Stationary waiting time distribution in queues with phase type service and in quasi-birth-and-death processes

1985 ◽  
Vol 1 (2) ◽  
pp. 125-136 ◽  
Author(s):  
V. Ramaswami ◽  
David M. Lucantoni
1994 ◽  
Vol 7 (2) ◽  
pp. 161-178 ◽  
Author(s):  
S. Chakravarthy ◽  
Attahiru Sule Alfa

In this paper we consider a finite capacity queuing system in which arrivals are governed by a Markovian arrival process. The system is attended by two exponential servers, who offer services in groups of varying sizes. The service rates may depend on the number of customers in service. Using Markov theory, we study this finite capacity queuing model in detail by obtaining numerically stable expressions for (a) the steady-state queue length densities at arrivals and at arbitrary time points; (b) the Laplace-Stieltjes transform of the stationary waiting time distribution of an admitted customer at points of arrivals. The stationary waiting time distribution is shown to be of phase type when the interarrival times are of phase type. Efficient algorithmic procedures for computing the steady-state queue length densities and other system performance measures are discussed. A conjecture on the nature of the mean waiting time is proposed. Some illustrative numerical examples are presented.


1979 ◽  
Vol 16 (2) ◽  
pp. 454-457 ◽  
Author(s):  
Harry H. Tan

A new upper bound on the stationary waiting-time distribution of a GI/G/1 queue is derived following Kingman's martingale approach. This bound is generally stronger than Kingman's upper bound and is sometimes stronger than an upper bound derived by Ross.


2005 ◽  
Vol 19 (1) ◽  
pp. 121-140 ◽  
Author(s):  
Mohan L. Chaudhry ◽  
Dae W. Choi ◽  
Kyung C. Chae

In this article, we obtain, in a unified way, a closed-form analytic expression, in terms of roots of the so-called characteristic equation of the stationary waiting-time distribution for the GIX/R/1 queue, where R denotes the class of distributions whose Laplace–Stieltjes transforms are rational functions (ratios of a polynomial of degree at most n to a polynomial of degree n). The analysis is not restricted to generalized distributions with phases such as Coxian-n (Cn) but also covers nonphase-type distributions such as deterministic (D). In the latter case, we get approximate results. Numerical results are presented only for (1) the first two moments of waiting time and (2) the probability that waiting time is zero. It is expected that the results obtained from the present study should prove to be useful not only for practitioners but also for queuing theorists who would like to test the accuracies of inequalities, bounds, or approximations.


1988 ◽  
Vol 25 (3) ◽  
pp. 636-641 ◽  
Author(s):  
V. Ramaswami ◽  
D. M. Lucantoni

Recursive relations for computing the higher moments of the stationary waiting time distribution in a stable GI/PH/1 queue are derived. These provide an accurate and stable technique to compute these moments.


1988 ◽  
Vol 25 (03) ◽  
pp. 636-641
Author(s):  
V. Ramaswami ◽  
D. M. Lucantoni

Recursive relations for computing the higher moments of the stationary waiting time distribution in a stable GI/PH/1 queue are derived. These provide an accurate and stable technique to compute these moments.


1976 ◽  
Vol 13 (2) ◽  
pp. 411-417 ◽  
Author(s):  
R. Bergmann ◽  
D. Stoyan

Exponential bounds for the stationary waiting-time distribution of the type ae–θt are considered. These bounds are obtained by the use of Kingman's method of ‘integral inequalities’. Approximations of Θ and a are given which are useful especially if the service and/or inter-arrival time distribution functions are NBUE or NWUE.


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