M. Miyazawa et al., ON THE STRUCTURE OF AN INSENSITIVE GENERALIZED SEMI-MARKOV PROCESS WITH REALLOCATION AND POINT-PROCESS INPUT, Advances in Applied Probability, 27(1), 1995, pp. 203-225
A generalized semi-Markov process with reallocation (RGSMP) was introd
uced to accommodate a large class of stochastic processes which cannot
be analyzed by the well-known model of an ordinary generalized semi-M
arkov process (GSMP). For stationary RGSMP whose initial distribution
has a product Form, we show that, for a randomly chosen clock of a fix
ed insensitive type, if the lifetime of this clock is changed to infin
ity, then the background process is stationary under a certain time ch
ange. This implies that the expected time required for the tagged cloc
k to consume a given amount x of resource, called the attained sojourn
time, is a linear function of x. Such stationarity and linearity resu
lts are known for two special RGSMPs: ordinary GSMP and Kelly's symmet
ric queue. Our results not only extend them to a general RGSMP but als
o give more detailed formulas, which allow us to calculate for instanc
e the expected attained sojourn time while the background process is i
n a given state. Furthermore, we remark that analogous results hold fo
r GSMP with point-process input, in which the lifetimes of clocks of a
fixed type form an arbitrary stationary sequence (of not necessarily
independent random variables).