distribution of the number of times m m 2 n
DESCRIPTION
TRANSCRIPT
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
31
DISTRIBUTION OF THE NUMBER OF TIMES M/M/2/N
QUEUING SYSTEM WITH HETEROGENEOUS SERVERS REACHES
ITS CAPACITY IN TIME T SUBJECT TO CATASTROPHES AND
RESTORATIONS
Dhanesh Garg
Lecturer, School Of Mathematics and Computer Applications,
Thapar University, Patiala-147004, Punjab, India
ABSTRACT
In this paper, we study the distribution of the number of times that a limited capacity
two heterogeneous servers Markovian queue subject to catastrophes and restorations reaches
its capacity in time t. The occurrence of a catastrophe makes the system empty instantly but
the system takes its own time to be ready to accept new customers, this time is referred to as
‘restoration time’. The afore said distribution is obtained as a marginal distribution of the
joint distribution of the number of customers in the system at time t and the number of times
system reaches its capacity in time t under the conditions of catastrophes and restorations.
Some measures of effectiveness are obtained explicitly with catastrophic and restoration
effects.
Keywords: Catastrophes, Heterogeneous servers, Markovian queue, Restoration, Finite
capacity.
1. INTRODUCTION
In the last one decade a lot of work has been done by various authors taking into
consideration the concept of catastrophe B.K. Kumar et. al. [1] obtained the transient solution
of an M/M/2 queue with heterogeneous servers subject to catastrophes. DI Crescenzo et. al.
[3] made a continuous approximation of M/M/1 queue with catastrophe. In all the above
mentioned studies the researchers have obtained the state probabilities in one way or the other
and have computed various measures of performance. In this paper, the occurrence of a
catastrophe makes the system empty instantly whenever the system is not empty but the
system takes its own time to ready to accept new customers, this time is referred to as ‘the
restoration time’. The system subjected to catastrophes must take some time for its restoration
after the occurrence of a catastrophe. We have obtained explicitly the distribution of the
IJMRD
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International Journal of Management Research and
Development (IJMRD)
ISSN 2248 – 938X (Print)
ISSN 2248 – 9398(Online),
Volume 3, Number 2, April - May (2013), pp. 31-61
© PRJ Publication, http://www.prjpublication.com/IJMRD.asp
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
32
number of times the system reaches its capacity in time t under the effects of catastrophe and
restoration. Various other measures of performance have also been obtained explicitly.
2. MODEL DESCRIPTION
We consider an M/M/2/N queueing system having two heterogeneous servers with
FCFS discipline subject to catastrophes and restorations. The customers arrive at a counter in
accordance with a Poisson process with mean arrival rate λ>0. This model is based on the
following assumptions:-
1. There are two servers: server 1, the fast server and server 2, the slow server. The
service times are exponentially distributed with mean service rates µ1 and µ2
respectively and µ1>µ2.
2. If the system is empty, a customer joins the fastest server with probability p and the
slow with probability 1-p.
3. Each customer is served only at one server.
4. When the system is not empty, the catastrophes occur according to Poisson process
with mean rateξ .The occurrence of a catastrophe destroys all the customers in the
instants and affects the system as well. The system will require some sort of time to
restarts in a normal way, which is taken as restoration time. The restoration times are
independently, identically exponentially distributed with parameter β>0. The
customers arrive in the system during the restoration time as usual.
We define
m, nP (t) = Prob. [X(t) = m, Y(t) = n], 2 n N ≤ ≤ (1)
Where
X (t) = the number of times the system reaches its capacity in time t.
Y (t) = the number of customers in the system at time t.
,0 ( )mP t = the prob. that the system is empty at time t.
,00 ( )mP t = The prob. that there are zero customers in the system at time t without the
occurrence of
Catastrophe.
,00 ( )mQ t = The prob. that there are zero customers in the system at time t with the occurrence
of
catastrophe destroying all the customers.
,1,0 ( )mP t = the probability that there is one customer in the system and he is served by server 1.
,0,1( )mP t = the probability that there is one customer in the system and he is served by server 2.
The marginal probabilities are
., ,
0
( ) ( )n m n
m
P t P t∞
=
= ∑ And ,. ,
0
( ) ( )N
m m n
n
P t P t=
= ∑
International Journal of Management Research and Development (IJMRD) ISSN 2248-
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3. DIFFERENTIAL-DIFFERENCE EQUATIONS GOVERNING THE SYSTEM
,00 ,00 1 ,1,0 2 ,0,1 ,00( ) ( ) ( ) ( ) ( ) ; 0, 0m m m m m
dP t P t P t P t Q t n m
dtλ µ µ β= − + + + = ≥ (2)
,00 ,00 ,
1
( ) ( ) ( ) ( ) ; 0, 0N
m m m n
n
dQ t Q t P t n m
dtλ β ξ
=
= − + + = ≥∑ (3)
,1,0 1 ,1,0 ,0 2 ,2( ) ( ) ( ) ( ) ( ) ; 1, 0
m m m m
dP t P t pP t P t n m
dtλ µ ξ λ µ= − + + + + = ≥ (4)
,0,1 2 ,0,1 ,0 1 ,2( ) ( ) ( ) (1 ) ( ) ( ) ; 1, 0m m m m
dP t P t p P t P t n m
dtλ µ ξ λ µ= − + + + − + = ≥ (5)
, 1 2 , , 1 1 2 , 1( ) ( ) ( ) ( ) ( ) ( ) ;2 1, 0
m n m n m n m n
dP t P t P t P t n N m
dtλ µ µ ξ λ µ µ− += − + + + + + + ≤ ≤ − ≥
(6)
, 1 2 , 1, 1( ) ( ) ( ) ( ) ; , 1m N m N m N
dP t P t P t n N m
dtµ µ ξ λ − −= − + + + = ≥ (7)
0,( ) 0
N
dP t
dt=
Taking Laplace transform of the equations (2)-(7) w.r.t. t we have
0,00 0,00 0,1,0 0,0,11 2 0,00( ) ( ) ( ) ( ) ( ) 1, 0s P s P s P s P s Q s mλ µ µ β
− − − − −
= − + + + + = (8)
0,. 0,000,00 0,00( ) ( ) ( ) [ ( ) ( )], 0sQ s Q s P s P s mλ β ξ
− − − −
= − + + − = (9)
,00 ,00 ,1,0 ,0,11 2 ,00( ) ( ) ( ) ( ) ( ), 1m m m m m
s P s P s P s P s Q s mλ µ µ β− − − − −
= − + + + ≥ (10)
,. ,00,00 ,00( ) ( ) ( ) [ ( ) ( )], 1m mm m
sQ s Q s P s P s mλ β ξ− − − −
= − + + − ≥ (11)
,1,0 ,1,0 ,0 ,21 2( ) ( ) ( ) ( ) ( ), 1m m m ms P s P s p P s P s nλ µ ξ λ µ− − − −
= − + + + + = (12)
,0,1 ,0,1 ,0 ,22 1( ) ( ) ( ) (1 ) ( ) ( )m m m ms P s P s p P s P sλ µ ξ λ µ− − − −
= − + + + − + (13)
, , 1 , 11 2 1 2( ) ( ) ( ) ( ) ( ) ; 2,3,..., 1m n m n m ns P s P s P s n Nλ µ µ ξ λ µ µ− − −
− ++ + + + = + + = − (14)
, 1, 11 2( ) ( ) ( ) ; , 1m N m Ns P s P s n N mµ µ ξ λ− −
− −+ + + = = ≥ (15)
0, ( ) 0Ns P s−
=
Since 0,00P (0) = 1
Where
, ,
0
( ) ( )st
m n m nP s e P t dt
∞−−= ∫
Define the probability generating functions by
,
0
( , ) ( )m
n m n
m
P x s P s x∞− −
=
=∑ (16)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
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34
0
2
0 0 1,0 0,1
( , ; ) ( , ) ( , )
( , ) ( , ) ( , ) ( , )
Nn
n
n
H x y s R x s P x s y
R x s P x s P x s P x s
− − −
=
− − − −
= +
= + +
∑ (17)
. ,.
0
( , ) ( )m
m
m
P x s P s x∞− −
=
=∑ (18)
Multiplying equation (8) to (15) by xm
, summing over the ranges of m and using (16), we
have
0 1,0 0,1 .1 2( ) ( , ) ( , ) ( , ) ( , ) 1, 0s P x s P x s P x s P x s nλ ξ µ µ ξ− − − −
+ + = + + + = (19)
1,0 0 21 2( ) ( , ) ( , ) ( , )s P x s p P x s P x sλ µ ξ λ µ− − −
+ + + = + (20)
0,1 0 22 1( ) ( , ) (1 ) ( , ) ( , )s P x s p P x s P x sλ µ ξ λ µ− − −
+ + + = − + (21)
1 11 2 1 2( ) ( , ) ( , ) ( ) ( , ), 2 1n n ns P x s P x s P x s n Nλ µ µ ξ λ µ µ− − −
− ++ + + + = + + ≤ ≤ − (22)
11 2( ) ( , ) ( , )N Ns P x s x P x sµ µ ξ λ −
− −+ + + = (23)
Using (19) to (21), we get
01 1 2 211,0 2 1 2
111
[( )( ) { ( ) }] ( , )( , ) [ {2( ) }]
( ){( ) ( 1) ( , )}N
s s p P x sP x s s
s s s x P x s
λ ξ µ λ ξ λ µ µ µµ λ ξ µ µ
µ λ ξ ξ λξ
−
−−
−−
−
+ + + + + − + − = + + + +
− + + + + + −
(24)
02 1 2 210,1 1 1 2
112
[( )( ) { ( ) }] ( , )( , ) [ {2( ) }]
( ){( ) ( 1) ( , )}N
s s p P x sP x s s
s s s x P x s
λ ξ µ λ ξ λ µ µ µµ λ ξ µ µ
µ λ ξ ξ λξ
−
−−
−−
−
+ + + + + + + − = + + + +
− + + + + + −
(25)
Multiplying equation (22) to (23) by yn, summing over the ranges of n and using (17), we
have on simplification
1
2
( , ; )D
H x y sD
−
=
(26)
Where
1 20 1,0 0,11 1 2
1 12 1
1 2
[1 ] (1 )( ) ( , ) (1 )[ ( , ) ( , )]
(1 )(1 ) ( , ) ( 1) ( 1) ( , )N
N
D y s y y R x s y y P x s P x s
x yy y P x s s y x y x P x s
s
ξ λ µ µ λ
λλ ξ
µ µ ξ
− − −−
− −− +
−
= + + − − − − − + +
−− + − + − +
+ + +
2 1 2[( ) (1 )( ( ))]D s y y yξ λ µ µ= + + − − +
1
1 2
(1 )( , ) ( , )N N
x yP x s P x s
s
λ
µ µ ξ
− −
−−
=+ + +
International Journal of Management Research and Development (IJMRD) ISSN 2248-
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35
2
1 2 1 2 1 2( ) ( ) 4 ( )( ) , 1,2.
2i
s ss i
λ µ µ ξ λ µ µ ξ λ µ µα
λ
+ + + + ± + + + + − × += =
The existence of ( , ; )H x y s−
is only possible if numerator vanishes for α1 and α2 the two zeros
of the denominators. This will give rise two equations, solving them we have;
10
( , )( , )
( , )
E x sP x s
E x s
−−
−= (27)
21
(., )( , )
( , )
N
E sP x s
E x s
−−
− −=
(28)
Where
[ ]2 1
1 1 2 1 1 1
2 1 4
1 2 1 2 1 2
2 2 2 21 2 1 2 1 1 1
( ) [ ( )] { ( 1) ( )} ( ) ( ) ( 1)
[ ( )] [ { ( 1) ( 2)} ( ){ ( 1) ( )}]
( , ) [ ( 1)( ) [ ][ ( )]] (
s A x s s A s T N s T N
A A x s s T N T N T N T N
E x s s x s A A s A
λ ξ γ µ µ ξ λ µ ξ µ λ ξ
λ µ µ ξ λγ µ µ
λξ ξ µ µ λγ γ µ λ ξ λγ
− −
− −
−− − − −
+ + + + − − + + + + + + −
+ + + + − − − + + + − +
= − + + − − + + + + 2
1 2
2 2 2
1 2 1 1
2
1 2 1 2
1)[
( )( )] ( 1) ( 1) [ (2){ ( ) ( )}]
(2)( )
x s
s s T N x A s V A s s s
A A V
µ µ
ξ µ λ ξ λξ λγ ξ µ λ ξ
λγ µ µ
−
− − −
−
− + + + + + + − + − + + + + + + +
1
1
1 1
2 2
1 1 2 1 2 2 2 1 2 2
1 2 22 1 2 2 2 1 2 2 1 2 2
1 2 2 1 2 2
[( ){ ( )} ( )][ (1){ ( ) ( )} (2)]
(., ) [( )( ) ][ (1){ ( )} (2) ( )]
( )[ (1){ ( )} (2){ } (3)
s A s A V B B B B V
E s s s s A V B B B V B A
V B B V B B V B
ξ µ λ ξ µ µ γ λ µ µ λγ
ξ µ λ ξ λ γ λγ µ µ µ µ
µ µ µ µ λ λ
− −
−− − −
+ − + + + − + + − + −
= + + + + + + − + + − + +
+ − + + − − − 2 ]
1
1 1
1
1 4 2
2 1 2 2 1 2 2 1 2
2 2
2 1 2 1 2 1 2 2 2
2 1 6
1 1 2 1 2 2
( 1) [{ ( )}{ (1) ( ) (2) (1){ ( )}}
{ ( ) ( )}{ ( ) (1) (2) { }}] [ ( 1)
( , ) ( ) ][( ) ( 1)
x s A s B V B V V B B
A A s B V B V B B x
E x s A A x s B V N B
λξ λ µ λ ξ λγ µ µ γ µ µ
µ µ µ λ ξ µ µ λγ γ λ λ
λ µ µ ξ µ µ λγ
− − −
− −
−− −
− + + + + + + − + +
+ − + − + + + + + − + + −
= + + + + + + −1
1
1 1
2
2 2 1 2
4 2 1 6 2
2 1 1 2 1 2 2 2
4
2 1 2 2
( 2) ( ){ ( )}
( 1){ }] ( ) [( ) ( 2) ( 1)
( 1){ ( )} ( ){ }]
V N V N B B
V N B B A x s B V N B V N
V N B B V N B B
γ µ µ
γ λ λ µ µ ξ µ µ λγ γ
µ µ γ λ
−
− − − −
−
− − + + + − + − + + + + + − − −
+ + + + +
[ ]1
1
1 2 1 2
2 2
2 1 2 1 2
2
1 2 1 2
2 2 1 2 1 2 2 1 2 2 1
( ) ( )
[( )( ) ]
[( ){( ) ( ) } ( )]
[( ) ( ){ ( )} ( )]
A s s
A s
B s s s p p s
B s A p
µ µ µ λ ξ µ λ ξ
µ µ λ ξ µ µ
µ λ ξ λ ξ λ ξ µ λ µ µ λ ξ
λ ξ µ µ µ µ λ µ µ λµ µ µ
= + + + + + + +
= + + + + +
= + + + + + + + + − + + +
= + + + + + − − −
21 2
1 2 ( )sayµ µ
α α γλ
−+
= = , 2( ) ( 1) ( )T n V n V nγ −= + −
and
1 2( ) ( ) ( ), 0,1,2,3,...r rV r s s rα α= − =
If we write
2 1 2[( )( )]D y yλ α α= − − −
(26) yields
International Journal of Management Research and Development (IJMRD) ISSN 2248-
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36
1 111 2
0 01 2(1)
n n
n n
D y y
Vα α
λ α α
∞ ∞− −
= =
−
∑ ∑ , 2
1y
α<
(29)
Now ( , )nP x s−
is the coefficient of yn in (17). Comparing the coefficients of y
n on both sides
of (29), we have: 2
10 11 2 3
( , ) ( , ) ( , )(1)
n
n NP x s s F F P x s F P x sV
γ
λ
− − −−
−
= + + (30)
Where 2 2
1 1 1 2 1 2[( ){ ( 1)( ) ( )} { ( )( ) ( 2)}]F s T n s AV n A T n T nξ λ µ ξ γ µ µ λγ −= + − + + + − − + + −
2
1 2 1 2
2 2
2 1 2 2 1 2 2 1 1 2
2 2 1
( 1)[( ){( ) ( ) } ( )]
[ ( )( ) ( 2)][( ) ( ){ ( ) }
( )]
T n s s s p p s
F T n T n s A p
λ µ ξ λ ξ λ ξ µ λ µ λ µ ξ
γ µ µ λγ λ ξ µ µ λ µ µ µ µ
λµ µ µ
−
− + + + + + + + + − + + +
= + + + − + + + + − + − −
1 2 2
3 1 1 2 2( 1)[ ( 1)( ) { ( )( ) ( 2) ( )} ]F s x T n s T n T n V n Aλξ λ µ ξ γ µ µ λγ− − = − − + + + − + + − +
Since 0 ( , )P x s−
and 1( , )NP x s−
− are given by (27) and (28), so ( , )nP x s−
are explicitly known.
For setting x=0 in (30) gives
[ ]2
0, 1 6 2 3 7 4 52
6
( ) { }(1)
n
nP s sZ Z Z Z Z Z Zs Z V
γλξ
λ
−
= + − −
(31)
Where 2 2
1 1 1 2 1 2
2 2
1 2 1 2 1 2
2 2
2 1 2 1 2 2 1 2 2 1
( ){ ( 1)( ) ( )} { ( )( ) ( 2)}
( 1)[( ){( ) ( ) } ( )] [ ( )( )
( 2)][( ) ( ){ ( )} ( )]
Z s T n s AV n A T n T n
T n s s s p p s T nZ
T n s A p
ξ µ λ ξ γ µ µ λγ
µ λ ξ λ ξ λ ξ µ λ µ µ λ ξ γ µ µ
λγ λ ξ µ µ µ µ λ µ µ λµ µ µ
−
−
= + − + + + − − + + −
− + + + + + + + + − + + + + + +=
− + + + + + − − −2 2
3 1 2 1 1
2 2
4 1 1 2 2
2 2
1 1 2 1 2 1 2 2 1 2 2
5 2 1
( )[ ][ ( )]
( 1)( ) { ( )( ) ( 2) ( )}
[( ){ ( )} ( )][ (1){ ( ) ( )} (2)]
[ ( )(
Z s A s
Z T n s T n T n V n A
s A s A V B B B B V
Z A s s
λξ ξ µ µ λγ γ µ λ ξ
µ λ ξ γ µ µ λγ
ξ µ λ ξ µ µ γ λ µ µ λ γ
λ ξ µ λ
− −
−
− −
= − + + − − + + +
= − + + + − + + − +
+ − + + + − + + − + − +
= + + + + + 2 2
1 2 2 1 2 2 1 2 2 1 2
1 2 1 2 1 2 2
4 2
2 1 2 1 2 2 1 2 1 2 1 2
1
6 1 2
)][ (1) {( ( )} ( ) (2)] ( )
[ (1){ ( )} (2){ } (3)]
[ ( )][ (1) ( ) (2) (1){ ( )}] [
[ ] ( )
V B B B B V A
V B B V B B B V
A s B V B V V B B A A
Z s
ξ γ λγ µ µ µ µ µ µ
µ µ λ λ
λ µ λ ξ λγ µ µ γ µ µ
λξ µ µ
− −
− −
−
− + + − + + + − + + − + −
+ + + + + + − + + + −
= − + −
1
2 2 4
1 1 2 2 2 1 2
6 2
1 2 1 1 2 2 2 2 1 2
2 2 2
7 1 1 1 2 1 2 1 2
( )][( ) (1) (2) { } ( 1)
{ } [ {( ) ( 1) ( 2)} ( ){ ( )}]
[( )( ) ( )] ( 1) ( ) (2)
s B V B V B B V N
B B A B V N B V N V N B B
Z A s s s T N A A V
µ λ ξ µ µ λγ γ λ γ
λ λ µ µ λγ γ µ µ
λγ ξ µ λ ξ µ µ λγ µ µ
− − −
− −
− −
+ + + + + − + + − + + − + + − − − + +
= − + + + + + + − + +
Applying the Leibniz differentiation theorem to (24) to (25) and (27), setting x=0 and
dividing both sides by m! We have
8,1,0
9
( ) , 1m
ZP s m
Z
−
= ≥ (32)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
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37
10,0,1
11
( ) , 1m
ZP s m
Z
−
= ≥ (33)
12,0
13
( ) , 1m
ZP s m
Z
−
= ≥ (34)
Where
2 2
1 2 2 1 2 2 1 2 2
2 2 6 2
2 1 2 2 1 1 2 1 2 2
2
1 1 2 2 1 1 2 2 1
8
[ {( ) } (2) [ ( ) ( )( )( )] ( 1) ( )
( ) [2 2 {( ) } ( 1) ( 2) ( )
{ ( ) }]][ ( ) { ( 2) ( 1)}
s p A A V s s s T N s s
s A A A A A p B V N V N B V N
B B A B V N V N A AZ
λ µ µ µ λξ λ µ ξ ξ µ µ λ µ ξ ξ
λ µ ξ λµ λ µ µ µ λγ γ
µ µ λ µ µ
− −
+ − − + + + + + + + + + − + +
+ + + + + + − + − − −
+ + + + − + +=
2 4
2 1 1 2
1 4 4
2 1 1 2 1 2 2 1
4 2 6
2 1 2 1 2 1 1 2 2
2
{ ( 1) ( )} { }
{ ( 1) ( 2)} ( )( ){ ( )( 1) ( 1)}][2 {{( ) }
}{ ( 1) ( 2)} { } ( ) ( ) { ( 1) ( )} 2 {( ) ( 2)
B V N V N B B
T N T N s s T N A T N A A p B
B T N T N B B V N p T N T N A B V N
B
γ γ λ
λ γ ξ λ µ ξ λ λ γ µ µ µ
γ λ µ µ λ µ µ λγ
−
− − −
− −
+ − + +
− − − + + + + + − − − + −
+ − − − + + + + − − − + + −2 2 ( 1)
1 2 2 1 1 2 2( 1) ( 1)} (2){ ( ) {( ) }}]m
V N V N B A A V A s pγ λξ ξ λ µ µ µ− −
− − + + + + + − 2
2 2 2 ( 1) 1 6
1 2 1 1 2 1 1 2 2
2 4
9 1 1 2 2 1 2 1 2 1 2 1 1 2 2 2
2 2
1 2
[ ( ) ][ ( ) {2( ) }][2 [( ) ( 1) ( 2)
( ){ ( ) } ( 1){ } { ( ) ( )}{( ) (1)
(2) { }}] [
m m m ms s s s A B V N V N B
Z V N B B V N B B A A s B V B
V B B
γ µ µ ξ λξ µ λ ξ µ µ λ µ µ λγ
γ µ µ γ λ µ µ λ µ ξ µ µ λ
γ γ λ λ
+ − + + −
− −
− −
+ + + + + + + + + − −
= − + + − − + − − + − + + + + +
− + − 4 2 1
2 1 2 2 1 2 1 1 2 2( )][ (1) (2)( ) (1){ ( ) }]]m
A s B V B V V B Bλ µ ξ γ λ µ µ γ µ µ− − +
+ + + + + + − + +
2
1 2 1 2 1 1 2 1
2 2 6 2
1 1 2 1 2 1 2 1 2 2 1
2 2
1 2 2 1 1 2 2 1 2 1
10
[ ( ) (2) { ( ) ( )( )( )}] ( 1) ( )
( ) [2 2 {( ) ( 1) ( 2) ( ){
( ) }}][ ( ) { ( 2) ( 1)} {
s pA A V s s s T N s s
s A A A A A pB V N V N B V N B
B A B V N V N A A BZ
λ µ µ λξ λ µ ξ ξ µ µ λ µ ξ ξ
λ µ ξ λ µ λ µ µ λγ γ
µ µ λ µ µ γ
− −
−
+ − + + + + + + + + + − + +
+ + + + + + + − − − +
+ + + − + +=
4
1 2
1 4 4
2 1 1 2 1 2 1 2
4 2
1 2 1 2 1 1 2 2
6 2
2
( 1) ( )} { }
{ ( 1) ( 2)} ( )( ){ ( )( 1) ( 1)}][2 {( ) }
{ ( 1) ( 2)} { } ( ) ( ) { ( 1) ( )} 2 {( ) ( 2)
( 1)
V N V N B B
T N T N s s T N A T N A A pB B
T N T N B B V N p T N T N A B V N
B V N V
γ λ
λ γ ξ λ µ ξ λ λ γ µ µ
γ λ µ µ λ µ µ
λγ γ
−
− − −
−
− −
+ − + +
− − − + + + + + − − − + +
− − − + + + + − − − + +
− − − 2 ( 1)
1 2 2 1 1 2 2( 1)} (2){ ( ) {( ) }}] mN B A A V A s pλξ ξ λ µ µ µ −
+ + + + + − 2
2 2 2 ( 1) 1 6
1 2 2 1 2 1 1 2 2
2 4
11 1 1 2 2 1 2 1 2 1 2 1 1 2 2 2
2 2
1 2
[ ( ) ][ ( ) {2( ) }][2 [( ) ( 1) ( 2)
( ){ ( ) } ( 1){ } { ( ) ( )}{( ) (1)
(2) { }}] [
m m m ms s s s A B V N V N B
Z V N B B V N B B A A s B V B
V B B
γ µ µ ξ λξ µ λ ξ µ µ λ µ µ λγ
γ µ µ γ λ µ µ λ µ ξ µ µ λ
γ γ λ
+ − + + −
− −
− −
+ + + + + + + + + − −
= − + + − − + − − + − + + + + +
− + − 4 2 1
2 1 2 2 1 2 1 1 2 2( )][ (1) (2)( ) (1){ ( ) }]]mA s B V B V V B Bλ λ µ ξ γ λ µ µ γ µ µ− − +
+ + + + + + − + + 2
1 2 1 2 1 2 1 2 1 2 1 2 2
6 2 2 2
2 1 1 2 2 1 2 1 2
2 2 4
12 1 2 1 1 2 2
(2)( ) [( )( ) ( )] ( 1) [2 2 {( ) ( 1)
( 2) ( ){ ( ) }}][2 (1) ( ) ( ) {2( )( )}
( 1) ( 2)][2 { ( )
A A V A s s T N A A B V N
B V N V N B B V T N s
Z T N V N A A B B
µ µ ξ λ µ ξ µ µ λ λ µ µ
λγ γ µ µ λγ µ µ γ µ µ λ ξ
λ γ λ γ µ µ
− −
−
+ − + + + + + + − + + + +
− − − + + + + + + + +
= − − + + +1 2
4 2 6 2
1 2 1 1 2 2 2 1 2 2 1
2 ( 1)
1 2
}{ ( 1) ( 2)} ( ){ ( 1) ( )}
( ){ } 2 {( ) ( 2) ( 1) ( 1)} (2){ ( )
( )}] m
T N T N T N T N
V N B B A B V N B V N V N B A A V A s
µ µ
γ λ λ µ µ λγ γ λξ ξ
λ µ µ
− − −
−
− − − + + − − + + − + + − − − + + + + +
2
2 2 ( 1) 1 6 2
1 2 1 1 2 2 1 1 2 2
4 2 2
13 1 2 1 2 1 2 1 1 2 2 2 1 2
4
2 1
[ ( ) ][ ( ) ][2 [( ) ( 1) ( 2) ( ){ ( ) }
( 1){ } { ( ) ( )}{( ) (1) (2) { }}]
[ ( )][
m m m ms s s A B V N V N B V N B B
Z V N B B A A s B V B V B B
A s
γ µ µ ξ λξ λ µ µ λγ γ µ µ
γ λ µ µ λ µ ξ µ µ λ γ γ λ
λ λ µ ξ γ
+ − + + − −
− − −
−
+ + + + + − − − + +
= − − + − − + − + + + + + − + −
+ + + + 2 1
2 2 1 2 1 1 2 2(1) (2)( ) (1){ ( ) }]]mB V B V V B Bλ µ µ γ µ µ− +
+ + − + +
Now 2
, ,014( ) ( )(1)
n
m n mP s Z P sV
γ
λ
− − =
(35)
Where 1 2 2
1 1 2 1 2 1
2 2 2
14 2 1 2 1 2 1 2
2 1 1 2 2 2 1
[( ){ ( 1)( ) ( )} { ( )( ) ( 2)}] [ ( 1){( )
{( ) ( ) } ( )} [ ( )( ) ( 2)][( ) ( )
{ ( ) } ( )]]
s s T n s AV n A T n T n T n s
Z s s p p s T n T n s
p
ξ λ µ ξ γ µ µ λγ λ µ ξ
λ ξ λ ξ µ λ µ λ µ ξ γ µ µ λγ λ ξ µ µ
λ µ µ µ µ λµ µ µ
− −
−
+ − + + + − − + + − + − + + +
= + + + + + − + + + + + + − + + + +
− + − −
Using (10) and (11), we have
,
,0 0,00
[ ( )]( ) ( )
( )( ) ( )
N
m n
m nm
P ss P s
P ss s
ξλ β
λ β ξ λ β ξ
−−
−=+ +
= −+ + − + + −
∑ (36)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
38
,
,00,00
[ ( )]( )
( )( ) ( )
N
m n
mnm
P sP s
Q ss s
ξξ
λ β ξ λ β ξ
−−
−== −
+ + − + + −
∑
(37)
We know that
( ) ( )
( )
0 0
0
( 1) 1
-j 1
(1 / ) , ( ) ( ) ( ) , ( ) ( 1)
and (1-a)
j
i i
k
i
j j i j j j j i j j i i
i ii
j k k
k
a b
a
aC a b a a b b a b a b C a b
b
C
∞
= =
∞
=
− + + + −
+ −
− = + = + + + − = −
=
∑ ∑
∑
Using these Identities in (31) to (37), we have
[
11 ( 1 2) 2( 1)
0 0 0 0 0 1 0 0
1 ( 1) ( 1
1 2 2 1 1 2
0,
1( 1)
1
{2( ) ( ) }[ {
( )
j j ll hl h p q j l h p q j k h l
j l k h r p q
g j h l n g j h l n
n
j l j l r h j l
l h r p q
p R R
P s
λ γ
µ µ λ µ µ µ µ γ
+ −∞ ∞ ∞+ + + − + − + + + − + + − +
= = = = = = =
− − + + − − − − + + − + +
−
+ + + − −
+ + − + −
=
∑∑∑∑∑∑∑) 2 ( 1)
( 1) 2( 1) ( 1) ( 1) ( )
1 2
( 2) 2 2
2 1 1 2 1 2 2 1 2
2
1
} {
}] ( ) ( ) [ {
}] [ { ( ) ( )( )( ) (1 )
(
}]
g j h l n
g j h l n l h k h l j k l h p g j h l k g j h l k
g j h l k
R
R s p R R
R p p
p
γ
µ µ γ λ ξ γ
λ ξ µ µ λ ξ µ λ ξ µ µ µ λµ µ µ λ
λµ
− − + + − − +
− + + − + + + − + + + − + − + − − + + + + + − + + + +
− + + + + +
−
− + + + + −
− + − + + + + + + − − +
−
−
1( 1) ( 2) 2( ) ( 1)
0 0 0 0 0
( 1) 1 ( ) ( ) ( ) ( )
(
1) 2 [{
} { }] ( ) [{
j ll h j j k h l j k h l g j h l n
j l k h r
g j h l n g j h l n g j h l n k l g j h l n
g j h
j l l j l rR
l h r
R R R s R
R
λ γ
γ λ ξ
+∞ ∞ ∞+ − + − + + − + − + + − − + + − − −
= = = = =
− + + − + + − − + + − − − + + − + − − − + + − −
− + +
+ + +
− − − + + + −
∑∑∑∑∑
) 1 ( 1) ( 1)
23 2( 1)
1 2 1 2 1 2 1 2 1
0
2 2 (2 2) 2 2 1
1 2
} { }]
( )[( )( ) {2( ) ( )}]( ) {
(2 ) [( ) ] } (2 ) [(
l n g j h l n g j h l n
Ni
i
i N i N i i N
R R
s
s s
γ
ξ µ µ λ ξ µ λ ξ µ µ µ λ ξ µ µ λ µ ξ γ
λ λ µ µ ξ ν γ λ λ µ
− + − − + + − − + − + + − + −
−− − +
=
− + − − + − − +
− −
+ + + + + + + + + + + + +
+ + + + + − + +
∑1
(2 1)
1 2
0
2 1 2
1 2 1 2 2 1
2 12( 1) 2 2 (2 2) 2( ) 2 1
1 2
0 0
(2
1 2
) ]
[ {( )( )( )} ( ) (1 ) ( )]
{ (2 ) [( ) ] } 3{ (2 )
[( ) ]
Ni N
i
n nn i i n i n n i i n
i i
i
p p
s
s
µ ξ ν
γ λ λ λ ξ λ ξ µ λ ξ µ λ µ λ ξ µ µ λ λ ξ µ
γ λ λ µ µ ξ ν γ λ
λ µ µ ξ ν
−− − +
=
− −
− −− − − + − − + − − +
= =
− −
+ + +
+ − + + + + + − + + − − + +
+ + + + + −
+ + + + +
∑
∑ ∑2
1) 2( 1) 2 2 (2 2)
1 2
0
1 222( 1) ( 2) ( 2)
0 0 0 0 0 0 0
} { (2 ) [( ) ] }
2( 1) [{ }] ( 1)
2 1
Nn i i N i N
i
j jNl i j k i g j l i N g j l i N l
j l k i j l k
s
j l NR R
l i
j j k
l k
γ λ λ µ µ ξ ν
γ
−+ − + − + − − +
=
+ +∞ ∞ + ∞ ∞+ − + + + − + + + − + − + + + − −
= = = = = = =
+ + + + + + +
+ + − − + −
+ + +
∑
∑∑∑∑ ∑∑∑1
(2 1) ( ) ( 3) 2 2 1 (2 1)
1 2
0
[{ }] (2 ) [( ) ]N
j l g j i g j i i N i N
i
R R sγ γ λ λ µ µ ξ ν−
− − − − + + − + + − − + − − +
=
− − + + + + +
∑
(38)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
39
1 11
0 0 0 0 0 1 0 0
2 2( 1) ( 1 2) ( 1) (
1 2 1 2 1 2
,1,0
1 1 1( 1)
1
[ ( ) ] 2 ( ) {
( )
j l h mi l h p
j l k h r p i
j k l m j k l j k p mi l k p
m
j m j l j l r h m
j l h r p i
p s R
P s
λ µ µ µµ γ µ µ ξ
+∞ ∞ ∞ −++ +
= = = = = = =
+ + − + + −+ − + + + − −++ + −
−
+ + + + + − −
+ + + + +
=
∑∑∑∑∑∑∑1 1)
( 1 2) 2 ( 1) ( 1) 2 6
1 2 1 2
( 1 ) ( 1 )
2 2 1 2
2
1 2
} { } (2 ) [ ( ) (1 )
{( )( ) }][ ] [ ( )
{( )
g j h i p
g j h i p g j h i l n g j h i l n j i k
g j h i p l n g j h i p l n
R R R p
p R R p
p
γ λ γ λµ µ λ µµ
µ λ ξ λ ξ µ λ µ λξ λ ξ µ
λ µ µ
+ + ++ +
− + + ++ + − − + + +−− + − + + +−− − ++ + −
− + + ++ −− − + + ++ −+
−
+ − − + + −
+ + + + − − + + + +
+ −1 1
2 1 2 2 2 1 2
0 0 0 0
1 ( ) (2 1) ( ) ( 1) ( 1)
1 1 2
2
1 2 2
} (1 ) {( )( ) }] ( 1)
1( ) [ ]
[( ) ](
j i mi l
j l k i
mi l k m j i mi l g j l n g j l n
p p
j i l m j ks R R
l i k
p
µ µµ λ µ λ ξ λ ξ µ λ µµ
λ µ γ µ µ ξ
λξ µ µ µ
++∞ ∞ −+
= = = =
−+ − + − + −− − −+ − + ++ − − + +− +
+ − + + + + − −
+ + − + + + + −
+ + −
∑∑∑∑
1 23 ( 1) ( 1)
2
0 0 0 0
2 2( ) 2 [2( ) 2] ( )
1 2 2 1 2 1
( 1) (
) [ ] ( 1)
[ [( ) ] (2 ) [( ) ] ( )
[
j Ng j l k n g j l k n l
j l k i
l i j k i N j k i N j l i
g j k l n g j k
j ls R R
l
p s s
R R
λ µ ξ
λ µ µ µ λ λ µ µ ξ ν λ µ ξ
+∞ ∞ +− − + ++ − − − + ++ − +
= = = =
+ + + − − − + + − − − −+
− + + −− − − + + −
+ + + + − − −
+ − + + + + + + + + +
−
∑∑∑∑
11) 3 2( ) 2 1
1 2 2 1
0
(2 1) 3
1 2 1 2 1 2 2
2( ) (
1 2 2
] [ [( ) ]( ) [ (2 )
[( ) ] ] [2( )( ) ( )
1[( ) ]] ( 1) ( )
nl n n i i n
i
i n
l h j k r k h
p s
s p
j l m j lp s
l j h
λξ µ µ µ λ µ ξ γ λ
λ µ µ ξ ν λ ξ µ λ ξ µ λ µµ λ ξ µ λ
µ µ µ γ λ ξ
−+ − − − + +
=
− + +
+ − + + − +
+ + − + + +
+ + + + + + + + + + + + + +
+ + + + − − + +
∑
[
1)
0 0 0 0 0
( ) ( ) 1 ( 1) ( 1) 3
1 2 2
2( 2) 2 1 (2 1) 2( 1) 2 2
1 2 1 2
[{ } { }] ( ) [ [( ) ]]
(2 ) [( ) ] (2 ) [(
j ll
j l k h r
g j h l n g j h l n g j h l n g j h l n
i i N i N i i N
R R R R s p
s s
γ λξ ξ λ µ µ µ
γ λ λ µ µ ξ ν γ λ λ µ µ ξ
+∞ ∞ ∞−
= = = = =
− + + −− − + + −+ − − + + −− + − + + −+ + −
− + − − − − − − + − +
− − − + + + −
+ + + + + + + + + +
∑∑∑∑∑
1 2(2 2)
0 0
) ] ]N N
i N
i i
ν+ −
− − +
= =
+
∑ ∑
(39)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
40
1 1
1
0 0 0 0 0 1 0 0
2( 1) ( 1 1) ( 1)
1 2 1 2 1 2
(
,0,1
1 1 1( 1)
1
[ ( ) ] 2 ( )
{
( )
j l h mi l h p
j l k h r p i
j k l m j k r l j k p m i l k p
m
j m j l j l r h m
j l h r p i
s
R
P s
λ µ µ µ µ γ µ µ ξ
+∞ ∞ ∞ −+ + +
= = = = = = =
+ + − + + + − + − + + + − − + + +
−
−
+ + + + + − −
+ + + + +
=
∑∑∑∑∑∑∑
1 1) 2 ( 1 2) ( 1) ( 1)
2 4
1 2 1 2 1 1 1
( 1 ) ( 1 )
2 1 2
2
} { }
(2 ) [ ( ) (1 ) {( )( ) }]
[ ] [ ( ) (1 )
{
g j h i p g j h i p g j h i l n g j h i l n
i k
g j h i p l n g j h i p l n
R R R
p p
R R p p
γ
λ γ λ µ µ µ µ µ λ λ ξ λ ξ µ λ µ
λξ λ ξ µ µ µ λ
µ
+ + + + + − − + + + + + − + + + − − − − + + + − − +
+ + −
− + + + + − − − + + + + − +
− + −
− + + − + + + + −
− + + + + − +1 1
2 2
0 0 0 0
1 ( ) (2 1) ( ) ( 1) ( 1)
2 1 2
3 ( 1)
1
1 1( )( ) (1 ) }] ( 1)
( ) [ ]
( ) [
j i mi l
j l k i
m i l k m j i m i l g j l n g j l n
g j l k n
j i mp
l i
j i ks R R
k
s R R
λ ξ λ ξ µ λ µ
λ µ γ µ µ ξ
ξ λ µ ξ
+ +∞ ∞ −+
= = = =
− + − + − + − − − − + − + + + − − + + − +
− − + + + − −
+ + − + + + − − −
+ + + + + −
+ + + + −
∑∑∑∑
1 1( 1)
0 0 0 0
( 1) 2
1 2
2( ) 1 [2( ) 1] ( )
1 2 1
( 1) (
1] ( 1)
1[ [( ) ]
(2 ) [( ) ] ( )
[
j Ng j l k n i l
j l k i
j k i l i
j k i N j k i N j l k
g j k l n g j k
j
l
N N jp
i j
s s
R R
γ λ µ µ
λ λ µ µ ξ ν λ µ ξ
+∞ ∞ −− + + + + − +
= = = =
− + + + +
+ + − + − + + − + − − +
− + + − − − − + +
+ − −
− + +
+ + + + + + + + +
−
∑∑∑∑
11) 1 2( ) 2 1
1 2
0
(2 1)
1 2 1 2 1 2
12( )
2 1 2
0 0 0 0 0
( )
] [ [( ) ] (2 )
[( ) ] ] [2( )( )
{(1 )( ) }] ( 1)
( )
nl n n i i i n
i
i n
j ll h j k
j l k h r
k h l
p
s p
j l lp
l h
s
λ ξ γ µ µ λ
λ µ µ ξ ν λ ξ µ λ ξ µ λ µ µ
λ ξ µ µ µ γ
λ ξ
−− + + − − + +
=
− + +
+∞ ∞ ∞+ − +
= = = = =
− + −
+ +
+ + + + + + + + + + +
+ − + + + −
+ +
∑
∑∑∑∑∑( ) ( ) 1 ( 1) ( 1)
2
2 2 1 2
22( 1) 2 2 (2 2)
1 1 2
0
2( 3) 2 3
[{ } { }]
( ) [ (1 )( ) ( )
( )] [ (2 ) [( ) ] ]
(2 ) [(
g j h l n g j h l n g j h l n g j h l n
Ni i N i N
i
i i N
R R R R
s p
p s
s
γ
λξ λ µ ξ ξλ λ ξ µ µ µ
λ λ ξ µ γ λ λ µ µ ξ ν
γ λ λ µ
− + + − − − + + − + − − + + − − + − + + − + +
−
−− + − + − − +
=
− + − +
− − −
+ + + + − + + + +
+ + + + + + + −
+ +
∑3
(2 3)
1 2 2 1 1 2
0
1
1 2 1 2 1
22 (2 3) 2 2 (2 2)
2 1 2
0
) ] [( )
{ (1 ) [( )( ) ]}][( )
4( ) ][ (2 ) [( ) ]
Ni N
i
nn i i n i n
i
p p s
s s
µ ξ ν µ µ µ µ
λ µ µ µ λ ξ λ ξ µ λ λ µ ξ
λ µ ξ γ λ λ µ µ ξ ν
−− − +
=
−
−− − + − + − − +
=
+ + + + − +
− + + + + − + + + +
+ + + + + + + +
∑
∑
(40)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
41
1 1
1 2 1 2
0 0 0 0 0 0
( 1) 2( ) ( ) ( 1) ( 1)
1 2
,0
1[2( ) ] ( 1)
12 ( ) { }
( )
j l mi l h
j l k h r i
j j k r l m i l k h g j h i l n g j h i l n
m
m j j l j l r
j l h r
ms R R
i
P s
µ µ µµ
γ µ µ ξ
+∞ ∞ ∞ −+ +
= = = = = =
− + − + + − − − − + + − + + + − − − − + + + − + +
−
+ + + + + + −
− + + + −
=
∑∑∑∑∑∑
4 ( ) ( )
1 2 1 1 2
( ) ( ) ( )
1 1 2 1 2
1 1
0 0 0 0 0 0
2 ( ) { } [( )( ) ( )]
( ) { } [( )( ) ]
( 1)
g j h i l n g j h i l n
k r l g j h i l n g j h i l n
j l mi l h
j l k h r i
R R
s R R
m j
j
λ µ µ γ λ ξ λ ξ µ λ µ µ
λ µ ξ λ ξ µ λ ξ µ µµ
− − + + + − − − + + + − +
− + − − + + + − − − + + + − +
+∞ ∞ ∞ −+ +
= = = = = =
− + − + + + + + +
+ + + − − + + + + +
+−
∑∑∑∑∑∑ ( 6)
1 2
( ) ( 1) ( 1)
1 2 1
1 1
2 1 2
0 0 0 0
1( )
2 ( ) [{ }] [ ( )
( ) ] ( 1)
i k l l h
m i l h m i l h r m i l k g j h i l n g j h i l n
j Nl
j l k i
j l l j l r m
l h r i
s R R
j
γ µ µ
λ µ µ ξ ξ λ ξ µ
λ ξ µ µµ
− + + + +
− − + − − + + − − − + − + + + − − + − + + + − + +
+∞ ∞ −
= = = =
+ + + − +
+ + + − − + +
+ + + −∑∑∑∑ 2( 1) 2( ) 1
1 2
[2( ) 1]
1 2 1 2 1 2 2
2( )
1 1 2
0 0 0
1( ) (2 )
[( ) ] [3{( )( )} ( )
1(1 ) (1 )( ) ] ( 1)
j k i l i j k i N
j k i N
ll h j k
k h r
j k
l k
s
j j kp p
l k
γ µ µ λ
λ µ µ ξ ν λ ξ µ λ ξ µ λµµ λ ξ µ
ξλ µ λ ξ µµ γ
− + + + + + + − +
− + + − +
∞ ∞+ − +
= = =
+ + +
+ + + + + + + + + + + + +
+ + + − + − + −
∑∑∑
1
0 0
( ) ( ) ( ) 1 ( 1) ( 1)
3
1 1 2 1 2 2 1 1
2( 1) 2 2 (2
1 2
( ) [{ } { }]
[ (1 )( ) ( ) (1 ) 2 ( ) ] ( )
[{ (2 ) [( ) ]
j
j l
k h l g j h l n g j h l n g j h l n g j h l n
i i N i N
s R R R R
p p s
s
λ ξ γ
ξ λξ λ ξ µ µ µ µµ λ µ λ ξ µ λ µ ξ
γ λ λ µ µ ξ ν
+∞
= =
− + − − + + − − − + + − + − − + + − − + − + + − + +
−
− + − + − −
+ + − − − +
− + + + + − + + + + +
+ + + + +
∑∑
2 12) 2 2 1
0 0
(2 1)
1 2 2 1 1 2 1 2
2 2 2 3
1 1 2 2 1 2
22( 1) (2 2) (
1 2
0
{ (2 )
[( ) ] }] [ ( ) ( 1) ( 1) (1 )
( ) ( ) ]{3( ) 4( ) }
[ (2 ) [( ) ]
N Ni i N
i i
i N
nn i i n
i
s p p
s s
s
γ λ
λ µ µ ξ ν λ µ µ µ µ µ µ
µ λ µ ξ µ λ µ ξ λ µ ξ λ µ ξ
γ λ λ µ µ ξ ν
− −+ − − +
= =
− − +
− −
−− − − − + −
=
−
+ + + + + + − + − + − −
+ + + + + + + + + + + + +
+ + + + +
∑ ∑
∑ 2 2)]i n− +
(41)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
42
1 11 1
1 2
0 0 0 0 0 0 0 1 0
21
, 1 2 2 1 1 2
1 1[2( ) ][ ( 1)
[2( ){ ( ) }]( )1
j i j ll m hi l p q
j l k h r i q p
nm i l p m
m n
m m j j i
i j l
l j i k h j l r qpP s
h k p q
µ µ γ
γλ µ µ λ µ µ µ µ
λ
+ + −∞ ∞ ∞ −− + + +
= = = = = = = =
−− − + −
− + + + + −
+ + + + + + − +=
∑∑∑∑∑∑∑∑
1
(2 1) ( 1 ) ( 1 1) ( 1 2) 4
1 2
( 1 ) ( 1 2) ( 1 1) ( 1 3)
2
( ) [{ }
{ } { }]]
i l q p
m j i q m i l p q g j h i p g j h i p
g j h i p q k g j h i p q k g j h i p k q r g j h i p k q r
s R R
R R R R
γ µ µ ξ γ
γ
− − +
− + − − + − − − + + − + + + + + − + + + + + −
− + + + + + + − + + + + + + + − + + + + + + + + − + + + + + + + +
+ + + − − − + −
+
21 ( 1) ( 1)
1 2 2 1 1 2
0 0 0 0
11 (2 1 1)
1 0 0
(
1 2
{ } [2( ){ ( ) }]{ }[
1 2 1( 1)
( )
j i ln n n n
j l k h
h mi l h m i l p m j i l p
p i
m i
n
R R p R R
m m j j i l j i k
i j l h k
s
ν γ µ µ λ µ µ µ µ
λ γ
µ µ ξ
+ +∞ ∞− + − + −
= = = =
−+ + − − + − + − − − −
= =
− − −
− − + − + −
− + + + + + + −
+ + +
∑∑∑∑
∑ ∑1) ( ) ( 1 1) 1 ( 1 2)
1 22( 1) 2 2( ) 2
2 1 2
0 0 0 0
[2( ) 2] 2
1 2 1
( ) [ ]]
( 1) [ { ( ) }] {(2 )
[( ) ] } [ {( )
l p m i k l g j h i p g j h i p
j Nl i j k i l i j k i N
j l k i
j k i N
s R R
j lp
l
s
λ ξ γ
γ λ µ µ µ λ
λ µ µ ξ ν ξλ λ ξ µ
+ − − + − − + + + + + − − + + + + +
+∞ ∞ ++ − + + + + + + − −
= = = =
− + + − −
+ + −
+ − − + −
+ + + + + − + + +
∑∑∑∑
1 2 2
22 2 2( 1) 2 3
2 1 2 1
0
1(2 3) 1 2 2( ) (2 1)
1 2 2
0
2(2 1) 2( 1) (2 2)
1 2
0
( )
{ ( ) }}]( ) [{ (2 )
[( ) ] ( ) [ (2 )
[( ) ] (2 )
[(
Ni i N
i
ni N n i i n
i
ni n n i i n
i
p s
s s
s
s
λµµ λ ξ µ
λ µ µ µ λ µ ξ γ λ
λ µ µ ξ ν λ λ µ ξ γ λ
λ µ µ ξ ν γ λ
−− − + − +
=
−− − + − − − − − +
=
−− − + − − − − +
=
+ + +
+ − + + +
+ + + + + − + + +
+ + + + + −
+
∑
∑
∑(2 2)
1 2
2
2 1 2 1 2 1 2 1 2 2 1 2 1
2 2( ) (
2 1 1
) ] ]
[ {(2 )( 2 )( ) ( ) (1 ) ( )
( ) }] ( 1) ( )
i n
l h j k r
p
m j j l lp s
j l h
λ µ µ ξ ν
ξ µ µ ξ µ µ ξ µ µ µ µ µ µ µ µ µ
µ µ µ γ λ ξ
− − +
+ − + + −
+ + + +
+ + + + + − + − + +
+ + − + − + +
+
1)
0 0 0 0 0
( ) ( ) 1 ( 1) ( 1) 1
11 2 1 2 2 (2 2)
2 1 2 2 1
0
1 2(
1
[{ } { }]
( ) [ (2 ) [( ) ] [( ) ]
( ) [
j lk l h
j l k h r
g j h l n g j h l n g j h l n g j h l n
Ni i N i N
i
n i
R R R R
s s p
s
γ ξλ
λ µ ξ γ λ λ µ µ ξ ν µ µ λ
λ µ ξ γ
+∞ ∞ ∞− +
= = = = =
− + + − − − + + − + − − + + − − + − + + − + + −
−− − + − + − − +
=
− − −
− − − +
+ + + + + + + + + +
+ + +
∑∑∑∑∑
∑1
) (2 1) (2 1)
1 2
0
(2 ) [( ) ] ]]n
i n i n
i
sλ λ µ µ ξ ν−
− + − − +
=
+ + + + +
∑
(42)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
43
1 11
1 2 1 2
0 0 0 0 0 0
( 1) 2( ) ( ) (
1 2
,00
1[( )( )] [[2( ) ] ( 1)
12 ( ) {
( )
j l mi l h
j l k h r i
j j k r l m i l k h g j h i l n
m
m j j l j l rs s
j l h r
ms R
i
P s
ξ λ β λ β ξ µ µ µµ
γ µ µ ξ
+∞ ∞ ∞ −− ++
= = = = = =
− + − + + − − −−+ + − + + +−− −
−
+ + + + + + + + − + + −
− + + +
=
∑∑∑∑∑∑
1) ( 1)
4 ( ) ( )
1 2 1 1 2
( ) ( ) ( )
1 1 2 1 2
1
0 0 0
}
2 ( ) { } [( )( ) ( )]
( ) { } [( )( ) ]
( 1)
g j h i l n
g j h i l n g j h i l n
k r l g j h i l n g j h i l n
l mi l h
k h r i
R
R R
s R R
λµ µ γ λ ξ λ ξ µ λµ µ
λ µ ξ λ ξ µ λ ξ µ µµ
− + + +−+ +
− − + + +−− − + + +−+
− + − − + + +−− − + + +−+
∞ −++
= = =
−
− + − + + + + + +
+ + + − − + + + + +
−∑∑∑1
( 6)
1 2
0 0 0
( ) ( 1) ( 1)
1 2 1
2 1 2
1( )
2 ( ) [{ }] [ ( )
( ) ] ( 1)
ji k l l h
j l
m i l h m i l h r m i l k g j h i l n g j h i l n
l
i
m j j l l j l r m
j l h r i
s R R
γ µ µ
λ µ µ ξ ξ λ ξ µ
λ ξ µ µµ
+∞ ∞− + ++ +
= = =
−−+ −−+ + − −−+ − + + +−− + − + + +−+ +
=
+ + + + − +
+ + + − − + +
+ + + −
∑∑∑
1 12( 1) 2( ) 1
1 2
0 0 0 0
[2( ) 1]
1 2 1 2 1 2 2
1 1 2
1( ) (2 )
[( ) ] [3{( )( )} ( )
1(1 ) (1 )( ) ] ( 1)
j Nj k i l i j k i N
j l k
j k i N
l h
j j k
l k
s
j j kp p
l k
γ µ µ λ
λ µ µ ξ ν λ ξ µ λ ξ µ λµµ λ ξ µ
ξλ µ λ ξ µµ
+∞ ∞ −− + ++ + + + − +
= = =
− + + − +
+
+ + +
+ + + + + + + + + + + + +
+ + + − + − + −
∑∑∑∑
12( )
0 0 0 0 0
( ) ( ) ( ) 1 ( 1) ( 1)
3
1 1 2 1 2 2 1 1
2( 1) 2 2
( ) [{ } { }]
[ (1 )( ) ( ) (1 ) 2 ( ) ] ( )
[{ (2 )
j lj k
j l k h r
k h l g j h l n g j h l n g j h l n g j h l n
i i N
s R R R R
p p s
γ
λ ξ γ
ξλξ λ ξ µ µ µ µµ λ µ λ ξ µ λ µ ξ
γ λ
+∞ ∞ ∞− +
= = = = =
− + − − + + −− − + + −+ − − + + −− + − + + −+ +
−
− + − +
+ + − − − +
− + + + + − + + + + +
∑∑∑∑∑
2 1(2 2) 2 2 1
1 2
0 0
(2 1)
1 2 2 1 1 2 1 2
2 2 2 3
1 1 2 2 1 2
2( 1) (2 2)
0
[( ) ] { (2 )
[( ) ] }] [ ( ) ( 1) ( 1) (1 )
( ) ( ) ]{3( ) 4( ) }
[ (2 )
N Ni N i i N
i i
i N
n i i n
i
s
s p p
s s
λ µ µ ξ ν γ λ
λ µ µ ξ ν λ µ µ µ µ µ µ
µ λ µ ξ µ λ µ ξ λ µ ξ λ µ ξ
γ λ
− −− − + − − +
= =
− − +
− −
− −− − +
=
+ + + + + −
+ + + + + + − + − + − −
+ + + + + + + + + + + + +
∑ ∑
2(2 2)
1 2[( ) ] ]]n
i ns λ µ µ ξ ν−
− − +
+ + + + +
∑
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
44
2 1 11 1
1 2
0 0 0 0 0 0 0 1 0 0
1
1 2 2 1
1 1[2( ) ][ ( 1)
[2( ){ ( )1
( )
n j i j ll m h Ni l p q
j l k h r i q p n
m i l p
m m j j i
i j l
l j i k h j l r qp
h k p q
s
γµ µ γ
λ
λ µ µ λ µ µ µ
ξ
λ β ξ
+ + −∞ ∞ ∞ −− + + +
= = = = = = = = =
− − +
− + + + + −
+ + + + + + − +
−+ + −
∑∑∑∑∑∑∑∑∑
1
1 2
(2 1) ( 1 ) ( 1 1) ( 1 2) 4
1 2
( 1 ) ( 1 2) ( 1 1) ( 1 3)
2 1 ( 1)
}]
( ) [{ }
{ } { }]]
{
m i l q p
m j i q m i l p q g j h i p g j h i p
g j h i p q k g j h i p q k g j h i p k q r g j h i p k q r
n n
s R R
R R R R
R
µ
γ µ µ ξ γ
γ ν γ
− − − +
− + − − + − − − + + − + + + + + − + + + + + −
− + + + + + + − + + + + + + + − + + + + + + + + − + + + + + + + +
− +
+ + + − −
− + −
+ −2
( 1)
1 2 2 1 1 2
0 0 0 0
11 (2 1 1)
1 0 0 0
( 1)
1 2
} [2( ){ ( ) }]{ }[
1 2 1( 1)
( ) (
j i Nn n n
j l k n
h l mi l h m i l p m j i l p
p h i
m i l p
R p R R
m m j j i l j i k
i j l h k
s s
µ µ λ µ µ µµ
λ γ
µ µ ξ
+ +∞ ∞− + −
= = = =
−+ + − − + − + − − − −
= = =
− − − +
− + − + −
− + + + + + + −
+ + + +
∑∑∑∑
∑∑∑( ) ( 1 1) 1 ( 1 2)
1 22( 1) 2 2( ) 2
2 1 2
0 0 0 0
[2( ) 2] 2
1 2 1 1 2
) [ ]]
( 1) [ { ( ) }] {(2 )
[( ) ] } [ {( ) (
m i k l g j h i p g j h i p
j Nl i j k i l i j k i N
j l k i
j k i N
R R
j lp
l
s
λ ξ γ
γ λ µ µ µ λ
λ µ µ ξ ν ξλ λ ξ µ λµµ λ
− − + − − + + + + + − − + + + + +
+∞ ∞ ++ − + + + + + + − −
= = = =
− + + − −
+ −
+ − − + −
+ + + + + − + + + +
∑∑∑∑
2
22 2 2( 1) 2 3
2 1 2 1
0
1(2 3) 1 2 2( ) (2 1)
1 2 2
0
2(2 1) 2( 1) (2 2)
1 2 1 2
0
)
{ ( ) }}]( ) [{ (2 )
[( ) ] ( ) [ (2 )
[( ) ] (2 ) [(
Ni i N
i
ni N n i i n
i
ni n n i i n
i
p s
s s
s s
ξ µ
λ µ µ µ λ µ ξ γ λ
λ µ µ ξ ν λ λ µ ξ γ λ
λ µ µ ξ ν γ λ λ µ µ
−− − + − +
=
−− − + − − − − − +
=
−− − + − − − − +
=
+ +
+ − + + +
+ + + + + − + + +
+ + + + + − + + + +
∑
∑
∑ (2 2)
2
2 1 2 1 2 1 2 1 2 2 1 2 1
12 2( ) ( )
2 1 1
0 0 0 0 0 0
( ) (
) ] ]
[ {(2 )( 2 )( ) ( ) (1 ) ( )
( ) }] ( 1) ( )
[{
i n
j l Nl h j k r k l h
j l k h r n
g j h l n g
p
m j j l lp s
j l h
R R
ξ ν
ξ µ µ ξ µ µ ξ µ µ µ µ µ µ µ µ µ
µ µ µ γ λ ξ
− − +
+∞ ∞ ∞+ − + + − − +
= = = = = =
− + + − − −
+
+ + + + + + − + − + +
+ + − + − + +
−
∑∑∑∑∑∑) 1 ( 1) ( 1) 1
11 2 1 2 2 (2 2)
2 1 2 2 1
0
11 2( ) (2 1) (2 1)
1 1 2
0
} { }]
( ) [ (2 ) [( ) ] [( ) ]
( ) [ (2 ) [( ) ] ]]
j h l n g j h l n g j h l n
Ni i N i N
i
nn i i n i n
i
R R
s s p
s s
γ ξλ
λ µ ξ γ λ λ µ µ ξ ν µ µ λ
λ µ ξ γ λ λ µ µ ξ ν
+ + − + − − + + − − + − + + − + + −
−− − + − + − − +
=
−− − − − + − − +
=
− − +
+ + + + + + + + + +
+ + + + + + + +
∑
∑
(43)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
45
2 1 11 1
1 2
0 0 0 0 0 0 0 1 0 0
1
1 2
,00
1 1[2( ) ][ ( 1)
[2( ){1
( )( )
n j i j ll m h Ni l p q
j l k h r i q p n
m i l p
m
m m j j i
i j l
l j i k h j l r qp
h k p q
Q ss
γµ µ γ
λ
λ µ µ λ
ξ
λ β ξ
+ + −∞ ∞ ∞ −− + + +
= = = = = = = = =
− − +
−
− + + + + −
+ + + + + +
=+ + −
∑∑∑∑∑∑∑∑∑
1
2 1 1 2
(2 1) ( 1 ) ( 1 1) ( 1 2) 4
1 2
( 1 ) ( 1 2) ( 1 1) ( 1 3)
2 1
( ) }]
( ) [{ }
{ } { }]]
m i l q p
m j i q m i l p q g j h i p g j h i p
g j h i p q k g j h i p q k g j h i p k q r g j h i p k q r
n
s R R
R R R R
µ µ µµ
γ µ µ ξ γ
γ ν
− − − +
− + − − + − − − + + − + + + + + − + + + + + −
− + + + + + + − + + + + + + + − + + + + + + + + − + + + + + + + +
−
− +
+ + + − −
− + −
+2
( 1) ( 1)
1 2 2 1 1 2
0 0 0 0
11
1 0 0 0
(2 1 1) (
1 2
{ } [2( ){ ( ) }]{ }[
1 2 1( 1)
( )
j i Nn n n n
j l k n
h l mi l h m i l p
p h i
m j i l p m i
R R p R R
m m j j i l j i k
i j l h k
s
γ µ µ λ µ µ µµ
λ
γ µ µ ξ
+ +∞ ∞+ − + −
= = = =
−+ + − − +
= = =
− + − − − − − −
− − + − + −
− + + + + + + −
+ + +
∑∑∑∑
∑∑∑1) ( ) ( 1 1)
1 21 ( 1 2) 2( 1) 2
2 1 2
0 0 0 0
2( ) 2 [2( ) 2] 2
1 2 1
( ) [
]] ( 1) [ { ( ) }]
{(2 ) [( ) ] } [ {( )
l p m i k l g j h i p
j Ng j h i p l i j k i l i
j l k i
j k i N j k i N
s R
j lR p
l
s
λ ξ
γ γ λ µ µ µ
λ λ µ µ ξ ν ξλ λ ξ µ
− + − − + − − + + + + +
+∞ ∞ +− − + + + + + + − + + + +
= = = =
+ + − − − + + − −
+ +
+ − − − + −
+ + + + + − + +
∑∑∑∑
1 2
22 2 2( 1) 2 3
2 2 1 2 1
0
1(2 3) 1 2 2( ) (2 1)
1 2 2
0
2(2 1) 2( 1) (2 2)
1 2
0
( ) { ( ) }}]( ) [{ (2 )
[( ) ] ( ) [ (2 )
[( ) ] (2 ) [(
Ni i N
i
ni N n i i n
i
ni n n i i n
i
p s
s s
s s
λµµ
λ ξ µ λ µ µ µ λ µ ξ γ λ
λ µ µ ξ ν λ λ µ ξ γ λ
λ µ µ ξ ν γ λ
−− − + − +
=
−− − + − − − − − +
=
−− − + − − − − +
=
+
+ + + + − + + +
+ + + + + − + + +
+ + + + + −
∑
∑
∑ (2 2)
1 2
2
2 1 2 1 2 1 2 1 2 2 1 2 1
12 2( ) ( )
2 1 1
0 0 0 0 0 0
(
) ] ]
[ {(2 )( 2 )( ) ( ) (1 ) ( )
( ) }] ( 1) ( )
[{
i n
j l Nl h j k r k l h
j l k h r n
g j h
p
m j j l lp s
j l h
R
λ µ µ ξ ν
ξ µ µ ξ µ µ ξ µ µ µ µ µ µ µ µµ
µ µ µ γ λ ξ
− − +
+∞ ∞ ∞+ − + + − − +
= = = = = =
− + + −
+ + + + +
+ + + + + + − + − + +
+ + − + − + +
∑∑∑∑∑∑
) ( ) 1 ( 1) ( 1) 1
11 2 1 2 2 (2 2)
2 1 2 2 1
0
11 2( ) (2 1) (2
1 1 2
0
} { }]
( ) [ (2 ) [( ) ] [( ) ]
( ) [ (2 ) [( ) ]
l n g j h l n g j h l n g j h l n
Ni i N i N
i
nn i i n i n
i
R R R
s s p
s s
γ ξλ
λ µ ξ γ λ λ µ µ ξ ν µ µ λ
λ µ ξ γ λ λ µ µ ξ ν
− − + + − + − − + + − − + − + + − + + −
−− − + − + − − +
=
−− − − − + − − +
=
− − − +
+ + + + + + + + + +
+ + + + + + + +
∑
∑ 1)]]
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
46
1 1
1 2 1 2
0 0 0 0 0 0
( 1) 2( ) ( ) ( 1) ( 1
1 2
1
1 1[2( ) ] ( 1)
2 ( ) {
( )
j l mi l h
j l k h r i
j j k r l m i l k h g j h i l n g j h i l n
m j j l j l r m
j l h r i
s R R
s
µ µ µµ
γ µ µ ξ
ξ λ β ξ
+∞ ∞ ∞ −+ +
= = = = = =
− + − + + − − − − + + − + + + − − − − + + + − + +
−
+ + + + − + + −
+ + + −
− + + −
∑∑∑∑∑∑)
4 ( ) ( )
1 2 1 1 2
( ) ( ) ( )
1 1 2 1 2
1 1
0 0 0 0 0 0
}
2 ( ) { } [( )( ) ( )]
( ) { } [( )( ) ]
( 1)
g j h i l n g j h i l n
k r l g j h i l n g j h i l n
j l mi l h
j l k h r i
R R
s R R
λ µ µ γ λ ξ λ ξ µ λ µ µ
λ µ ξ λ ξ µ λ ξ µ µµ
− − + + + − − − + + + − +
− + − − + + + − − − + + + − +
+∞ ∞ ∞ −+ +
= = = = = =
− + − + + + + + +
+ + + − − + + + + +
−
∑∑∑∑∑∑ ( 6)
1 2
( ) ( 1) ( 1)
1 2 1
1 1
2 1 2
0 0 0
1( )
2 ( ) [{ }] [ ( )
( ) ] ( 1)
i k l l h
m i l h m i l h r m i l k g j h i l n g j h i l n
j Nl
j l k i
m j j l l j l r m
j l h r i
s R R
γ µ µ
λ µ µ ξ ξ λ ξ µ
λ ξ µ µµ
− + + + +
− − + − − + + − − − + − + + + − − + − + + + − + +
+ ∞ −
= = = =
+ + + + − +
+ + + − − + +
+ + + −∑∑∑ 2( 1) 2( ) 1
1 2
0
[2( ) 1]
1 2 1 2 1 2 2
2( )
1 1 2
0 0
1( ) (2 )
[( ) ] [3{( )( )} ( )
1(1 ) (1 )( ) ] ( 1)
j k i l i j k i N
j k i N
ll h j k
k h r
j j k
l k
s
j j kp p
l k
γ µ µ λ
λ µ µ ξ ν λ ξ µ λ ξ µ λµµ λ ξ µ
ξλ µ λ ξ µµ γ
∞− + + + + + + − +
− + + − +
∞+ − +
= =
+ + +
+ + + + + + + + + + + + +
+ + + − + − + −
∑
∑∑1
0 0 0
( ) ( ) ( ) 1 ( 1) ( 1)
3
1 1 2 1 2 2 1 1
2( 1) 2 2 (
1 2
( ) [{ } { }]
[ (1 )( ) ( ) (1 ) 2 ( ) ] ( )
[{ (2 ) [( ) ]
j
j l
k h l g j h l n g j h l n g j h l n g j h l n
i i N
s R R R R
p p s
s
λ ξ γ
ξ λξ λ ξ µ µ µ µµ λ µ λ ξ µ λ µ ξ
γ λ λ µ µ ξ ν
+∞ ∞
= = =
− + − − + + − − − + + − + − − + + − − + − + + − + +
−
− + − + −
+ + − − − +
− + + + + − + + + + +
+ + + + +
∑∑∑
2 12 2) 2 2 1
0 0
(2 1)
1 2 2 1 1 2 1 2
2 2 2 3
1 1 2 2 1 2
22( 1) (2 2)
1 2
0
{ (2 )
[( ) ] }] [ ( ) ( 1) ( 1) (1 )
( ) ( ) ]{3( ) 4( ) }
[ (2 ) [( )
N Ni N i i N
i i
i N
nn i i n
i
s p p
s s
s
γ λ
λ µ µ ξ ν λ µ µ µ µ µ µ
µ λ µ ξ µ λ µ ξ λ µ ξ λ µ ξ
γ λ λ µ µ ξ
− −− + − − +
= =
− − +
− −
−− − − − +
=
−
+ + + + + + − + − + − −
+ + + + + + + + + + + + +
+ + + + +
∑ ∑
∑ (2 2)] ]i nν − − +
(44)
Where
2
2 2
12 2
1 1 1
( ), ( ) 4 ( ) , 2[ ( 1) ]R s g l N Nk and
µ µα γ ν µ µ λ ξ λ µ µ γ
λ−
+= = + + + + − + = + + =
We are now in a position to complete the solution for the joint distribution of X (t) and Y (t).
Taking the Inverse Laplace transform of (38) to (44), using the tables [2, 4, 6], we obtain
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
47
[
11 ( 1 2)
0 0 0 0 0 1 0 0
2( 1) 1
1 2 2 1 1 2 ( 1) ( 1)
0,
1( 1)
1
{2( ) ( ) }[[ { }
( )
j j ll hl h p q j l h p q
j l k h r p q
j k h l
g j h l n g j h l n
n
j l j l r h j l
l h r p q
p I I
P t
λ
γ µ µ λ µ µ µ µ γ
+ −∞ ∞ ∞+ + + − + − + + +
= = = = = = =
− + + − + −+ + − − − + + − + +
+ + + − −
+ + − + −
=
∑∑∑∑∑∑∑
1 2
1 2
( 1 1)( )2 2( 1)
( 1) ( 1) 1 2
0
( )( )( )
( 1) ( ) ( 2) 1 2
( ){ }] ( )
( 1 1)!
[ { }](2 ( ) ).
t j k l h pt l h k h l
g j h l n g j h l n
t wp w
g j h l k g j h l k g j h l k
t wI I e
j k l h p
I I I w e e d
λ µ µ ξ
λ µ µ ξλ ξ
γ µ µ γ
γ λ µ µ
+ − + − −− + + +− + − + + +
+ + − − + + + − + +
− + + + −− ++ + + + + + + + + + + + + +
−− − + +
+ − + − −
− − +
∫
2 2 2
2 1 1 2 1 2 2 1 2 1
1( 1) ( 2) 2( )
( 1)
0 0 0 0 0
1
( 1) (
[ { ( ) ( )( )( ) (1 ) }]
( 1) 2 [[{
} {
j ll h j j k h l j k h l
g j h l n
j l k h r
g j h l n g
w
p p p
j l l j l rI
l h r
I I
λ ξ µ µ λ ξ µ λ ξ µ µ µ λµ µ µ λ λµ
λ γ
γ
+∞ ∞ ∞+ − + − + + − + − + + −
+ + − − −= = = = =
−+ + − + +
+
− + + + + + + − − + −
+ + + −
− −
∑∑∑∑∑
1 2
1 2
1( )
) ( ) ( )
0
( )( )1 ( )
( ) ( 1) ( 1) 1 2
1 2
( )}] [{
( 1)!
} { }](2 ( ) ). ]
( )[(
t k lt
j h l n g j h l n g j h l n
t ww
g j h l n g j h l n g j h l n
t wI e I
k l
I I I w e e dw
λ µ µ ξ
λ µ µ ξλ ξγ λ µ µ
ξ µ µ λ ξ
− −− + + +
+ + − − + + − + + + − −
− + + + −− − ++ + − + + + − − + + + − + −
− − + −
− −
− − +
+ + +
∫
1
1 2
2 22( 1)
1 2 1 2 1 2
00
1( )2 1
(2 2) (2 1) 1 2
0
( )( ) 2 1
1 2
( ))( ) {2( ) ( )}] [{
2!
(2 2) } { (2 1) }](2 ( ) ) . ]
] [ {( )( )( )}
t Ni
i
Nwi
i N i N
i
t w
t w
i N I i N I w w e
e dw
λ µ ξ
λ µ µ ξ
µ λ ξ µ µ µ λ ξ µ µ γ
γ λ µ µ
γ λ λ λ ξ λ ξ µ λ ξ µ
−− +
=
−− + +− −
− + − +=
− + + + − − −
− + + + + + + +
− + − − + +
+ − + + + + +
∑∫
∑
1 2
2
1 2
2 12( 1) 2( )
2 1 (2 2)
0 0
12 2( )2( 1) 1 2( 1)
(2 1) (2 2)
0 0 0 0
( )
(1 ) ( )][{ (2 2) } 3{ (2 1)
} { (2 2) } [ ( 1)
n nn i n i
i n
i i
jN Nti l i j k i
i n i N
i j l k i
p
p i n I i n
I i N I t eλ µ µ ξ
λ µ λ ξ µ
µ λ λ ξ µ γ γ
γ γ
− −− − −
− += =
+− ∞ +− + + +− + − + − + + +
− + − += = = = =
− + +
− − + + − + − − +
+ − + + −
∑ ∑
∑ ∑∑∑
1 2
0
2
( 2) ( 2)
0 0 0
1( )(2 1) 2 1
( ) ( 3) (2 1)
0
2 2 1[{ }] ( 1)
[{ }] (2 1) ]
jl
g j l i N g j l i N
j l k
Ntj l i
g j i g j i N
i
j l N j j kI I
l i l k
I I i N I t eλ µ µ ξγ γ
∞
+∞ ∞
+ + + − + + + + − −= = =
−− + + +− + − − −
+ + + + − +=
+ + + + + − + −
− − − +
∑
∑∑∑
∑
(45)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
48
1 11
0 0 0 0 0 1 0 0
( 1 1)2 2( 1) ( 1 2)
1 2 1 2
,1,0
1 1 1( 1)
1
( )[ ( ) ] 2
(
( )
j l h mi l h p
j l k h r p i
m i l k pj k l m j k l j k p
m
m m j j l j l r h
i j l h r p
t wp
m i l k p
P t
λ µ µ µµ γ
+∞ ∞ ∞ −+ + +
= = = = = = =
− + + + −+ + − + + − + − + + +
− + + + + + −
−+ +
− + + +
=
∑∑∑∑∑∑∑
1 2
( 1 1)
0
2 2 6
( 1 2) ( 1) ( 1) 1 2
1 2 2 2 1 ( 1 ) ( 1 ) 1 2
(
{1 1)!
} { } (2 ) [ ( ) (1 )
{( )( ) }][ ] (2 ( ) )
t
g j h i p
j i k
g j h i p g j h i l n g j h i l n
g j h i p l n g j h i p l n
I
I I I p
p I I w
eµ µ
γ λ γ λ µ µ λ
µµ µ λ ξ λ ξ µ λ µ λ µ µ
+ + + + +
− + + + −+ + + + + + + + − − + + + + − − −
+ + + + − − + + + + − +
− +
−
− + − − + + −
+ + + + − − +
∫
)( ) 2
2 1 2 2 1 2 2
1 11 ( ) (2 1)
2 1 2 1
0 0 0 0
( 1)
0
[ ( ) {( ) } (1 ) {( )
1( ) }] ( 1)
( )[{
( 1)!
t w
j i mi l m i l k m j i
j l k i
t m i l
dw p p p
j i l m j kp
l i k
t wI
m i l
ξ λξ λ ξ µ λ µ µ µ µµ λ µ λ ξ
λ ξ µ λ µµ λ µ γ
+ −
+ +∞ ∞ −+ − + − + − + − −
= = = =
− + −
+ + + + + − + − + +
+ + − + + + − −
−
− + −
∑∑∑∑
∫
2 1 2
22
( 1) ( 1) 1 2 1 2 2
0
1 2( ) ( )( )
( 1) ( 1) 1 2
0 0 0 0
2
1 2 2
( )}(2 ( ) ) [ {( ) }]
2!
[ ](2 ( ) ) ( 1)
[ [( ) ]
w
g j l n g j l n
j Nu t w l
g j l k n g j l k n
j l k i
l
w uI w p
I I u e du e dw
j lp
l
λ ξ µ µ µ ξ
λ µ µ λ ξ µ µ µ
λ µ µ
λ µ µ µ
+ + + − + + − +
+∞ ∞ +− + + − + + −
+ + + − − + + + − += = = =
−− + + + −
− + − −
+ + −
∫
∑∑∑∑
1 2
1
1( )1
[2( ) 2]
0
2( )( )
( 1) ( 1) 1 2 1 2 2
0
12( )
(2
0
( )(2( ) 2)
( 1)!
( )[ ](2 ( ) ) [ [( ) ]
2!
[ (2 1)
t j l iti
j k i N
t
t w
g j k l n g j k l n
nn i
i n
i
t wj k i N I t e
j l i
t wI I w e dw p
i n I
λ µ µ ξ
λ µ ξλ µ µ λξ µ µ µ
γ
− + −− + + ++ −
+ + − −
− + + −+ + − − − + + − + −
−−
+=
−+ + − − +
− + −
−− + + + −
+ +
∫
∫
∑ 1 1 2( ) ( )( )1
1) 1 2 1
13
2 1 2 2 1 2 2
0 0 0 0 0
( 1)2( )
(2 ( ) ). ] [2( )
1( ) ( ) [( ) ]] ( 1)
( )
( 1)!
w t w
j ll h
j l k h r
k h lj k r
w w e e dw
j lp p
l
m j l t w
j h k h l
λ ξ µ λ ξ µ µλ µ µ λ ξ µ
λ ξ µ λ µµ λ ξ µ λ µ µ µ
γ
− + + − + + + −−+
+∞ ∞ ∞+
= = = = =
+ − −− + +
+ + + +
+ + + + + + + + + − −
+ −
+ − −
∑∑∑∑∑
1
( ) ( ) ( 1) ( 1)
0
2 1 2( )( ) 2( 2) 2( 1)
1 2 (2 1)
0 00
1
(2 2) 1 2
[{ } { }]
( )(2 ( ) ). [ [{ (2 1) } {
2!
(2 2) }](2 ( ) ).
t
g j h l n g j h l n g j h l n g j h l n
t N Nt w i i
i N
i i
w
i N
I I I I
t ww e dw i N I
i N I w w e
λ ξ
ξ
γ
λ µ µ λξ γ γ
λ µ µ
−+ + − − + + − + + + − − + + + − + +
+ −− + − − + − +
− −= =
− −− +
− − −
−+ + − − +
− + +
∫
∑ ∑∫1 2( )( )
]t w
e dwλ ξ µ µ− + + + −
(46)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
49
1 11
0 0 0 0 0 1 0 0
( 1 1)2( 1) ( 1 1)
1 2 1 2
,0,1
1 1 1( 1)
1
( )[ ( ) ] 2
(
( )
j l h mi l h p
j l k h r p i
m i l k pj k l m j k r l j k p
m
j m j l j l r h m
j l h r p i
t w
m i l k p
P t
λ µ µ µµ γ
+∞ ∞ ∞ −+ + +
= = = = = = =
− + + + −+ + − + + + − + − + + +
+ + + + + − −
−+ +
− + + +
=
∑∑∑∑∑∑∑
1 2
( 1 1)
0
2 2 4
( 1 2) ( 1) ( 1) 1 2 1 2
1 1 1 ( 1 ) ( 1 ) 1 2
(
{1 1)!
} { } (2 ) [ ( ) (1 )
{( )( ) }][ ] (2 ( ) )
t
g j h i p
i k
g j h i p g j h i l n g j h i l n
g j h i p l n g j h i p l n
I
I I I p
p I I w
eµ µ ξ
γ λ γ λ µ µ µµ
µλ λ ξ λ ξ µ λ µ λ µ µ
+ + + + +
− + + −+ + + + + + + + − − − + + + − − +
+ + + + − − + + + + − +
− + +
−−
+ − − + + −
+ + + + − − +
∫
)( )
2 1 2 2 2 2
( 1)1 11 ( ) (2 1)
20
0 0 0 0
( 1) (
[ ( ) (1 ) {( )( ) (1 ) }]
1 1 ( )( 1)
( 1)!
[{
t w
m i lj i mt
i l m i l k m j i
j l k i
g j l n
dw p p p
j i m j i k t w
l i k m i l
I I
λξ λ ξ µ µµ λ µ λ ξ λ ξ µ λ µ
λ µ γ
−
− + −+ +∞ ∞ −+ − + − + − + − −
= = = =
+ + + −
+ + + + − + + + + − −
+ + − + + −−
− + −
−
∑∑∑∑ ∫
1 1 2
2
1) 1 2 ( 1) ( 1)0
1 1( ) ( )( )
1 2
0 0 0 0
2( 1)
1 2
( )}(2 ( ) ) [{ }
2!
1 1(2 ( ) )] ( 1)
[ [( ) ]
w
g j l n g j l k n g j l k n
j Nu t w i l
j l k i
j k i
w uw I I
j N N ju e du e dw
l i j
p
λ ξ µ µ µ ξ
λ µ µ ξ
λ µ µ
γ λ µ µ
+ + − + + + + − − + + + + −
+∞ ∞ −− + + − + + − +
= = = =
− + + +
−+ + −
+ − + + − −
+
∫
∑∑∑∑
1 2
1
( 1)( )1
[2( ) 1]0
1( )( ) 1 2( )
( 1) ( 1) 1 2 1 2
0
(1
(2 1)
( ){(2( ) 1) }
( 1)!
[{ }(2 ( ) )] [ [( ) ]
(2 1)
j l kt
tl i
j k i N
nt w n i i
g j k l n g j k l n
i
i n
t wj k i N I t e
j l k
I I w e dw p
i n I t e
λ µ µ ξ
λ ξ µλ µ µ λ ξ γ µ µ
− + −− + + ++ −
+ + − +
−− + + − − −
+ + − − − + + − + +=
−−+ +
−+ + − + +
− + −
− + + +
+ +
∫
∑1 2 )
1 2 1 2 2
( 1)12( )
1 2 ( ) ( )0
0 0 0 0 0
1
( 1) (
] [2( )( ) {(1 )( )
( )}] ( 1) [{ }
( 1)!
{
t
k h lj lt
l h j k
g j h l n g j h l n
j l k h r
g j h l n g j
p p
j l l t wI I
l h k h l
I I
λ µ µ ξ λ ξ µ λ ξ µ λ µµ λ ξ µ
µµ γ
γ
+ + +
+ − −+∞ ∞ ∞+ − +
+ + − − + + − += = = = =
−+ + − − + + +
+ + + + + + − + +
+ −+ − −
+ − −
− −
∑∑∑∑∑ ∫
1 2 2
( )( )
1) 1 2 2
2 2 32( 1) 2( 3)
1 2 1 (2 2)0
0 0
( ) ( )(1
(2 3) 1 2
}](2 ( ) )] [ (1 )( )
( )( ) ( )] [ (2 2) (2 3)
2!
](2 ( ) )]
t w
h l n
N Nt
i i
i N
i i
w t
i N
w e dw p
t wp i N I i N
I w w e e
λ ξ
λ µ µ ξ λ ξ µ
λ µ µ λξ ξλ λ ξ µ
µ µ λ λ ξ µ γ γ
λ µ µ
− + −− + +
− −− + − +
− += =
− + + + − + +−− +
+ + − + +
− + + + + − + − − +
+
∑ ∑∫
1 2
1 2
)
2 1 1 2 1 2
( )( ) ( )( )
1 2
0 0
2( )(2 3) 1
(2 2) 1 2
0
[( ) { (1 )
( )[( )( ) ]}][ 4 ]
1!
[{ (2 2) }(2 ( ) ) ]
w
t t
t w t w
nwn i
i n
i
dw p
t wp e e
i n I w w e dw
λ ξ µ λ ξ µ
λ µ µ ξ
µ µ µµ λ µµ
µ λ ξ λ ξ µ λ
γ λ µ µ
−
− + + − − + + −
−− + + +− − + −
− +=
+ − + −
−+ + + + − +
− + +
∫ ∫
∑
(47)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
50
1 1
1 2 1 2
0 0 0 0 0 0
( 1)( 1) 2( )
( 1) (
0
,0
1[2( ) ] ( 1)
1 ( )2 [{
( 1)!
( )
j l mi l h
j l k h r i
t m i l k hj j k r l
g j h i l n g j h i
m
m j j l j l r
j l h r
m t wI I
i m i l k h
P t
µ µ µµ
γ
+∞ ∞ ∞ −+ +
= = = = = =
− − + + −− + − + + −
+ + + − − − + + +
+ + + + + + −
− − − − − + + −
=
∑∑∑∑∑∑
∫
1 1 2
1)
4
1 2 ( ) ( ) 1 2
( 1)
1 1 2 ( ) ( ) 1 2
0
( ) ( )( )
}
2 ( ) { }](2 ( ) ) [( )(
( )) ( )][ { }(2 ( ) )]
( 1)!
[(
l n
g j h i l n g j h i l n
w k r l
g j h i l n g j h i l n
u t w
I I w
w uI I u
k r l
e e dwλ ξ µ µ µ ξ
λ µ µ γ λ µ µ λ ξ λ ξ
µ λ µ µ λ µ µ
− + +
−+ + + − − + + + − +
+ − −
+ + + − − + + + − +
− + + − + + −
− + − + + + + +
−+ + − +
+ − −
−
∫
1 2 1 2
1 1( 6)
1 2
0 0 0 0 0 0
( 1)
(
0
)( ) ]
1( 1) ( )
( )2 [{
( 1)!
j l mi l h i k l l h
j l k h r i
t m i l km i l h m i l h r
g j h i l
m j j l l j l r m
j l h r i
t wI
m i l k
λ ξ µ λ ξ µ µµ
γ µ µ
λ
+∞ ∞ ∞ −+ + − + + + +
= = = = = =
− − + −− − + − − + +
+ + + −
+ + + + +
+ + + + − − +
−
− − + −
∑∑∑∑∑∑
∫
1 2
1 2
1) ( 1) 1 2
1 1( )( )
1 2 1 2
0 0 0 0
( )2( 1) 1
1 2 [2( ) 1]
}(2 ( ) )]
1[ ( )( ) ] ( 1)
( ) (2( ) 1) [3{
n g j h i l n
j Nt w l
j l k i
tj k i l i
j k i N
I w
j j ke dw
l k
j k i N I t e
µ µ ξ
λ µ µ ξ
λ µ µ
ξ λ ξ µ λ ξ µ µµ
γ µ µ
− + + + + − + +
+∞ ∞ −− + + −
= = = =
− + + +− + + + + −+ + − +
− +
+ + − + + + + + −
+ + + − + +
∑∑∑∑
1
2 1 2 2 1 1 2
( 1)12( )
( ) ( )
0 0 0 0 0 0
1
( 1) (
( )
( )} ( ) (1 ) (1 )( ) ]
1 ( )( 1) [{ }
( 1)!
{
t k h lj ll h j k
g j h l n g j h l n
j l k h r
g j h l n g j
p p
j j k t wI I
l k k h l
I I
λ ξ µ
λ ξ µ λµµ λ ξ µ ξλ µ λ ξ µµ
γ
γ
+ − −+∞ ∞ ∞+ − +
+ + − − + + − += = = = =
−+ + − − + + +
+ +
+ + + + + + − + − +
+ + −− −
+ − −
− −
∑∑∑∑∑ ∫
1 1 2
( )
1) 1 2 1
2 22( 1)
1 2 1 2 2 1 (2 2)
00
( ) ( )( )2 1
(2 1) 1 2
}](2 ( ) ) [ (1 )( )
( )( ) (1 ) 2 ( ) ] [{ (2 2) }
2!
{ (2 1) }](2 ( ) )
w
h l n
t Ni
i N
i
w t wi
i N
w e dw p
t wp i N I
i N I w w e e
λ ξ
λ µ ξ λ µ µ ξ
λ µ µ ξ λξ λ ξ µ
µ µ µµ λ µ λ ξ µ γ
γ λ µ µ
− +− + +
−− +
− +=
− + + − + + + −− −− +
+ + − + +
−+ + − + + − +
− − + +
∑∫
1 2
1
0
2 2
2 1 1 2 1 2 1 1 2 2
2 2( )( ) ( )( ) 2( 1)
(2 2)
00 0
[ ( ) ( 1) ( 1) (1 ) ( ) ( ) ]
( ) ( )[{3 4 } ][ (2 2) ]
1! 2!
N
i
t t nt w t w n i
i n
i
dw
p p
t w t we e dw i n I
λ ξ µ λ ξ µ
λ µ µ µ µ µ µ µ λ µ ξ µ λ µ ξ
γ
−
=
−− + + − − + + − − − −
− +=
+
− + − + − − + + + + + +
− −+ − +
∑
∑∫ ∫
(48)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
51
1 11 1
1 2
0 0 0 0 0 0 0 1 0
1
1 2 2 1 1 2
2
,
1 1[2( ) ][ ( 1)
[2( ){ ( ) }]1
( )
j i j ll m hi l p q
j l k h r i q p
m i l p m i
n
m n
m m j j i
i j l
l j i k h j l r qp
h k p q
P t
µ µ γ
λ µ µ λ µ µ µ µ
γ
λ
+ + −∞ ∞ ∞ −− + + +
= = = = = = = =
− − + −
− + + + + −
+ + + + + + − +
=
∑ ∑ ∑∑∑∑∑∑
1
1
( 1 1)(2 1) 4
( 1 1) ( 1 2)
0
( 1 ) ( 1 2) ( 1 1) ( 1 3)
(
2 1
( )[{ }
( 1 1)!
{ } { }
](2 ( ) )]
l q p
t m i l p q
m j i q
g j h i p g j h i p
g j h i p q k g j h i p q k g j h i p k q r g j h i p k q r
t wI I
m i l p q
I I I I
w eµ
γ γ
λ µ µ
− − +
− − + + −− + − − + −
+ + + + + + + + + +
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + +
−
−− −
− − + + −
− + −
+
∫
2 )( )
2 11
0 0 0 0 1 0 0
( 1 1)(2 2 1)
1 2 1[ ( 1)
( )
(
t w
j i l h mi l h m i l p
j l k h p i
m i l pm j i l n
dw
m m j j i l j i k
i j l h k
t w
m i l p
µ ξ
λ
γ
+ + −
+ +∞ ∞ −+ + − − +
= = = = = =
− − + −− + − − − −
− + + + + + + −
−
− − +
+
∑ ∑ ∑∑∑∑( 1)
0 0
1
( 1 ) ( 1 2)
( 1 1) ( 1 3) 1 2 2
( )[ {( 1 )
1 1)! ( 1)!
( 1 2) } {( 1 1)
( 1 3) }] [2( ){ (
t w m i l k
g j h i p n g j h i p n
g j h i p n g j h i p n
w ug j h i p n
m i l k
I g j h i p n I g j h i p n
I g j h i p n I p
γ
γ
µ µ λ µ
− − + −
−+ + + + − + + + + + +
+ + + + − + + + + + + +
−+ + + + −
− − − + −
− + + + + + + − + + + + − +
− + + + + + + − + −
∫ ∫
1 2
1
1 2 ( 1 1)
1
( 1 1) ( 1 2)
( )( )1 ( )( )
( 1 2) 2 1
)
}][{( 1 1) ( 1 1)
} {( 1 2)
( 1 2) }](2 ( ) ) ]
g j h i p n
g j h i p n g j h i p n
t ww u
g j h i p n
g j h i p n I g j h i p n
I g j h i p n I
g j h i p n I u e du e dµ µ ξλ ξ
µ
µ µ
γ
λ µ µ
+ + + + − +
−+ + + + + + + + + + + +
− + + −− − + −+ + + + − +
+ + + + + − + − + + + + + +
− + + + + + + −
+ + + + − + +
1 2
1 22( 1) 2
2 1 2
0 0 0 0
( )1 2 2 2
[2( ) 2] 1 1 2 2 2 1
2( 1)
2
0
( 1) [ { ( ) }] {(2( ) 2)
} [ {( ) ( ) { ( )
( )}}] [{ (2 3)
1!
j Nl i j k i l i
j l k i
t
j k i N
t
i
i
w
j lp j k i N
l
I t e p
t wi N
λ µ µ ξ
γ λ µ µ µ
ξλ λ ξ µ λµ µ λ ξ µ λ µ µ
µ γ
+∞ ∞ ++ − + + + +
= = = =
− + + +−+ + − −
− +
=
+ − − + − + + − −
− + + + + + + +
−− − +
∑∑∑∑
∫ 1 2
1 2 2 1
2( )1
(2 3) 2 1
0
1 21 2( ) 2( 1)
(2 1) (2 2) 2 1
0 00
( ) ( )( ) ( )( )1
}(2 ( ) ). ]
( )[{ (2 1) (2 2) }(2 ( ) )
1!
. . ] ]
Nw
i N
w n nn i n i
i n i n
i i
u w u t w
I w w e
w ui n I i n I u
u e e du e dw
λ µ µ ξ
λ µ µ ξ λ µ ξ λ µ ξ
λ µ µ
λ γ γ λ µ µ
−− + + +−
− +
− −− − − − − −
− + − += =
− + + + − + + − − + + −−
+
−− − + − − + +
∑
∑ ∑∫
2
2 1 2 1 2 1 2 1 2 2 1 2 1
( 1)2 2( )
2 1 1
0
[ {(2 )( 2 )( ) ( ) (1 ) ( )
( )( ) }] ( 1)
( 1)!
t k l hl h j k r
p
m j j l l t wp
j l h k l h
ξ µ µ ξ µ µ ξ µ µ µ µ µ µ µ µ µ
µ µ µ γ− + −
+ − + +
+ + + + + − + − + +
+ + −− + −
− + −
+
∫
1 2 1 2
1
0 0 0 0 0
1
( ) ( ) ( 1) ( 1) 2 1
1( )( ) ( )1 2 1 1
(2 2) 2 1
00
2 1
[{ } { }](2 ( ) )
[{ (2 2) }(2 ( ) )
[( )
j l
j l k h r
g j h l n g j h l n g j h l n g j h l n
t Nt w wi
i N
i
I I I I w
e i N I w w eλ µ µ ξ λ µ µ ξ
γ λ µ µ
ξλ γ λ µ µ
µ µ
+∞ ∞ ∞
= = = = =
−+ + − − + + − + + + − − + + + − + +
−− + + + − − + + +− − + −
− +=
− − − +
+ − + +
+ +
∑∑∑∑∑
∑∫
1 2
1 2
1( )2( ) 1
(2 1) 2 1
00
( )( ) ( )( )
] [ (2 1) ](2 ( ) ) . ]
] ]
w nun i
i n
i
w u t w
p i n I u u e
e du e dw
λ µ µ ξ
λ µ ξ λ µ ξ
λ γ λ µ µ−
− + + +− − −− +
=
− + + − − + + −
− + +
∑∫
(49)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
52
1 1
1 2 1 2
0 0 0 0 0 0
( 1)( 1) 2( ) ( )
0
,00
1[2( ) ] ( 1)
1 ( )2 {( ) ( )
( 1)!
( )
j l mi l h
j l k h r i
t m i l k hj j k r l w
m
m j j l j l r
j l h r
m t we
i m i l k h
e
P t
λ β ξ
µ µ µ µ
γ λ β λ β ξ
+∞ ∞ ∞ −+ +
= = = = = =
− − + + −− + − + + − − + −
+ + + + + + −
− − + − + − − − + + −
=
∑∑∑∑∑∑
∫( )
( 1) ( 1)
4
1 2 ( ) ( ) 1 2
( 1)
1 1 2 ( ) ( ) 1 2
0
} [{ }
2 ( ) { }](2 ( ) ) [( )(
( )) ( )][ { }(2 ( )
( 1)!
w
g j h i l n g j h i l n
g j h i l n g j h i l n
w k r l
g j h i l n g j h i l n
I I
I I w
w uI I u
k r l
λ β ξ
λ µ µ γ λ µ µ λ ξ λ ξ
µ λ µ µ λ µ µ
− + −+ + + − − − + + + − + +
−+ + + − − + + + − +
+ − −
+ + + − − + + + − +
−
− + − + + + + +
−+ + − +
+ − −∫
1 1 2( ) ( )( )
1 2 1 2
1 1( 6)
1 2
0 0 0 0 0 0
(
)]
[( )( ) ]
1( 1) ( )
( )2
u t w
j l mi l h i k l l h
j l k h r i
m i l h m i l h r
e e dw
m j j l l j l r m
j l h r i
t w
λ ξ µ µ µ ξ λ ξ µ λ ξ µ µ µ
γ µ µ
λ
− + + − + + −
+∞ ∞ ∞ −+ + − + + + +
= = = = = =
− − + − − + +
− + + + + +
+ + + + − − +
−
∑∑∑∑∑∑
1 2
1)
( 1) ( 1) 1 2
0
1 1( )( )
1 2 1 2
0 0 0 0
2( 1)
1 2
[{ }(2 ( ) )]( 1)!
1[ ( )( ) ] ( 1)
( ) (2( )
t m i l k
g j h i l n g j h i l n
j Nt w l
j l k i
j k i l i
I I wm i l k
j j ke dw
l k
j k i N
µ µ ξ
λ µ µ
ξ λ ξ µ λ ξ µ µ µ
γ µ µ
− − + −
+ + + − − + + + + − + +
+∞ ∞ −− + + −
= = = =
− + + + +
− +− − + −
+ + − + + + + + −
+ + + − +
∫
∑∑∑∑1 2( )1
[2( ) 1] 1
2 1 2 2 1 1 2
( 1)2( )
( ) ( )
0 0 0 0
1) [3{( )
( )} ( ) (1 ) (1 )( ) ]
1 ( )( 1) [{ }
( 1)!
t
j k i N
t k h lll h j k
g j h l n g j h l n
k h r
I t e
p p
j j k t wI I
l k k h l
λ µ µ ξ λ ξ µ
λ ξ µ λµ µ λ ξ µ ξλ µ λ ξ µ µ
γ
− + + +−+ + − +
+ − −∞ ∞+ − +
+ + − − + + − += = =
+ + +
+ + + + + + − + − +
+ + −− −
+ − − ∑∑∑ ∫
1
0 0
1 ( )
( 1) ( 1) 1 2 1
2 22( 1)
1 2 1 2 2 1 (2 2)
00
2
(2 1) 1
{ }](2 ( ) ) [ (1 )( )
( )( ) (1 ) 2 ( ) ] [{ (2 2) }
2!
{ (2 1) }](2 (
j
j l
w
g j h l n g j h l n
t Ni
i N
i
i
i N
I I w e dw p
t wp i N I
i N I
λ ξγ λ µ µ ξ λξ λ ξ µ
µ µ µ µ λ µ λ ξ µ γ
γ λ µ µ
+∞
= =
− − ++ + − − + + + − + +
−− +
− +=
−− +
− − + + − + +
−+ + − + + − +
− − + +
∑∑
∑∫
1 1 2
1 2
1( ) ( )( )1
2
0
2 2
2 1 1 2 1 2 1 1 2 2
2 2( )( ) ( )( ) 2( 1)
(2 2
00 0
) )
[ ( ) ( 1) ( 1) (1 ) ( ) ( ) ]
( ) ( )[{3 4 } ][ (2 2)
1! 2!
Nw t w
i
t t nt w t w n i
i n
i
w w e e dw
p p
t w t we e dw i n I
λ µ ξ λ µ µ ξ
λ ξ µ λ ξ µ
λ µ µ µ µ µ µ µ λ µ ξ µ λ µ ξ
γ
−− + + − + + + −−
=
−− + + − − + + − − − −
− +=
+
− + − + − − + + + + + +
− −+ − +
∑
∑∫ ∫ )]
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
53
2 1 11 1
1 2
0 0 0 0 0 0 0 1 0 0
1
1 2 2 1 1 2
1 1[2( ) ][ ( 1)
[2( ){ ( ) }]1
n j i j ll m h Ni l p q
j l k h r i q p n
m i l p m i
m m j j i
i j l
l j i k h j l r qp
h k p q
γµ µ γ
λ
λ µ µ λ µ µ µ µ
ξ
+ + −∞ ∞ ∞ −− + + +
= = = = = = = = =
− − + − −
− + + + + −
+ + + + + + − +
−
∑∑∑∑∑∑∑∑∑
1
( 1 1)(2 1) 4
( 1 1) ( 1 2)
0
( 1 ) ( 1 2) ( 1 1) ( 1 3)
(
2 1
( )[{ }
( 1 1)!
{ } { }
](2 ( ) )
l q p
t m i l p qm j i q
g j h i p g j h i p
g j h i p q k g j h i p q k g j h i p k q r g j h i p k q r
t wI I
m i l p q
I I I I
w e λ β
γ γ
λ µ µ
− +
− − + + −− + − − + −
+ + + + + + + + + +
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + +
− + −
−− −
− − + + −
− + −
+
∫
1 2
2 1( )( ))
0 0 0 0 1 0 0 0
( 1 1) ( 11 (2 2 1)
1] [ ( 1)
2 1 ( ) ( )
( 1 1)!
j i l h m Nt ww i l h
j l k h p i n
m i l p m i l km i l p m j i l n
m m je dw
i j
j i l j i k t w w u
l h k m i l p
µ µ ξξ
λ γ
+ +∞ ∞ −− + + − + +
= = = = = = =
− − + − − − + −− − + − + − − − −
− + + −
+ + + + + − −
− − + −
∑ ∑ ∑∑∑∑∑
)
0 0
1
( 1 ) ( 1 2)
( 1 1) ( 1 3)
1 2 2 1 1 2
( 1)!
[ {( 1 ) ( 1 2) } {
( 1 1) ( 1 3) }]
[2( ){ ( ) }][{(
t w
g j h i p n g j h i p n
g j h i p n g j h i p n
m i l k
g j h i p n I g j h i p n I
g j h i p n I g j h i p n I
p g j h i
γ γ
µ µ λ µ µ µ µ
−+ + + + − + + + + + +
+ + + + − + + + + + + +
− − + −
+ + + + − − + + + + + + −
+ + + + − + − + + + + + + −
+ − + + + +
∫ ∫
1 2
( 1 1)
1
( 1 1) ( 1 2)
1 ( )( ) ( )
( 1 2) 2 1
( )( )
1 1)
( 1 1) } {( 1 2)
( 1 2) }](2 ( ) ) ] ]
( 1)
g j h i p n
g j h i p n g j h i p n
w u w
g j h i p n
t w l i
p n I
g j h i p n I g j h i p n I
g j h i p n I u e du e
e dw
λ ξ λ β ξ
µ µ ξ
γ
λ µ µ
+ + + + − +
−+ + + + + + + + + + + +
− − + − − + −+ + + + − +
− + + − +
+ − + −
+ + + + + + − + + + + + + −
+ + + + − + +
− −
1 2
1 22( 1) 2
2 1 2
0 0 0 0
( )1 2 2 2
[2( ) 2] 1 1 2 2 2 1
22( 1)
2 (2
00
[ { ( ) }] {(2( )
2) } [ {( ) ( ) { ( )
( )}}] [{ (2 3)
1!
j Nj k i l i
j l k i
t
j k i N
t Ni
i
i
j lp j k i
l
N I t e p
t wi N I
λ µ µ ξ
γ λ µ µ µ
ξλ λ ξ µ λµ µ λ ξ µ λ µ µ
µ γ
+∞ ∞ +− + + + +
= = = =
− + + +−+ + − −
−− +
=
+ + − + +
− − − + + + + + + +
−− − +
∑∑∑∑
∑∫ 1 2
1 2 2 1
( )1
3) 2 1
1 21 2( ) 2( 1)
(2 1) (2 2) 2 1
0 00
( ) ( )( ) ( )( )1 ( )
}(2 ( ) ). ]
( )[{ (2 1) (2 2) }(2 ( ) )
1!
. . ] ] ]
w
N
w n nn i n i
i n i n
i i
u w u t ww
w w e
w ui n I i n I u
u e e du e e dw
λ µ µ ξ
λ µ µ ξ λ µ ξ λ µ ξλ β ξ
λ µ µ
λ γ γ λ µ µ
− + + +−− +
− −− − − − − −
− + − += =
− + + + − + + − − + + −− − + −
+
−− − + − − + +
+
∑ ∑∫
2 1 2 1
12 2
2 1 2 1 2 2 1 2 1 2 1 1
0 0 0 0 0 0
( 1)2( )
( ) (
0
[ {(2 )( 2 )
( ) ( ) (1 ) ( ) ( ) }] ( 1)
( )[{
( 1)!
j l Nl h
j l k h r n
t k l hj k r
g j h l n g j h l
m jp p
j
j l l t wI I
l h k l h
ξ µ µ ξ µ µ ξ
µ µ µ µ µ µ µ µ µ µ µ µ
γ
+∞ ∞ ∞+
= = = = = =
− + −− + +
+ + − − + + −
+ + + +
+ + − + − + + − + −
+ −−
− + −
∑∑∑∑∑∑
∫
1 2
1 2
1
) ( 1) ( 1)
1( )( ) 1 2 1 1
2 1 (2 2) 2 1
00
1( ) 2( )
2 1 (2 1) 2 1
0
} { }]
(2 ( ) ) [{ (2 2) }(2 ( ) )
[( ) ] [ (2 1) ](2 ( ) )
n g j h l n g j h l n
t Nt w i
i N
i
nw n i
i n
i
I I
w e i N I w w
e p i n I u u
λ µ µ ξ
λ µ µ ξ
γ
λ µ µ ξλ γ λ µ µ
µ µ λ γ λ µ µ
−+ + + − − + + + − + +
−− + + + − − − + −
− +=
−− + + + − − −
− +=
− −
+ + − + +
+ + − + +
∑∫
∑ 1 2
1 2
( )1
0
( )( ) ( )( )( )
. ]
] ] ]
w
u
w u t ww
e
e du e e dw
λ µ µ ξ
λ µ ξ λ µ ξλ β ξ
− + + +
− + + − − + + −− + −
∫
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
54
2 1 11 1
1 2
0 0 0 0 0 0 0 1 0 0
1
1 2 2 1 1
,00
1 1[2( ) ][ ( 1)
[2( ){ ( )1
( )
n j i j ll m h Ni l p q
j l k h r i q p n
m i l p
m
m m j j i
i j l
l j i k h j l r qp
h k p q
Q t
γµ µ γ
λ
λ µ µ λ µ µ µ
ξ
+ + −∞ ∞ ∞ −− + + +
= = = = = = = = =
− − +
− + + + + −
+ + + + + + − +
=
∑∑∑∑∑∑∑∑∑
1
2
( 1 1)(2 1) 4
( 1 1) ( 1 2)
0
( 1 ) ( 1 2) ( 1 1) ( 1 3)
2 1
}]
( )[{ }
( 1 1)!
{ } { }
](2 ( )
m i l q p
t m i l p qm j i q
g j h i p g j h i p
g j h i p q k g j h i p q k g j h i p k q r g j h i p k q r
t wI I
m i l p q
I I I I
w
µ
γ γ
λ µ µ
− − − +
− − + + −− + − − + −
+ + + + + + + + + +
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + +
−− −
− − + + −
− + −
+
∫
1 2
2 1( )( )( )
0 0 0 0 1 0 0 0
( 1 1) (1 (2 2 1)
1) ] [ ( 1)
2 1 ( ) ( )
( 1 1)!
j i l h m Nt ww i l h
j l k h p i n
m i l p mm i l p m j i l n
m m je e dw
i j
j i l j i k t w w u
l h k m i l p
µ µ ξλ β ξ
λ γ
+ +∞ ∞ −− + + −− + − + +
= = = = = = =
− − + −− − + − + − − − −
− + + −
+ + + + + − −
− − + −
∑∑∑∑∑∑∑1)
0 0
1
( 1 ) ( 1 2)
( 1 1) ( 1 3)
1 2 2 1 1 2
( 1)!
[ {( 1 ) ( 1 2) } {
( 1 1) ( 1 3) }]
[2( ){ ( ) }][{
t w i l k
g j h i p n g j h i p n
g j h i p n g j h i p n
m i l k
g j h i p n I g j h i p n I
g j h i p n I g j h i p n I
p
γ γ
µ µ λ µ µ µ µ
− − + −
−+ + + + − + + + + + +
+ + + + − + + + + + + +
− − + −
+ + + + − − + + + + + + −
+ + + + − + − + + + + + + −
+ − +
∫ ∫
1 2
( 1 1)
1
( 1 1) ( 1 2)
1 ( )( ) ( )
( 1 2) 2 1
( )( )
( 1 1)
( 1 1) } {( 1 2)
( 1 2) }](2 ( ) ) ] ]
g j h i p n
g j h i p n g j h i p n
w u w
g j h i p n
t w
g j h i p n I
g j h i p n I g j h i p n I
g j h i p n I u e du e
e dw
λ ξ λ β ξ
µ µ ξ
γ
λ µ µ
+ + + + − +
−+ + + + + + + + + + + +
− − + − − + −+ + + + − +
− + + −
+ + + + − + −
+ + + + + + − + + + + + + −
+ + + + − + +
1 2
1 22( 1) 2
2 1 2
0 0 0 0
( )1 2 2 2
[2( ) 2] 1 1 2 2 2 1
2( 1)
2
00
( 1) [ { ( ) }] {(2( )
2) } [ {( ) ( ) { ( )
( )}}] [{ (2 3)
1!
j Nl i j k i l i
j l k i
t
j k i N
t
i
i
j lp j k i
l
N I t e p
t wi N
λ µ µ ξ
γ λ µ µ µ
ξλ λ ξ µ λµ µ λ ξ µ λ µ µ
µ γ
+∞ ∞ ++ − + + + +
= = = =
− + + +−+ + − −
− +
=
+ − − + − + +
− − − + + + + + + +
−− − +
∑∑∑∑
∫ 1 2
1 2 2 1
2( )1
(2 3) 2 1
1 21 2( ) 2( 1)
(2 1) (2 2) 2 1
0 00
( ) ( )( ) ( )1 ( )
}(2 ( ) ). ]
( )[{ (2 1) (2 2) }(2 ( ) )
1!
. . ] ] ]
Nw
i N
w n nn i n i
i n i n
i i
u w u w
I w w e
w ui n I i n I u
u e e du e e
λ µ µ ξ
λ µ µ ξ λ µ ξ λ µ ξλ β ξ
λ µ µ
λ γ γ λ µ µ
−− + + +−
− +
− −− − − − − −
− + − += =
− + + + − + + − − + +− − + −
+
−− − + − − + +
∑
∑ ∑∫( )
2 1 2 1
12 2
2 1 2 1 2 2 1 2 1 2 1 1
0 0 0 0 0 0
( 1)2( )
( )
0
[ {(2 )( 2 )
( ) ( ) (1 ) ( ) ( ) }] ( 1)
( )[{
( 1)!
t w
j l Nl h
j l k h r n
t k l hj k r
g j h l n
dw
p p
m j j l l t wI I
j l h k l h
ξ µ µ ξ µ µ ξ
µ µ µ µ µ µ µ µ µ µ µ µ
γ
−
+∞ ∞ ∞+
= = = = = =
− + −− + +
+ + − −
+ + + + +
+ − + − + + − + −
+ + −−
− + −
∑∑∑∑∑∑
∫
1 2
1 2
1
( ) ( 1)
1( )( ) 1 2 1
( 1) 2 1 (2 2)
00
1( )1 2( )
2 1 2 1 (2 1)
00
} {
}](2 ( ) ) [{ (2 2) }
(2 ( ) ) [( ) ] [ (2 1) ]
(2
g j h l n g j h l n
t Nt w i
g j h l n i N
i
w nw n i
i n
i
I
I w e i N I
w w e p i n I
λ µ µ ξ
λ µ µ ξ
γ
λ µ µ ξλ γ
λ µ µ µ µ λ γ
λ
−+ + − + + + − − +
−− + + + − − − +
+ + − + + − +=
−− + + +− − −
− +=
− −
+ + − +
+ + + − +
∑∫
∑∫1 2 1 2( ) ( )( ) ( )( )1 ( )
2 1( ) ) . ] ] ] ]u w u t ww
u u e e du e e dwλ µ µ ξ λ µ ξ λ µ ξλ β ξµ µ − + + + − + + − − + + −− − + −
+
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
55
1 1
1 2 1 2
0 0 0 0 0 0
( 1)( 1) 2( )
( 1) ( 1
0
1[2( ) ] ( 1)
1 ( )2 [{
( 1)!
j l mi l h
j l k h r i
t m i l k hj j k r l
g j h i l n g j h i l n
m j j l j l r
j l h r
m t wI I
i m i l k h
µ µ µ µ
γ
ξ
+∞ ∞ ∞ −+ +
= = = = = =
− − + + −− + − + + −
+ + + − − − + + + − + +
+ + + + + + −
− − − − − + + −
−
∑∑∑∑∑∑
∫
1 1 2
)
4
1 2 ( ) ( ) 1 2
( 1)
1 1 2 ( ) ( ) 1 2
0
( ) ( )( )( )
}
2 ( ) { }](2 ( ) ) [( )(
( )) ( )][ { }(2 ( ) )]
( 1)!
]
g j h i l n g j h i l n
w k r l
g j h i l n g j h i l n
u t ww
I I w
w uI I u
k r l
e e e dwλ ξ µ µ µ ξλ β ξ
λ µ µ γ λ µ µ λ ξ λ ξ
µ λ µ µ λ µ µ
−+ + + − − + + + − +
+ − −
+ + + − − + + + − +
− + + − + + −− + −
− + − + + + + +
−+ + − +
+ − −
∫
1 2 1 2
1 1( 6)
1 2
0 0 0 0 0 0
( 1)
(
0
[( )( ) ]
1( 1) ( )
( )2 [{
( 1)!
j l mi l h i k l l h
j l k h r i
t m i l km i l h m i l h r
g j
m j j l l j l r m
j l h r i
t wI
m i l k
λ ξ µ λ ξ µ µµ
γ µ µ
λ
+∞ ∞ ∞ −+ + − + + + +
= = = = = =
− − + −− − + − − + +
+ +
− + + + + +
+ + + + − − +
−
− − + −
∑∑∑∑∑∑
∫
1 2
1) ( 1) 1 2
1 1( )( )( )
1 2 1 2
0 0 0 0
2( 1) 1
1 2 [2( ) 1]
}(2 ( ) )]
1] [ ( )( ) ] ( 1)
( ) (2( ) 1)
h i l n g j h i l n
j Nt ww l
j l k i
j k i l i
j k i N
I w
j j ke e dw
l k
j k i N I t e
µ µ ξλ β ξ
λ µ µ
ξ λ ξ µ λ ξ µ µµ
γ µ µ
+ − − + + + + − + +
+∞ ∞ −− + + −− + −
= = = =
−− + + + + −+ + − +
− +
+ + − + + + + + −
+ + + − +
∑∑∑∑
1 2( )
1
2 1 2 2 1 1 2
( 1)12( )
( ) ( )
0 0 0 0 0 0
1
(
[3{( )
( )} ( ) (1 ) (1 )( ) ]
1 ( )( 1) [{ }
( 1)!
{
t
t k h lj ll h j k
g j h l n g j h l n
j l k h r
g j
p p
j j k t wI I
l k k h l
I
λ µ µ ξ λ ξ µ
λ ξ µ λµ µ λ ξ µ ξλ µ λ ξ µ µ
γ
γ
+ + +
+ − −+∞ ∞ ∞+ − +
+ + − − + + − += = = = =
−+
+ + +
+ + + + + + − + − +
+ + −− −
+ − −
−
∑∑∑∑∑ ∫( ) ( )
1) ( 1) 1 2 1
2 22( 1)
1 2 1 2 2 1 (2 2)
00
(2 1
(2 1) 1 2
}](2 ( ) ) ] [ (1 )( )
( )( ) (1 ) 2 ( ) ] [{ (2 2) }
2!
{ (2 1) }](2 ( ) )
w w
h l n g j h l n
t Ni
i N
i
i
i N
I w e e dw p
t wp i N I
i N I w w e
λ β ξ λ ξ
λ
λ µ µ ξ λξ λ ξ µ
µ µ µ µ λ µ λ ξ µ γ
γ λ µ µ
− + − − ++ − − + + + − + +
−− +
− +=
−− −− +
− + + − + +
−+ + − + + − +
− − + +
∑∫
1 1 2
1 2
1) ( )( )( )
0
2 2
2 1 1 2 1 2 1 1 2 2
2 2( )( ) ( )( ) 2( 1)
(2 2
00 0
]
[ ( ) ( 1) ( 1) (1 ) ( ) ( ) ]
( ) ( )[{3 4 } ][ (2 2)
1! 2!
Nw t ww
i
t t nt w t w n i
i n
i
e e dw
p p
t w t we e dw i n I
µ ξ λ µ µ ξλ β ξ
λ ξ µ λ ξ µ
λ µ µ µ µ µ µ µ λ µ ξ µ λ µ ξ
γ
−+ + − + + + −− + −
=
−− + + − − + + − − − −
− +=
+
− + − + − − + + + + + +
− −+ − +
∑
∑∫ ∫ )]
(51)
Where 1 2( ) , 2 ( )I t Iν να α λ µ µ≡ = +
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
56
4. NUMBER OF TIMES THE SYSTEM REACHES ITS CAPACITY IN TIME t
Putting y=1 in (26) and on simplification, we have
[ ]1
1( ,1; ) 1 ( 1) ( , )
N
AH x s x P x s
sλ
−
−= + − (52)
Using (28) in (52) and setting x=0, we have
1510,.
16
( ) 1ZA
P ss Z
− = −
(53)
Where
1
1
1 1
2
1 1 2 1 2 2 2 1 2
2 2 2
15 2 1 2 2 2 1 2
2 1 2 2 1 2 2 1 2 2 2
[( ){ ( )} ( )][ (1){ ( ) ( )}
(2)] [[( )( ) ][ (1){ ( )}
(2) ( )] ( )[ (1){ ( )} (2){ } (3) ]]
s A s A V B B B
Z B V s s s A V B B B
V B A V B B V B B V B
ξ µ λ ξ µ µ γ λ µ µ
λγ ξ µ λ ξ λ γ λγ µ µ
µ µ µ µ µ µ λ λ
−
− − −
+ − + + + − + + − +
= − + + + + + + − + +
− + + + − + + − − −
1 1
1
1 1
6 2
1 2 2 2 2 1 2
4 4
2 2 1 2 2 1 2
16 2
2 1 2 2 1 2 1 2 1 2
2 2
2
[( ) ( 1) ( 2) ( ){ ( )}
( 1){ }] [{ ( )}{ (1) ( ) (2)
(1){ ( )}} { ( ) ( )}{ ( ) (1)
(2) {
A B V N B V N V N B B
V N B B A s B V B VZ
V B B A A s B V
B V
λ µ µ λγ γ µ µ
γ λ λ µ λ ξ λγ µ µξ
γ µ µ µ µ µ λ ξ µ µ
λγ γ
− −
− −
−
− −
+ + − − − + +
+ − + − + + + + + +=
− + + + − + − + + + +
+ −1 2}}]]B Bλ
+
Using (28) in (52), differentiating m times w.r.t. x and dividing both sides by m! And setting
x=0, we have
17,.
18
( )m
ZP s
Z
− = (54)
Where
1 1 1
2 2
1 2 2 1 2 2 1 2 2 1 2
2 4 4
1 2 2 2 1 2
2 2 1 2 2 1 2 1 2 1 2
17 2
2
[ (1){ ( )} ( ) (2)][ ( ) ( 2)
2 ( ){ [ ( 1) ( 1)]} ( ) ( )
{ }][ (1){ ( )} ( ) ( ){ ( ) (1)
(2)
V B B B B V B V N
s V N B V N B V N
B B V B B A A s B VZ
B V
γ λγ µ µ µ µ µ µ
λ µ µ λ ξ γ γ µ µ γ
λ µ µ µ µ µ λ ξ µ µ
λγ
− −
− − −
−
− + + − + + + −
+ + + + − + + + + +
+ + + − + − + + + +=
+ +1 1
1 1 1
2
2 1 2 2 1 2
2 2 4
2 1 2 1 2 2
( 1)
( )} [ ( 2) ( ){ ( )}]
{ ( 1) ( )} ( ){ ( 2) ( 1)} { }
{ ( 1) ( 2)}] m
A s A B V N V N B B
A A B V N V N A B V N V N B B
V N V N
λ µ λ ξ λ λ γ µ µ
γ λ µ µ γ λ
−
− −
−
+ + + + − − + + + + − + + + − + + +
+ − −
2
( 1) 1 6
1 2 1 1 2 2
2 4
1 1 2 2 1 2 1 2 1 2 1
18 2 2
1 2 2 2 1 2 2 1
4
2
[ ( ) ( ) ][2 [( ) ( 1) ( 2) ]
( ){ ( ) } ( 1){ } { ( ) ( )}
{( ) (1) (2) { }}] [ ( )]
[
m m ms s s A B V N V N B
V N B B V N B B A A sZ
B V B V B B A s
B V
λξ µ µ ξ λξ λ µ µ λγ
γ µ µ γ λ µ µ λ µ ξ
µ µ λ γ γ λ λ λ µ ξ
γ λ
− + + −
− −
− −
−
+ + + + + − − −
+ + − − + − − + − + + +=
+ + − + − + + + +2 1
2 1 2 1 1 2 2(1) (2)( ) (1){ ( ) }]]m
B V V B Bµ µ γ µ µ− +
+ + − + +
Expanding the right hand sides of (53) and (54), we have
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
57
1( ) 2( 1) 2
0 0 0 0 0 0
2 2 ( 1) ( 1
1 2 2 1 2
0,.
1( 1)
( )( ) ( ) (1 ) [{
( )
j jli l h j l h i j k h l r
j l k h i r
g j k l g j k l
j l j l r j j k ls
l h r i k
p p R R
P s
λ γ
λ ξ µ λ ξ µ ξλ µ µ λµ
+∞ ∞ ∞++ − +− + − + + −+ + −
= = = = = =
− + + +− − + + ++
−
+ + + + − −
+ + + + + − − − −
=
∑∑∑∑∑∑
)
1 ( 1) ( 2) 4 ( 1) ( 2) 2
0 0 0
( 2 2)
1 2 1 2
0 0
2
1
}
{ } (2 ) { }]
1( 1) [ ( )( )( )
(1 )
jg j i h k g j i h k i j k g j k l g j k l
j l k
ji l j k l i
i r
R R R R s
j l j k j r
l k r
p
γ λ γ
γ λλ ξ µ λ ξ µ µ µ
λµ
∞ ∞− − + ++ + + − + ++ + + + + − − + + +− − + + +− −
= = =
∞+ − + −++
= =
− − + − −
+ + − + − + + + + +
− − +
∑∑∑
∑∑( ) ( 1) 2 ( 1) ( 2)
2
3 ( 1) ( 1) ( 1) ( 1) ( 2)
1 2 1 2
( )][{ } { }]
[ ( )] { }] ( )( ) [{ }]
g j l k N g j l k N g j l k g j l k
g j g j k l g j r l g j r l
p R R R R
p R R s R R
λ λ ξ µ γ
λ µ µ γ ξ µ µ λ ξ
− + ++ + − + ++ + + − + ++ + − + ++ +
− − + − − + + − −− − + + ++ − + + ++
+ + − − − − + − − + + + −
(55)
1 1 1
1
0 0 0 0 0 0 0 1 0
1 1 1 1
1 2
,.
1 1 1( 1)
1
2 [( ) ]
( )
j j kl m m ii l p q h
j l k h r i q p
m i l p q m i l p q l p
m
m m j j l j k m i j k
i j l h k p q
j i l rp
r
P s
λ µ µ λ γ
+ −∞ ∞ ∞ − + −+ + + +
= = = = = = = =
− − + − − − − + + + −
−
− + + + + − − −
+ + + +
=
∑∑∑∑∑∑∑∑
(2 1) ( 1 1)
1 2
( 1) ( 1 ) ( 1 1) ( 1 2) ( 1 3)
1 1
0 0 0 0
( )
( ) [{ } { }]
1( 1)
m j i q m i l p
m i k l g j h i p N g j h i p N g j h i p N g j h i p N
j mi l
j l k i
s
s R R R R
m m j j i j i
i j l
µ µ ξ
λ ξ γ
+ − − − − − − + −
− − − − − − + + + + + − + + + + + + − + + + + + + − + + + + + +
+∞ ∞ −+
= = = =
+ + +
+ + − − −
− + + + + −
∑∑∑∑ 1 (2 2)
1
( ) ( ) ( 2) ( 1)
2 1 2 1 2
1 2( 3) 2( 1) 2
0 0 0 0
[2 ( )
( )( )]( ) [{ } {
}] ( 1) [ { (
m i k m j i N
m i l k g j i N g j i N g j i N
j Ng j i N l i j k i
j l k i
k
k
s R R R
j lR p
l
λ γ λ λ ξ µ
λ ξ µ µ µ µ µ ξ γ
γ λ µ
− − − − + − − −
− − + + − + + + − + + + + − + + + +
+∞ ∞ +− + + + + + − + + +
= = = =
+ + +
+ + + + + + − −
+ − − −
∑∑∑∑ 2( ) 2
2 1 2
[2( ) 2] 2
1 2 1 2 1 2 1
2 12 2( 1) 2 3 (2 3) 2( ) (2 1)
1 2 1 2
0 0
) }] {(2 )
[( ) ] } [ ( )( )( ) (1 )
( )][{ (2 ) [( ) ] } { (2 )
[(
l i j k i N
j k i N
N ni i N i N n i i n
i i
s p
p s
s
µ µ λ
λ µ µ ξ ν λ λ ξ µ λ ξ µ µ µ λµ
λ µ µ γ λ λ µ µ ξ ν γ λ
λ µ
+ + + − −
− + + − −
− −− + − + − − + − − +
= =
+ −
+ + + + + + + + + + + − −
+ + + + + + + −
+ +
∑ ∑(2 1)
1 2 ) ] }]i nµ ξ ν − − +
+ + +
(56)
Taking the inverse transform of (55) and (56), we have
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
58
1( ) 2( 1)
0 0 0 0 0 0
2 2
1 2 2 1 2
0
0,.
1( 1)
( )( )( ) ( ) (1 ) [{( )( 1)
1!
( )
j jli l h j l h i j k h l r
j l k h i r
t
j l j l r j j k l
l h r i k
t wp p g j k l g j k l
P t
λ γ
λ ξ µ λ ξ µ ξλ µ µ λµ
+∞ ∞ ∞+ + − + − + − + + − + +
= = = = = =
+ + + + − −
− + + + + + − − − + + + + + + −
=
∑∑∑∑∑∑
∫
1 2
1 1 2 1
1 2 ( ) ( 1) 1 2 ( 1)
4 1
( 2) 1 2 ( 3)
( )( )1
( 2)
( ( ) ) 2 } {( 1) ( ( ) )
2 } (2 ) {( 3)( 1)( ( ) )
2 }]
g j k l g j k l g j i h k
i j k
g j i h k g j k l
t w
g j k l
w I I g j i h k w I
I g j k l g j k l w I
I w e dλ µ µ ξ
λ µ µ γ λ µ µ
λ γ λ µ µ
− − −+ + + + + + + + + + + +
+ + − −+ + + + + + + + −
− + + + −−+ + + −
+ − − + + + + + +
− + + + + − + + + − +
− ( 1)
0 0 0 0 0
( 2 2) 2
1 2 1 2 1 2 ( )
0
2
( 1) ( 1) (
1( 1)
( )[ ( )( )( ) (1 ) ( )] [[{
1!
} {
j ji l j i
j l k i r
t
j k l i
g j l k N
g j l k N g j l k g j
j l j k j rw
l k r
t wp p I
I I I
λ
γ λ λ ξ µ λ ξ µ µ µ λµ λ λ ξ µ
γ
∞ ∞ ∞+ − + +
= = = = =
− + − + ++ + + +
+ + + + + + + + + + +
+ + − + − −
−+ + + + + − − + + +
− − −
∑∑∑∑∑
∫
1 2
3
2) 1 2 ( 1) ( 1) 1 2
( 2)( )( )( )
1 2 ( 1) ( 2) 1 2
0
} [ ( )] { }](2 ( ) )
( )( ) [{ }(2 ( ) ) ] ]
( 2)!
l k g j g j
w k lt wu
g j r l g j r l
p I I w
w uI I u e du e dw
k l
λ µ µ ξλ ξ
λ µ µ γ λ µ µ
ξ µ µ λ µ µ
−+ + + − + +
− −− + + + −− +
+ + + + + + + +
− + − + −− + − +
− − ∫
(57)
1 1 1
1
0 0 0 0 0 0 0 1 0
1 1 1 1 (
1 2
,.
1 1 1( 1)
1
2 [( ) ]
( )
j j kl m m ii l p q h
j l k h r i q p
m i l p q m i l p q l p
m
m m j j l j k m i j k
i j l h k p q
j i l rp
r
P t
λ µ µ λ γ
+ −∞ ∞ ∞ − + −+ + + +
= = = = = = = =
− − + − − − − + + + −
− + + + + − − −
+ + + +
=
∑∑∑∑∑∑∑ ∑
1 2
( 1 2)2 1)
0
( 2)
( 1 ) ( 1 1) ( 1 2) ( 1 3)
0
( )( )( )
1 2
( )[
( 1 2)!
( )[{ } { }]
( 2)!
(2 ( ) ) ] ] ( 1)
t m i l pm j i q
w m i l k
g j h i p N g j h i p N g j h i p N g j h i p N
t wu i
t w
m i l p
w uI I I I
m i l k
u e du e dwµ µ ξλ ξ
γ
λ µ µ
− − + −+ − − −
− − − −
+ + + + + + + + + + + + + + + + + + + + + + +
− + + −− +
−
− − + −
−− − −
− − − −
+ + −
∫
∫1 1
0 0 0 0
( 1)1 (2 2)
1 2 1 2
0
( ) ( 2) ( 1) (
1
( )[2 ( )( )( )]
( 1)!
[{ } {
j ml
j l k i
t m i l km i k m j i N
g j i N g j i N g j i N g j i N
m m j j i
i j l
j i k t w
k m i l k
I I I I
λ γ λ λ ξ µ λ ξ µ µ µ
γ
+∞ ∞ −+
= = = =
− + + −− − − − + − − −
+ + + + + + + + + + + + + + +
− + +
+ + −+ + + + +
− + + −
− − −
∑∑∑∑
∫1 2
1 2
( )( )
3) 1 2
1 22( 1) 2
2 1 2
0 0 0 0
( )1 2 2
[2( ) 2] 1 2 1 2 1 1
}](2 ( ) )
( 1) [ { ( ) }] {(2( ) 2)
} [ ( )( )( ) (1 ) (
t w
j Nl i j k i l i
j l k i
t
j k i N
w e dw
j lp j k i N
l
I t e p p
µ µ ξ
λ µ µ ξ
λ µ µ
γ λ µ µ µ
λ λ ξ µ λ ξ µ µ µ λµ λ µ
− + + −
+∞ ∞ ++ − + + + +
= = = =
− + + +−+ + − −
+
+ − − + − + + − −
+ + + + + + − − + +
∑∑∑∑
1 2
2
2 1( )2( 1) 2( ) 1
(2 3) (2 1)
0 0
)]
[{ (2 3) } { (2 1) }]N n
ti n i
i N i n
i i
i N I i n I t eλ µ µ ξ
µ
γ γ− −
− + + +− + − −− + − +
= =
− + − − +
∑ ∑
(58)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
59
5. MEASURE OF EFFECTIVENESS
Two measures of effectiveness of immediate interest are the expectation ( ) ( )X t
Nµ and
the variance 2
( )( )
X tNσ of the distribution of the number of times the system reaches its capacity
in time interval (0, t].
5(a). Expectation { ( ) ( )X t Nµ }
( )
1
( ) ( ,1; )X s
x
dN H x s
dxµ− −
=
= (59)
Expanding the right hand side of (59), we have 1
2 1 1 2 1 2
0 0 0 1 0 0
(2 ) 2( ) ( 1) ( 1)
1 2
( 1) ( 1) 2
( )
[ ( ) ( )( ) (1 )] ( 1)
1( )
1
{ }( )
j kk li l
j i l p k
j i l j i k k N j i l p
H H
X s
p p
j k j k l l ks
j l p i
R RN
λ µ µ λ λ µ ξ λ µ ξ µ λ µ λ
λ γ µ µ ξ
γµ
+ +∞ ∞+
= = = = =
− + + − − − + + − + − +
− + − − −−
− + + + + + + − − −
+ + + + + + +
− +=
∑∑∑ ∑∑
( 2) ( 3)
2 1
2 ( 1) ( 1) ( 1)
2 1
22( 1) 2 2
2 1 1 2 1 2
0
(2 2)
1 2
{ } [ (1 )( )
( )( )]( ) { }
[ ( )( ) ( )( )][ (2 )
[( ) ]
j i k l N j i k l N
j i l p H H
Ni i N
i
i N
R R p
p s R R
p
s
µ λ λ µ ξ
λ λ ξ µ µ λ ξ
λ µ µ λ µ ξ µ µ λ µ ξ γ λ
λ µ µ ξ ν
− + + + + + − + + + + +
− − + + − + − −
−− + − +
=
− − +
− + − + ++
+ + + + + −
+ + + + − + +
+ + + + + −
∑1
1 2( ) 2 1 (2 1)
1 2
0
(2 ) [( ) ] ]N
N i i N i N
i
sλ γ λ λ µ µ ξ ν−
− − − − + − − +
=
+ + + + +
∑
(60)
Where H= (j+i+k+l+1) (N+1)
Taking the inverse transform of (60), we have 1
2 1 1 2 1 2
0 0 0 1 0 0
1 1(2 ) 2( ) ( 1)
0 0
( )
[ ( ) ( )( ) (1 )] ( 1)
1 ( ) ( )[
1 ( 1 1)! 1!
[[
( )
j kk li l
j i l p k
t wj i l pj i l j i k k N
X t
p p
j k j k l l k t w w u
j l p i j i l p
N
λ µ µ λ λ µ ξ λ µ ξ µ λ µ λ
λ γ
µ
+ +∞ ∞+
= = = = =
+ − + −− + + − − − + +
− + + + + + + − − −
+ + + + − −
+ − + −
=
∑∑ ∑ ∑∑
∫ ∫
1 2
2
( 1) ( 1) ( 2) ( 3) 2 1 2
( 1 1)2
1 2 1 ( 1) ( 1) 2 1
0
( )( ) (( )( )
{ } { }](2 ( ) ) [ (1 )
( )( ) ( )( )] [{ }(2 ( ) )
( 1 1)!
] ] ]
H H j i k l N j i k l N
u j i l p
H H
w uu v
I I I I u p
u vp I I
j i l p
e dv e du eλ µ µ ξ µλ ξ
γ λ µ µ µ λ
λ µ ξ λ λ ξ µ µ λ µ µ ν
−+ − + + + + + + + + + +
− + + −
+ −
− + + + − −− + −
− + − + + −
−+ + + + + − +
− + + −∫1 2
1 2
)( )
2 1 1
2 12( 1) 1 2( )
2 1 2 2 2 2 1
0 0
( )1
[ ( )( )
( )( )][{ (2 2) } { (2 1) }
]
t w
N Ni N i
i N i N
i i
t
dw p
i N I i N I
t e
µ ξ
µ µ ξ
λ µ µ λ µ ξ
µ µ λ µ ξ γ λ γ
+ + −
− −− + − − −
− + − += =
− + +−
+ + + + + − + + − + − − +
∑ ∑
(61)
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
60
5(b). Variance {2
( )( )
X tNσ }
2
( ) ( ) ( )( ) ( ) ( )[1 ( )]
X t X t X tN K t N Nσ µ µ= + −
(62)
Where
,.
2
( ) ( 1) ( )m
m
K t m m P t∞
=
= −∑
Therefore, to find the value of variance, it suffices to calculate the first term on right hand
side of (62) since expectation has already been obtained in (61).Now Laplace transform of
K(t) is 2
21
( ) ( ,1; )x
dK s H x s
dx
− −
=
= (63)
Expanding the right hand side of (63), we have
2
2 1 1 2 1 2 1 2
1( )
0 0 0 0 0 1 0
(2( ) 1( 1) 1
[ ( ){( )(1 ) ( ) ( ) ( )( )]
1 1 1 1( 1)
1
( )
j i lk l h j i k l
j l k h i p
k i l p N
p
i j i j l i j l p
i j l h k p
Ks
λλ ξ µ µ µ µ λ µµ λ ξ λ ξ µ λ ξ µ
λ
γ
+∞ ∞ ∞+ + − + + +
= = = = = =
− + + + + +
−
+ − − + + − + + + + + +
+ + + + + + −
=
∑∑∑∑∑∑) ( 1) ( 1) ( 1) 1 ( 1)
1 2
( 2) ( 2) ( 1) ( 2)
1 2 1 2
3 2 {2( 1) 1}{ 1} {2( 1) 1}{
0
( ) [{ } {
} ( ) [{ }]] 2( )( )
( ) ( 1) [{
j i k p v v j i k l N
j i k l N j i N v v N
l N k N k
k
s R R R
R s R R s
is R R
h
µ µ ξ γ
λ ξ µ µ µ µ ξ
λ ξ γ
− + + + − − − + − − + + + + +
− + + + + + − + + − + + − + +
∞− + + + − + −
=
+ + + − − −
+ + + − + + + + +
+ + − −
∑ 1}
1
0 0
22( 1) 2 2
2 1 2 2 1
0
1(2 2) 2( ) 2 1 (2 1)
1 2 1 2
0
}] [( )( )
( ) ( ) (1 )( )][{ (2 )
[( ) ] } (2 ) [( ) ] ]
iN
j l
Ni i N
i
Ni N N i i N i N
i
p p
s s
λ ξ λ ξ µ
λ ξ µ λµ λ ξ µ λµ λ ξ µ γ λ
λ µ µ ξ ν γ λ λ µ µ ξ ν
∞+
= =
−− + − +
=
−− − + − − − + − − +
=
+ + + +
+ + − + + − − + +
+ + + + + − + + + + +
∑∑
∑
∑
(64)
Where v = [{2(j+k+l+1) +i+p1} (N+1)]
Taking the Inverse Laplace transform of (64), we have
International Journal of Management Research and Development (IJMRD) ISSN 2248-
938X (Print), ISSN 2248-9398 (Online) Volume 3, Number 2, April - May (2013)
61
2
2 1 1 2 1 2 1 2
1( )
0 0 0 0 0 1 0
(2( ) 1( 1) 1)
[ ( ){( )(1 ) ( ) ( ) ( )( )]
1 1 1 1( 1)
1
( )
j i lk l h j i k l
j l k h i p
k i l p N
p
i j i j l i j l p
i j l h k p
K t
λ λ ξ µ µ µ µ λ µµ λ ξ λ ξ µ λ ξ µ
λ
γ
+∞ ∞ ∞+ + − + + +
= = = = = =
− + + + + +
+ − − + + − + + + + + +
+ + + + + + −
=
∑∑∑∑∑∑
1 2 1 2
( 1 1)1
( 1) ( 1) ( 1)
0
( 1)
( 2) 1 2 ( 1) ( 2) 1 2
0
( ) ( )( )( )
( )[[{ } {
( 1 1)!
( )}](2 ( ) ) [{ }(2 ( ) )
( 1)!
] ] ]
t j i k p
v v j i k l N
w j i
j i k l N N v v N
w t wu
t wI I I
j i k p
w uI w I I u
j i
e du e e dwλ µ µ ξ µ µ ξλ ξ
γ
λ µ µ λ µ µ
+ + + −−
− + + + + + +
+ +
+ + + + + + + + +
− + + + − + + −− +
−− − −
+ + + −
−+ + − +
+ +
+
∫
∫
1 2
2
1 2
0 0 0 0
1 2
( )1 1 ( )( )
1 2 {2( 1) 1}{ 1} {2( 1) 1}{ 1}
[2( )] ( 1) ( )
[{2 ( )( )][[{{2( 1) 1}{ 1}][{2( 1) 1}{ 1} 1]
( ( ) ) 2 }] ]
[( )(
til N
j l k
w t w
k N k N
it w
h
t w k N k N
w I I w e e dwλ µ µ ξ λ ξ
µ µ γ
µ µ ξ
λ µ µ
λ ξ λ ξ µ
∞ ∞
= = =
− + + +− − − + −+ + + + − +
+ − −
+ + + − + + + + + + −
+ − +
+ + +
∑∑∑ ∫
1 2
1 2 1 2 2 1
2 1( )2( 1) 2( ) 1
(2 2) (2 1)
0 0
)( ) ( ) (1 )( )]
[{ (2 2) } (2 1) ]N N
ti N i
i N i N
i i
p p
i N I i N I t eλ µ µ ξ
λ ξ µ λµ λ ξ µ λµ λ ξ µ
γ γ− −
− + + +− + − − −− + − +
= =
+ + − + + − − + +
− + − − +
∑ ∑
(65)
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Catastrophes and its continuous Approximation,” Queueing systems, 43,329-347.
4. Erdelyi, A, W.Magnus, F.Oberhettinger and F.G.Tricomi (1954),”Table of Integral
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