=1 si,i1 (j i + 2)i
= P1
,
[]
i=2 si,i2 (j i + 3)i

P
[]
wi,i (j i + 1)i
= Pi=0 []
,
i=2 wi,i2 (j i + 3)i
P+1 []
wi,i1 (j i + 2)i
= Pi=1
,
[]

i=2 wi,i2 (j i + 3)i

$EV%
$EK%

$EW%
$EX%

9(# 21*" $--%8 #"*,"2)->"<B/

Y";;1 0/E/ :!"#" "7-*)* *(;" -')"5"# j0 *42! )!1)
[]

[]

|bj | |aj | + 1,

j = j0 , j0 + 1, . . . .

$.F%

!""#$ %&!'() *+ ',"* #"! -.'+ /&0$ 1( &' -2+.! #!"3 /450 .67
/480 (,.( (,+ 693+!.("!' /!+':$ 7+6"3&6.("!'0 "# a[]
.67
j
[]
bj .!+ (, /!+':$ ( 1)'(0 7+;!++ :"2<6"3&.2' "# j $ =,9'
[]
[]
limj |aj | = .67 limj |bj | = $ %9!(,+!3"!+)
[]
b
j
lim []
j a

[]

s,1

[]
s,

=
> 1,
p

/>40

"# /IE0) !+':+-(&K+2<$ %9!(,+!3"!+) .::2<&6; /IE0 !+:+.(+72<

/j + 10 (&3+' <&+27'

[]
[]
k,j+2 Lk,j+2 ,

k = j0 , j0 + 1, . . . ,

[]

[]

w,

[]

lim |aj | =

[]

w,2

/>>0

D?9.(&"6' />40 .67 />>0 &3:2< />E0 #"! -.'+' /&0 .67 /&&0$
F< .::2<&6; /4G0 !+:+.(+72<) *+ "H(.&6
[]
[] []
[] []
qj+k = k,j qk+1 + k,j qk ,

/>I0

j = 0, 1, 2, . . . ,

[]
[]
*,+!+ {k,j
} .67 {k,j } .!+ 7+(+!3&6+7 H<

k,0

[]

0, k,1 = 1, k,j+2 = bj+k k,j+1 + aj+k k,j ,

[]

[]

[]

[]

[]

[]

[]
k,0

[]
[]
[]
[]
[]
[]
1, k,1 = 0, k,j+2 = bj+k k,j+1 + aj+k k,j ,

/>J0
/>G0

#"! j = 0, 1, . . . , !+':+-(&K+2<$
L+33. I$>$

[]

{k,j }

,.' (,+ #"22"*&6; :!":+!(<

[]

lim |k,j | = ,

k = j0 , j0 + 1, . . . .

/>50

!""#$ %"! k j0 ) &( #"22"*' #!"3 />J0 (,.(

[] [] []
[]
[]
k,j+2 = bj+k k,j+1 + aj+k k,j

[] [] [] []
k,j+1 bj+k aj+k k,j ,

[]

Lk,j+2

j
Y

i = 1, 2, . . . .

[]

X
ai+k |

l=0

[]

|bi+k

= lim

!""#$ %!"3 />I0) *+ ,.K+

[]
k,j
[]

k,j

j
Y

[]
dk+l

l=i+1

k = 0, 1, . . . .

[]
k,j

[]

qj+k
[]

/I>0

[]

= qk+1 +

[]

k,j

/II0

/IJ0

[]

qk .

=.T&6; 2&3&( "# H"(, '&7+' "# /IJ0 .' j <&+27'

[]

[]

rk =

/>B0

/>C0

l=0

%!"3 />80 .67 />C0) *+ "H(.&6

[]
[] [] [] [] []
k,j+2 k,j+1 dj+k + aj+k k,j+1 k,j ,
j

[] [] Y []
k,j+1 dj+k +
ak+l ,

[]
|ak+l |

[]
[]
=,9') #!"3 /I40 limj k,j
= H+-.9'+ limj dj+k =
[]
$ N+ "H'+!K+ #!"3 /I>0 (,.( (,+ 2"*+!OH"967 #"! |k,j | &'
(&;,(+! (,.6 (,.( 7+!&K+7 H< ,96;OP9- +( .2$ Q4>R$
S+3.!T I$>$ U"3+VOW"!!.2 .67 S.3.2,"(" Q8R 7+!&K+ .6
[3]
.6.2<(&-.2 '"29(&"6 #"! {i,j
}) .''93&6; (,.( />50 &' (!9+ #"!
k = 0$ =,+< '.< (,.( &( &' 7&X-92( (" :!"K+ (,&' .''93:(&"6$
Y&3 Q4ER .67 W,"& .67 Y&3 Q>R .''+!( (,.( />50 *&(, k = 0
&' .2*.<' (!9+ #"! (,+ -"6K+6(&"6.2 Z[Z[I[I !+(!&.2 ?9+9+
.67 #"! .6 Z[Z[>[> !+(!&.2 ?9+9+ *&(, .H.67"63+6( .67
#++7H.-T) !+':+-(&K+2<$ \"*+K+! (,+&! .''+!(&"6 -"6(!.7&-('
[]
limj qj = 0 / = 2, 30) *,&-, 39'( ,"27 #"! (,+'+ +!O
;"7&- !+(!&.2 ?9+9+'$ 16'(+.7 "# :!"K&6; />50 #"! k = 0) *+
,.K+ ',"*6 (,.( />50 &' (!9+ #"! .6< k j0 $ =,&' &' '9X-&+6(
[]
}) *,&-,
#"! (,+ 7+!&K.(&"6 "# .6 .6.2<(&-.2 '"29(&"6 #"! {i,j
&' :!+'+6(+7 &6 L+33. I$I .67 =,+"!+3 I$>$
[]
[]
L+33. I$I /=,+"!+3 I$J &6 Q4>R0$ L+( rk[] = qk+1
/qk
#"! .6< k = 0, 1, . . . $ N+ ,.K+

k,j

*,+!+ (,+ '+-"67 &6+?9.2&(< ,"27' H+-.9'+ "# />E0$ F< 9'&6;
/>B0 !+:+.(+72<) *+ ,.K+
i1

[] [] Y []
ak+l ,
k,i+1 k,i

[]

|ak+i |

i=0

i=0

i=0

[] []
k,j+2 k,j+1

[]
[] [] []

bj+k 1 k,j+1 aj+k k,j

[] [] [] []
aj+k j+1 aj+k j

[] [] []
= aj+k k,j+1 k,j , j = 0, 1, . . . ,

j
Y

j1
i
X
Y

[]

=,9' *+ ,.K+

[]

dk+i +

i=0

rk =

j = 0, 1, . . . . />80

/I40

*,+!+

*,+!+ (,+ &6+?9.2&(< #"22"*' #!"3 !":"'&(&"6 >$4$

@+A() *+ ',"* #"! -.'+ /&&0$ 16 (,&' -.'+) &( #"22"*' #!"3
/4B0 .67 /4C0 (,.(
lim |bj | = ,

j = 1, 2, . . . ,

/IE0

l=0

[]
[]
*,+!+ d[]
j+k = |bj+k | |aj+k | 1 /j = 0, 1, . . . 0$ @"(+ (,.(
/>80 .67 />C0 .!+ 9'+7 &6 (,+ M!'( .67 (,+ '+-"67 &6+?9.2&(&+'

qk+1
[]

qk

= lim

[]
k,j
[]

k,j

[]

X
ai+k |
[]

i=0

|bi+k

, k = j0 , j0 + 1, . . . ,

/IG0
.--"!7&6; (" P+M6&(&"6 F$4$ %!"3 /4G0 .67 /IG0 *+ -.6 ',"*
(,.( /II0 &' .2'" (!9+ #"! k = 0, 1, . . . , j0 1$ ]++ Q4>R #"!
7+(.&2'$
=,+ #"22"*&6; 2+33. :!"K&7+' .6 9::+!OH"967 #"! (,+ .HO
'"29(+ +!!"! "# rk[] (k = j0 , j0 + 1, . . . ) *,&-, -.6 H+ 9'+7 ("
-"3:9(+ rk[] (k = j0 , j0 + 1, . . . ) *&(, .6< .--9!.-<$ ]&6-+
[]
[]
[]
rk -.6 H+ -"3:9(+7 #!"3 rk+1 ) rk (k = 0, 1, . . . , j0 1)
.2'" -.6 H+ -"3:9(+7 *&(, .6< .--9!.-<$
L+33. I$J$ N+ ,.K+

[]
[]
rj,i rj

1
[]

|j,i |

j = j0 , j0 + 1, . . . ,

i = 2, 3, . . . ,

/I50

*,+!+

[]

rj,i =

[]
j,i
[]

j,i

i2 []
X
aj+k |
[]

k=0

|bj+k

!" #"$%&' "()*+,-. ,# ')" -% /0%1%#,-,%& 2343

/0%%53 6" !*7" 8#""9 "3:39 !"%0"; <3=> 13 4>? ,& @ABC
[]
j,i+1
[]
j,i+1

[]
j,i
[]
j,i

Qi1

[]
(1) l=0 aj+l
.
[] []
j,i j,i+1
i

8D?C

E0%; 8>AC *&' 8D?C F" !*7"

[]

[]
[]
[]

j,i+1
|j,i+1 | |j,i |
1
1
j,i
= [] [] .
[] [] <
[]
[]

j,i+1
|j,i ||j,i+1 |
|j,i |
|j,i+1 |
j,i

*I,&: +,;,- %5 J%-! #,'"# %5 8DAC *# n .,"+'# 8DKC9 ')"

-% L";;* D3> *&' M"N&,-,%& 2343
[]
E0%; 8D>C9 F" %J#"07" -!*- |j,i
| ,&$0"*#"# 7"0. 5*#- F,-! -!"
[]
,&$0"*#" %5 i9 F!,$! ,;1+,"# -!*- rj,i
$%&7"0:"# -% rj[] 7"0.
5*#-3 O%-" !"0" -!*- L";;* D3< ,# &%- %&+. *11+,"' -% -!"
10%J+";# ,& -!,# 1*1"09 J)- *+#% $*& J" '%&" -% * +*0:" $+*##
%5 $%&-,&)"' 50*$-,%&# 5%0 F!,$! L";;* D34 !%+'#3
!"%0"; D3>3 !" *&*+.-,$*+ #%+)-,%& 5%0 -!" #-*-,%&*0.
[]
',#-0,J)-,%& {i,j
} ,# :,7"& *# 5%++%F#3
[]
,C !" #"()"&$" {0,j
; j = 0, 1, . . . } ,# :,7"& J.
j1
[]

0,j =

[]

rk

k=0

[]

0,0 ,

,,C !" #"()"&$"

= 1, . . . , , j = 0, 1, . . . } ,# "Q10"##"'
[]
,& -"0;# %5 {0,j
; j = 0, 1, . . . }9 *$$%0',&: -% /0%1%#,-,%& >3D3
[]
,,,C !" 10%J*J,+,-. 0,0
,# )&,()"+. '"-"0;,&"' J.
[]
{i,j ; i

8<4C

[]

i,j = 1.

@[&' /0%$"')0"B
3.3

bi,j = P

i,j
PN

[]

j=0

i,j

Asymptotic analysis

R& -!,# #)J#"$-,%&9 F" $%&#,'"0 -!" *#.;1-%-,$ J"!*7,%0#

%5 -!" &);J"0 %5 $)#-%;"0# ,& -!" %0J,-3 R& 1*0-,$)+*09 F"
[]
,&7"#-,:*-" !%F n,j
J"!*7"# F!"& j 3
!"%0"; D3D3 6" !*7"
[]
[]
n,j+1 bj
lim
[] = 1,
j []
a
n,j

n = 0, 1, . . . , .

8<>C

/0%%53 E,0#-9 F" #!%F 8<>C 5%0 -!" $*#" %5 n = 03 R- 5%++%F#

50%; /0%1%#,-,%& D34 *&' /0%1%#,-,%& 23> -!*- 0 < rj[] 1
8j = j0 , j0 + 1, . . . C3 E0%; L";;* D3D9 F" %J-*,&
lim

[]
rj

[]

1
j

[] = lim
= 1.
a j 1 r[] /b[]
j
j+1
j

8<DC

R- 5%++%F# 50%; 8AC -!*lim

Q
[]
( n
i=1 i )n,j
[]

j n 0,j

= 1,

n = 1, 2, . . . , .

8<<C

!"0"5%0"9 50%; 8<DC *&' 8<<C9 F" %J-*,&

[]
[]
n,j+1 bj
lim
[]
j []
a
n,j
j
Q
[]
n []
( n
i=1 i )n,j+1 (j + 1) 0,j+1
= lim
[]
j (j + 1)n []
(j)n 0,j
0,j+1

3.2 Computational procedure

R& -!,# #)J#"$-,%&9 F" 10"#"&- * 10%$"')0" -% $%;1)-"

-!" $%&-,&)"' 50*$-,%&# rj[] S# *&' -!" #-*-,%&*0. ',#-0,J)T
[]
-,%&3 6" )#" rj,i
-% *110%Q,;*-" rj[] 3 6" 0"#-0,$- %)0#"+7"#
[]
-% -!" 10%J+"; %5 $%;1)-,&: *& *110%Q,;*-,%& {bi,j
;i =
0, 1, . . . , 9 j = 0, 1, . . . , N } %5 -!" #-*-,%&*0. ',#-0,J)-,%&
[]
{i,j } F!"0" N ,# *& *0J,-0*0. &%&U"0% &*-)0*+ &);J"03
R&1)-V 9 p9 q9 {i , i , i ; i = 0, 1, . . . , }9 9 N 3
[]
W)-1)-V {bi,j
; i = 0, 1, . . . , , j = 0, 1, . . . , N }3
@2":,& /0%$"')0"B
[c]
X-"1 43 E,&' j0 #)$! -!*- |b[c]
n | |an | + 1 5%0 *++ n =
j0 , j0 + 1, . . . 3 /)- n0 = max(j0 , N )3 Y#,&: L";;* D3< -%
$%;1)-" rn[],i #)$! -!*-

j = 0, 1, . . . , n0 1.

[]

[]

i=0 j=0

[] []

[]
Z%;1)-" {i,j
; i = 1, . . . , , j = 0, 1, . . . , n0 } )#,&: 8AC F!"0"
[]
[]
0,n = 0 (n = n0 + 1, n0 + 2, . . . )3 O%0;*+,U,&: {i,j } -%
[]
%J-*,& {bi,j ; i = 0, 1, . . . ; j = 0, 1, . . . , N } *# 5%++%F#3

8<PC

j = 1, 2, . . . .

[]

0,j+1 = 0,j rj,i0 +n0 j ,

i=0

8DAC

n = 1, 2, . . . .

[]

0,0 = 1,

8DGC

H11+.,&: 8DGC n -,;"# .,"+'#

[]

[]

j,i+n
1
1
j,i
,

[]
< [] []
[]

|
|
|
j,i
j,i+n
j,i
j,i+n |

[]
X-"1 D3 Z%;1)-" 0,j
*# 5%++%F#3

[]

(j)n 0,j
Qn
= 1,
[]
( i=1 i )n,j

[]
b
j
[]
a
j

n = 1, 2, . . . , .

[]

\";*0I D3D3 O%-" -!*- limj a[]

j /bj = 5%0 $*#" 8,C
*&' limj aj[] /bj[] = 0 5%0 $*#" 8,,C9 0"#1"$-,7"+.3 !,#
[]
#!%F# -!" J"!*7,%0 %5 n,j
F!"& j ,& ;%0" '"-*,+3

[]

rn0 ,i0 rn[]0 < .

4.

[]
X-"1 >3 E%0 j = n0 1, n0 2, . . . , 09 $%;1)-" rj,i
+n j
)#,&: -!" 5%++%F,&: J*$IF*0' 0"$)0#,7" "()*-,%&3
0

[]

aj

[]

rj,i0 +n0 j =

[]

[]

bj rj+1,i0 +n0 (j+1)

4.1

THE CASES OF 2
The case of = 1 and q = 1

6" '"0,7" -!" "Q1+,$,- "Q10"##,%& 5%0 -!" :"&"0*-,%& 5)&$T

-,%&# P0[1] (z) *&' P1[1] (z)3 !" "Q1+,$,- 5%0;# %5 P0[1] (z) *&'
[1]
P1 (z) %5 -!" $%&7"&-,%&*+ ]^]^4^4 0"-0,*+ ()")" *0" :,7"&
,& @<9 =B3 !"#" *0" #1"$,*+ $*#"# %5 %)0 0"#)+-# J"+%F3

!"#$"% &'('
[1]

P0 (z)
[1]

P1 (z)

)*+ P1[1] (z) )$" ,-."* /0

[1]

P0 (z)

1 1
0 + 1 p1

0
0 + 1 p1

1 [1]
1 [1] z
1 [1]
1 [1] z

5$##6' 788#$+-*, 9# 1(:3; <" !)."

[1]
[1]
s0 (z)P0 (z)

[1]
s1 (z)

<!"$"
[1]
s0 (z)

[1]
s1 (z)

= p0 1 ,

1+ 0
0

!" A#@C9-#*A +"$-."+ -* N:; &O 6#$ )* PQPQ(Q( $"9$-)@ HC"C"

<-9! )/)*+#*%"*9 )$" AF"8-)@ 8)A"A #6 9!-A A#@C9-#*'

1&23

4.3

1&43

!"#$"% &'K' P0[2] (z) -A "RF$"AA"+ -* 9"$%A #6 !0F"$,"#S

%"9$-8 6C*89-#* )A 6#@@#<A'
[2]

d [1]
P (z) = 0,
dz 0

= p1 0 z 1 0 .

?9 6#@@#<A 6$#% 1&=3 )*+ 1&>3 9!)9

1&=3
1&>3

[1]

1&B3

!" A#@C9-#* #6 1&B3 -A ,-."* /0

0
0
[1]
[1]
.
P0 (z) = 0,0 1 [1] z

12D3

E$#% 5$#F#A-9-#* :':; <" #/9)-* P1[1] (z)' G"8)CA" P0[1] (1) +
[1]
[1]
P1 (1) = 1; 0,0 -A C*-HC"@0 +"9"$%-*"+ )*+ 9!CA 1&23 )*+
1&43 )$" #/9)-*"+'

[1]

P0 (z) =

<!"$"
a=

-A ,-."* /0

X
(a)j
(b)
j j!
j=0

[1]
w0,0
,
[1]
w1,1

b=

p1
z
q1

12(3

[1]
-A #/9)-*"+ 6$#% 143 )*+ 12(3; )*+ 0,0
-A C*-HC"@0
+"9"$%-*"+ 6$#% P0[1] (1) + P1[1] (1) = 1'
5$##6' E$#% 1((3; <" !)."
[1]

[1]

w0,0 [1]
d [1]
P (z) [1] P0 (z) = 0,
dz 0
w2,1

12:3

<!"$"
[1]

w1,1 = p1 0 ,

[1]

w0,0 = p0 .

[1]

w2,1 = q0 1 ,

I"9

[1]

p(x) = P0

J" 9!"* !)."

[2]

[2]

[2]

1243

= p2 1 0 ,

[2]

s1,1

[2]

= p2 (0 1 + 1 0 + 1 0 + 1 0 ),

[2]
s1,0

= p2 1 0 + 1 2 0 + 2 1 0 + 2 1 0 .

s2,1 = 2 1 0 ,

[2]

s0,0 = 0 1 2 ,

)*+ P2[2] (z) )$" #/9)-*"+ 6$#% 143 )*+ 1223'

[2]
F$#/)/-@-90 0,0
-A +"9"$%-*"+ /0

!"

[2]
P1 (z)

[2]

[2]

[2]

P0 (1) + P1 (1) + P2 (1) = 1.

5$##6'

P0 (z)

[2]

[2]

[2]

A)9-AV"A 9!" 6#@@#<-*, +-W"$"*9-)@ "HC)9-#*

[2]

s0 (z)P0 (z) + s1 (z)

d2 [2]
d [2]
[2]
P0 (z) + s2 (z) 2 P0 (z) = 0,
dz
dz

12=3

<!"$"
[2]

[2]

[2]

[2]

[2]

[2]

[2]

[1]

= P0

X
(a)j xj
.
(b)j j!
j=0

!" +-W"$"*9-)@ "HC)9-#* 12=3 -A +-$"89@0 +"$-."+ 6$#% !"S

[2]
#$"% K'(' 5C99-*, z = x/[2] 1[2] = s[2]
2,1 /s2,2 3 )*+ q(x) =
[2]
[2]
P0 (x/ ); "HC)9-#* 12=3 8)* /" $"<$-99"* )A
x(1 x)

d2
q(x) +
dx2

[2]

[2]

s1,0
[2]
s2,1

s1,1
[2]
s2,2

[2]

s0,0
d
q(x) [2] q(x) = 0.
dx
s2,2

12>3
XHC)9-#* 12>3 8)* /" 6C$9!"$ 9$)*A6#$%"+ -*9# 9!" !0F"$,"S
#%"9$-8 +-W"$"*9-)@ "HC)9-#*
x(1 x)

d2
d
q(x) + ( (1 + + )x) q(x) q(x) = 0,
dx2
dx

[2]

q1
x .
p1

d2
d
p(x) + (b x) p(x) ap(x) = 0,
dx2
dx

p(x) =

[2]

(s1,1 s2,2 )2 4s0,0 )/(2s2,2 ),

[2]

s2,2

+ =

12K3
<!#A" A#@C9-#* -A ) 8#*LC"*9 !0F"$,"#%"9$-8 6C*89-#* 1A""
"',' M!)F9"$ (4 -* NKO3 ,-."* /0
x

[2]

12B3

<!"$" , )*+ )$" +"9"$%-*"+ /0

[1]

w1,0 = 1 0 + q1 (0 + 0 ),
[1]
w2,1
x
[1]
w1,1

[2]

= s1,0 /s2,1 .

[2]

[1]

[1]

[2]

s0 (z) = s0,0 , s1 (z) = s1,1 z s1,0 , s2 (z) = s2,2 z 2 s2,1 z.

[1]
w1,0
.
[1]
w2,1

P1 (z)

w1,0
w1,1
d2 [1]
[1] z
z 2 P0 (z)+
[1]
dz
w2,1
w2,1

[2]

= (s1,1 s2,2

1223

!" 8#"T8-"*9A s[2]

i,j UA )$" ,-."* /0

4.2 The case of = 1 and q < 1

!"#$"% &':'

0,0

<!"$"
,

X
()j ()j 1 [2] j
z ,
()j j!
j=0

[2]

P0 (z) =

p0 1
0 [1] P0 (z)
d [1]
[1]
.
P0 (z) =
P0 (z) =
dz
1 0 p1 0 z
0 1 [1] z

[1]
P0 (z)

The case of = 2 and q = 1

12&3

[2]

[2]

s1,1 s2,2
[2]

s2,2

s0,0
[2]

s2,2

[2]

s1,0
[2]

s2,1

!" A#@C9-#* #6 12B3 -A ,-."* /0 ) !0F"$,"#%"9$-8 6C*89-#*

1A"" "',' M!)F9"$ (2 -* NKO3' Y#9-*, 9!)9 P0[2] (z) = q([2] z);
<" 9!"* #/9)-* 1223' J" 8#*V$% 9!)9 #C$ $"AC@9A 6#$ 9!" 8)A"
#6 p = 1 )$" -+"*9-8)@ 9# 9!#A" F$"A"*9"+ -* N2; >; ((O'
5.

NUMERICAL EXAMPLES

?* 9!-A A"89-#*; <" F$"A"*9 A#%" *C%"$-8)@ "R)%F@"A' E#$

9!" 8)A"A <!"$" 9!" 8#%FC9)9-#*)@ F$#8"+C$" -*
ZC/A"89-#*
K': -A )FF@-"+; <" A"9 N = 1000 )*+ = 1015 ' E#$ 9!"
8)A"A -* Z"89-#* &; 6#$ A-%F@-V8)9-#* <" )@A# 9$C*8)9" 9!"

!"#$% &' %$(%)*+ ,!-(&"$%- *( N = 1000. /)0!%$ 1 -2&3(2$ #+&,4) 0 5%&#*#)+)(6 (2*( ,!-(&"$%- -$$ *++ (2$ -$%7$%* 8 3*)() 0 -5*,$- #$) 0 &,,!5)$8 & *%%)7*+ $5&,29 *0*) -(
(2$ &:$%$8 +&*8 '&% ;<;<1<1 + r %$(%)*+ =!$!$-9 ) ,*-$&' r = 0, 1 * 8 >. ? $*,2 r9 (2$ #+&,4) 0 5%&#*#)+)()$- &'
p = q = 0.2, 0.6 * 8 1.@ *%$ ,*+,!+*($8. A$ &#-$%7$ (2*( (2$
#+&,4) 0 5%&#*#)+)()$- 0%&3 3)(2 (2$ ) ,%$*-$ ) (2$ &:$%$8
+&*8 [] . A$ *+-& &#-$%7$ (2*( (2$ #!:$% 0%$*(+6 8$,%$*-$(2$ #+&,4) 0 5%&#*#)+)(69 $-5$,)*++6 *( +&3 &:$%$8 +&*8. /!%B
(2$%"&%$9 ! 8$% (2$ -*"$ #!:$% -)C$ * 8 &:$%$8 +&*89 (2$
#+&,4) 0 5%&#*#)+)(6 "& &(& ),*++6 0%&3- 3)(2 (2$ ) ,%$*-$
) p. A2$ p ) ,%$*-$-9 (2$ !"#$% &' #+&,4$8 ,!-(&"$%(2*( 0)7$ !5 *(($"5() 0 (& $ ($% (2$ -6-($" *0*) 8$,%$*-$-.
D2)- )- (2$ %$*-& 326 (2$ #+&,4) 0 5%&#*#)+)(6 0%&3- 3)(2
(2$ ) ,%$*-$ ) p9 4$$5) 0 &(2$% 5*%*"$($%- ,& -(* (.
1

0.1

Blocking Probability

0.01

0.001

0.0001
No waiting spaces, p=q=0.2
No waiting spaces, p=q=0.6
No waiting spaces, p=q=1.0
One waiting space, p=q=0.2
One waiting space, p=q=0.6
One waiting space, p=q=1.0
Two waiting spaces, p=q=0.2
Two waiting spaces, p=q=0.6
Two waiting spaces, p=q=1.0

1e-005

1e-006
0

0.2

0.4

0.6

0.8

Traffic Intensity

/)0!%$ 1E F+&,4) 0 G%&#*#)+)(6.

6. CONCLUSION
? (2)- 5*5$%9 3$ 2*7$ 8$%)7$8 * *+6(),*+ -&+!()& - '&%
-(*($B8$5$ 8$ ( ;<;<c<c + r %$(%)*+ =!$!$- 3)(2&!( * 6
($,2 ),*+ *--!"5()& . /&% (2$ ,*-$ (2*( %$(%)*+ ,!-(&"$%$7$% *#* 8& H&) ) 0 (2$ -6-($"9 3$ 2*7$ 8$%)7$8 * *B
+6(),*+ -&+!()& - *--!") 0 (2*( c + r 4. /&% (2$ ,*-$
3)(2 *#* 8& "$ ( &' %$(%)*+ ,!-(&"$%-9 3$ 2*7$ 8$%)7$8
* *+6(),*+ -&+!()& - ! 8$% * *--!"5()& (2*( c + r 3.
A$ 2*7$ 5%&7$8 (2*( (2$ * *+6(),*+ -&+!()& - '&% (2$ & B
*#* 8& "$ ( ,*-$ 3)(2 c+r = 3, 4 * 8 '&% (2$ *#* 8& "$ (
,*-$ 3)(2 c + r = 2, 3 *%$ $I5%$--$8 ) ($%"- &' ,& () !$8
'%*,()& - 32&-$ 7*+!$- ,* #$ ,&"5!($8 3)(2 * 6 *,,!%*,6.
? &(2$% ,*-$-9 3$ 2*7$ -2&3 (2*( (2$ * *+6(),*+ -&+!()& *%$ $)(2$% $I5%$--$8 ) * $I5+),)( '&%" &% ) ($%"- &' 26B
5$%0$&"$(%), '! ,()& -. D2$-$ %$-!+(- ,&7$% (2&-$ 8$%)7$8 )
(2$ +)($%*(!%$ *- -5$,)*+ ,*-$-. /&% (2$ '!(!%$ 3&%4-9 3$ 8&
"&%$ !"$%),*+ $I5$%)"$ (- (& 7$%)'6 (2$ $J,)$ ,6 &' &!%
*+0&%)(2" * 8 (& $7*+!*($ (2$ 5$%'&%"* ,$ &' (2$ -6-($".

7. REFERENCES
K1L M. N0!)%9 /. O*%*$-"$ 9 P. Q. N4-) 9 * 8 /. R2*!7$(.
D2$ )"5*,( &' %$(%)*+- & ,*++ ,$ ($% 5$%'&%"* ,$. PS
M5$,(%!"9 >TEUVUWUXT9 >@@Y.

K>L F. Z. R2&) * 8 [. R. O)". D2$ ;<;<c %$(%)*+ =!$!$

3)(2 0$&"$(%), +&-- * 8 '$$8#*,4. R&"5!($%- &
;*(2$"*(),- 3)(2 N55+),*()& -9 UTEY1WV>9 1\\].
KUL N. R!6(9 ^. F. G$($%-$ 9 F. ^$%8& 49 _. A**8$+* 89
* 8 A. F. `& $-. _* 8#&&4 &' R& () !$8 /%*,()& '&% M5$,)*+ /! ,()& -. M5%) 0$%9 >@@].
KYL a. ?. /*+) . N -!%7$6 &' %$(%)*+ =!$!$-. b!$!$) 0
M6-($"-9 XE1>XW1T]9 1\\@.
KVL a. ?. /*+) * 8 `. a. R. D$"5+$(& . S$(%)*+ b!$!$-.
R2*5"* c _*++9 d& 8& 9 1\\X.
KTL N. a&"$CBR&%%*+. N #)#+)&0%*52),*+ 0!)8$ (& (2$
* *+6-)- &' %$(%)*+ =!$!$- (2%&!02 "*(%)I * *+6(),
($,2 )=!$-. N *+- &' P5$%*()& - S$-$*%,29
1Y1E1TUW1\19 >@@T.
KXL N. a&"$CBR&%%*+ * 8 ;. /. S*"*+2&(&. D2$
-(*()& *%6 8)-(%)#!()& &' * ;*%4&7)* 5%&,$-- *%)-) 0
) (2$ (2$&%6 &' "!+()-$%7$% %$(%)*+ =!$!$) 0 -6-($"-.
;*(2$"*(),*+ * 8 R&"5!($% ;&8$++) 09 U@E1Y1W1V]9
1\\\.
K]L D. _* -,24$. eI5+),)( '&%"!+*- '&% (2$ ,2*%*,($%)-(),&' (2$ ;<;<><> =!$!$ 3)(2 %$5$*($8 *(($"5(-.
`&!% *+ &' N55+)$8 G%&#*#)+)(69 >YEY]TWY\Y9 1\]X.
K\L A. F. `& $- * 8 A. `. D2%& . R& () !$8 /%*,()& -E
N *+6(), D2$&%6 * 8 N55+),*()& -. N88)-& BA$-+$69
;*--*,2!-$((-9 1\]@.
K1@L [. R. O)". P ;<;<U<U %$(%)*+ =!$!$) 0 -6-($".
_& *" ;*(2$"*(),*+ `&!% *+9 1XE1Y1W1YX9 1\\V.
K11L R. e. ;. G$*%,$. eI($ 8$8 ,& () !$8 '%*,()& -9
%$,!%%$ ,$ %$+*()& - * 8 (3&B8)"$ -)& *+ ;*%4&7
5%&,$--$-. N87* ,$- ) N55+)$8 G%&#*#)+)(69
>1EUVXWUXV9 1\]\.
K1>L D. G2! 0BZ!,9 _. ;*-!6*"*9 M. O*-*2*%*9 * 8
[. D*4*2*-2). ;<;<U<U * 8 ;<;<Y<Y %$(%)*+ =!$!$-.
`&!% *+ &' ? 8!-(%)*+ * 8 ;* *0$"$ ( P5()")C*()& 9
VEYU1WYV19 >@@\.
K1UL D. G2! 0BZ!,9 _. ;*-!6*"*9 M. O*-*2*%*9 * 8
[. D*4*2*-2). G$%'&%"* ,$ * *+6-)- &' &5(),*+ #!%-(
-3)(,2$8 $(3&%4- 3)(2 +)")($8B%* 0$ 3*7$+$ 0(2
,& 7$%-)& 9 %$(%* -")--)& * 8 #!%-( -$0"$ (*()& .
`&!% *+ &' (2$ P5$%*()& - S$-$*%,2 M&,)$(6 &' `*5* 9
V>EV]WXY9 >@@\.
K1YL G. D%* Ba)* * 8 ;. ;* 8H$-. ;&8$+) 0 &' ,!-(&"$%
%$(%)*+ 52$ &"$ & ) ,$++!+*% "&#)+$ $(3&%4-. ?eee
`&!% *+ & M$+$,($8 N%$*- ) R&""! ),*()& -9
1VE1Y@TW1Y1Y9 1\\X.
K1VL _. M. A*++. N *+6(), D2$&%6 &' R& () !$8 /%*,()& -.
N;M R2$+-$* G!#+)-2) 09 G%&7)8$ ,$9 S2&8$ ?-+* 89
>@@@.
K1TL D. [* 0 * 8 `. a. R. D$"5+$(& . N -!%7$6 & %$(%)*+
=!$!$-. b!$!$) 0 M6-($"-9 >E>@1W>UU9 1\]X.

APPENDIX
A. PROOF OF THEOREM 3.1
A$ 5%$-$ ( * 5%&&' '&% D2$&%$" U.1.
G%&&'. A$ -!55&-$ |z| < 1. D2$ #6 -!"") 0 !5 fYg '&%
i = 0, 1, . . . , 1 * 8 fVg9 3$ &#(*)
P[] (z)(1 z)
=

!
1
X d
d []
[]
q P (z) +
n Pn (z) (1 z). fT@g
dz
dz
n=0

!"!#!$% &'() *!#+* ', -./0 &1 (1 z)/(Qi=1 i ) 1!+2#*

i P[] (z)

i=1

1
X

d
n
i P[] (z) +
dz i=1
n=0
!
Q
n
i d Y
i=1
Qn
i Pn[] (z).
i=1 i dz
i=1

,'6 *'7+ 5$!(+ @ ()+$ ()+ :'$(!$B+# ,68:(!'$

X
n |
|n
n=0

-.30

4)+ 56*( (+67 !$ ()+ 6!%)( )8$# *!#+ ', -.30 !* %!"+$ &1

d Y
i P[] (z)
q
dz i=1
i
+1
X d
d
[]
e,i (z) + e,i1 (z)
P (z). -.90
= q
i 0
dz
dz
i=0

4)+ *+:'$# (+67 !$ ()+ 6!%)( )8$# *!#+ ', -.30 !* (68$*,'67+#
8* ,'22';*<
!
Q
n
i
d X
di []
i=1
Qn
n
en,i (z) i P0 (z)
dz i=0
dz
i=1 i
n=0
Q

n+1
1
X d
X i
Qi=1
n
en,i (z) + en,i1 (z)
=
n
dz
i=1 i
n=0
i=1
1
X

di []
P (z)
dz i 0
Q

X
X
i
d
Qi=1
n
en,i (z) + en,i1 (z)
n
dz
i=1 i
i=1 n=i1

di []
P (z).
dz i 0

-.=0

>*!$% -.0 8$# -.30?-.=0@ ;+ '&(8!$ -3/0 8$# -330<

B. BASIC ON CONTINUED FRACTIONS

A+ B*+ ()+ ,'22';!$% $'(8(!'$ (' +CD6+** :'$(!$B+# ,68:E

(!'$*<
0
0

0 |
,
|0

0
0 +

1
1

1
X
1 |
0 |
n |
+
=
,....
|0
|1
|n
n=0

A+ $'; :'$*!#+6 ()+ !$5$!(+ :'$(!$B+# ,68:(!'$

X
n |
,
|n
n=0

;)+6+ {n ; n = 0, 1, . . . } !* $'$F+6' 8$# {n ; n = 0, 1, . . . }

!* 6+82< G+( n 8$# e n -n = 0, 1, . . . 0 #+$'(+ 6+82 $B7&+6*
#+(+67!$+# &1
0
e0

0,

1,

1 = 1,
e 1 = 0,

n+2 = n n+1 + n n ,
e n+2 = n
e n+1 + n
e n,

,'6 n = 0, 1, . . . <
H6'D'*!(!'$ I<3 -4)+'6+7 9<3 !$ JKL0<
n2
X j |
en

=
,
n
|j
j=0

n = 2, 3, . . . .

+5$!(!'$ I<3 - +5$!(!'$ 3<3 !$ J3ML0< N,

lim

en

= ,
n

!* *8!# (' &+ :'$"+6%+$( (' <

H6'D'*!(!'$ I<9 -4)+'6+7 O<=M !$ JKL0< N, |n | |n | +
1 ,'6 822 n = 0, 1, . . . @ ()+$

X
en
n |

= lim
= ,
n
|n
n
n=0

;)+6+ !* *'7+ $B7&+6 *B:) ()8( || 1<