Waiting-Time Distribution of a Multi-Server, Priority Queuing System

1966 ◽  
Vol 14 (1) ◽  
pp. 133-136 ◽  
Author(s):  
Richard H. Davis
1987 ◽  
Vol 1 (1) ◽  
pp. 75-96 ◽  
Author(s):  
A. M. Eikeboom ◽  
H. C. Tijms

This paper deals with the MX/G/c queue. Using analytical results for the special cases of the MX/M/c queue and the MX/D/c queue, a two-moment approximation is proposed for the waiting-time percentiles in the general case. This approximation is based on a linear interpolation with respect to the squared coefficient of variation of the service time distribution. Validation experiments indicate that this approximation performs quite well for practical purposes. In particular, the practically important percentiles in the tail of the waiting-time distribution are approximated extremely well.


1980 ◽  
Vol 17 (3) ◽  
pp. 814-821 ◽  
Author(s):  
J. G. Shanthikumar

Some properties of the number of up- and downcrossings over level u, in a special case of regenerative processes are discussed. Two basic relations between the density functions and the expected number of upcrossings of this process are derived. Using these reults, two examples of controlled M/G/1 queueing systems are solved. Simple relations are derived for the waiting time distribution conditioned on the phase of control encountered by an arriving customer. The Laplace-Stieltjes transform of the distribution function of the waiting time of an arbitrary customer is also derived for each of these two examples.


2021 ◽  
Author(s):  
Yosia I Nurhan ◽  
Jay Robert Johnson ◽  
Jonathan R Homan ◽  
Simon Wing

2012 ◽  
Vol 26 (23) ◽  
pp. 1250151 ◽  
Author(s):  
KWOK SAU FA

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.


2012 ◽  
Vol 45 (6) ◽  
pp. 457-462 ◽  
Author(s):  
Chuan Shi ◽  
Stanley B. Gershwin

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