On Matrix Mittag Leffler distribution of PH/PH/1 system
Pub. online: 16 July 2026
Type: Research Article
Open Access
Received
7 August 2025
7 August 2025
Revised
26 March 2026
26 March 2026
Accepted
27 May 2026
27 May 2026
Published
16 July 2026
16 July 2026
Abstract
We study a level-dependent PH/PH/1 queue with an infinite waiting room and derive explicit density formulas for the associated Matrix Mittag-Leffler (MML) random variables. The motivation arises from the use of Phase Type (PH) and Mittag-Leffler type distributions in modeling heavy-tailed and non-Markovian arrival and service processes in queueing systems, where classical exponential assumptions may fail to capture realistic behavior. Our goal is to obtain explicit density expressions for the MML random variables associated with the truncated queueing systems PH/M/$1\sim n$ and M/PH/$1\sim n$, where n denotes the truncation level at which the queueing process is absorbed. We first analyze PH/M/1 queues in which the inter-arrival times are PH-distributed, focusing specifically on exponential and Erlang cases, and derive closed-form MML densities. We then consider M/PH/1 queues with PH-distributed service times and obtain analogous explicit density formulas. Several examples with PH-generators of different orders are presented to illustrate the results.
References
Al Hanbali, A.: Busy period analysis of the level dependent PH/PH/1/K queue. Queueing Syst. 67(3), 221–249 (2011). https://doi.org/https://doi.org/10.1007/s11134-011-9213-6. MR2800612
Albrecher, H., Bladt, M., Bladt, M.: Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Extremes 23(3), 425–450 (2020). https://doi.org/https://doi.org/10.1007/s10687-020-00377-0. MR4129559
Albrecher, H., Bladt, M., Bladt, M.: Multivariate fractional phase-type distributions. Fract. Calc. Appl. Anal. 23(5), 1431–1451 (2020). https://doi.org/https://doi.org/10.1515/fca-2020-0071. MR4173831
Albrecher, H., Bladt, M., Bladt, M.: Multivariate matrix Mittag-Leffler distributions. Ann. Inst. Stat. Math. 73(2), 369–394 (2021). https://doi.org/https://doi.org/10.1007/s10463-020-00750-7. MR4233525
Ascione, G., Leonenko, N., Pirozzi, E.: Fractional queues with catastrophes and their transient behaviour. Mathematics 6(9), 159 (2018) MR4092404. https://doi.org/10.1016/j.spa.2019.09.012
Ascione, G., Leonenko, N., Pirozzi, E.: Fractional Erlang queues. Stoch. Process. Appl. 130(6), 3249–3276 (2020). https://doi.org/https://doi.org/10.1016/j.spa.2019.09.012. MR4092404
Asmussen, S.r.: Applied probability and queues. Springer. Stochastic Modelling and Applied Probability (2003). MR1978607
Asmussen, S.r., Albrecher, H.: Ruin probabilities. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ (2010). https://doi.org/https://doi.org/10.1142/9789814282536. MR2766220
Bean, N.G., Fackrell, M., Taylor, P.: Characterization of matrix-exponential distributions. Stoch. Models 24(3), 339–363 (2008). https://doi.org/https://doi.org/10.1080/15326340802232186. MR2436371
Butt, J., Georgiou, N., Scalas, E.: Queuing models with Mittag-Leffler inter-event times. Fract. Calc. Appl. Anal. 26(4), 1465–1503 (2023). https://doi.org/https://doi.org/10.1007/s13540-023-00161-4. MR4623217
Cahoy, D.O., Polito, F., Phoha, V.: Transient behavior of fractional queues and related processes. Methodol. Comput. Appl. Probab. 17(3), 739–759 (2015). https://doi.org/https://doi.org/10.1007/s11009-013-9391-2. MR3377858
Di Crescenzo, A., Giorno, V., Nobile, A.G., Ricciardi, L.M.: On the $M/M/1$ queue with catastrophes and its continuous approximation. Queueing Syst. 43(4), 329–347 (2003). https://doi.org/https://doi.org/10.1023/A:1023261830362. MR1976263
Foss, S., Korshunov, D.: On large delays in multi-server queues with heavy tails. Math. Oper. Res. 37(2), 201–218 (2012). https://doi.org/https://doi.org/10.1287/moor.1120.0539. MR2931277
Foss, S., Korshunov, D.: Heavy tails in multi-server queue. Queueing Syst. 52(1), 31–48 (2006). https://doi.org/https://doi.org/10.1007/s11134-006-3613-z. MR2201624
Garrappa, R., Popolizio, M.: Computing the matrix Mittag-Leffler function with applications to fractional calculus. J. Sci. Comput. 77(1), 129–153 (2018). https://doi.org/https://doi.org/10.1007/s10915-018-0699-5. MR3850348
Goyal, T.L., Harris, C.M.: Maximum-likelihood estimates for queues with state-dependent service. Sankhya, Ser. A 34, 65–80 (1972). MR336841
Haubold, H.J., Mathai, A.M., Saxena, R.K.: Mittag-Leffler functions and their applications. J. Appl. Math., 298628–51 (2011). https://doi.org/https://doi.org/10.1155/2011/298628. MR2800586
He, Q.-M.: Fundamentals of matrix-analytic methods. Springer (2014). https://doi.org/https://doi.org/10.1007/978-1-4614-7330-5. MR3112230
Lakatos, L., Szeidl, L., Telek, M.: Introduction to queueing systems with telecommunication applications. Springer (2013). https://doi.org/https://doi.org/10.1007/978-1-4614-5317-8. MR2987305
Neuts, M.F.: Computational uses of the method of phases in the theory of queues. Comput. Math. Appl. 1(2), 151–166 (1975). https://doi.org/https://doi.org/10.1016/0898-1221(75)90015-2. MR386055
Pillai, R.N.: On Mittag-Leffler functions and related distributions. Ann. Inst. Stat. Math. 42(1), 157–161 (1990). https://doi.org/https://doi.org/10.1007/BF00050786. MR1054728
Prabhu, N.U.: Stochastic storage processes. Springer. Queues, insurance risk, dams, and data communication (1998). https://doi.org/https://doi.org/10.1007/978-1-4612-1742-8. MR1492990
Singh, S.K.: Maximum likelihood estimation in single server queues. Sankhya A 85(1), 931–947 (2023). https://doi.org/https://doi.org/10.1007/s13171-022-00283-6. MR4540825
Souza, M.d.O., Rodriguez, P.M.: On a fractional queueing model with catastrophes. Appl. Math. Comput. 410, 126468–14 (2021). https://doi.org/https://doi.org/10.1016/j.amc.2021.126468. MR4281788
Whitt, W.: The impact of a heavy-tailed service-time distribution upon the $M/GI/s$ waiting-time distribution. Queueing Syst. 36(1-3), 71–87 (2000). https://doi.org/https://doi.org/10.1023/A:1019143505968. MR1806961