scholarly journals The equality of the virtual delay and attained waiting time distributions

1990 ◽  
Vol 22 (1) ◽  
pp. 257-259 ◽  
Author(s):  
Hirotaka Sakasegawa ◽  
Ronald W. Wolff

It has recently been shown that for the G/G/1 queue, virtual delay and attained waiting time have the same stationary distribution. We present a sample-path derivation of this result.

1990 ◽  
Vol 22 (01) ◽  
pp. 257-259 ◽  
Author(s):  
Hirotaka Sakasegawa ◽  
Ronald W. Wolff

It has recently been shown that for the G/G/1 queue, virtual delay and attained waiting time have the same stationary distribution. We present a sample-path derivation of this result.


1976 ◽  
Vol 13 (4) ◽  
pp. 833-836 ◽  
Author(s):  
J. Michael Harrison ◽  
Austin J. Lemoine

Consider a stable GI/G/1 queue with non-lattice interarrival time distribution. Let G and H be the limiting actual and virtual waiting time distributions respectively. Two separate statements of the relationship between G and H are found in a classical theorem of Takàcs and a more recent (and previously unpublished) theorem of Hooke. A simplified proof of Takàcs's theorem, based on a sample path relationship between the virtual and actual waiting time processes, has recently been advanced. This paper gives a similar proof of Hooke's theorem, based on the same sample path relationship, and demonstrates the utility of the result in analyzing the special case of Poisson input. In particular, by combining the Takàcs and Hooke results one can obtain the Pollaczek–Khintchine formula without any reference to the imbedded Markov chain.


2013 ◽  
Vol 50 (01) ◽  
pp. 300-307
Author(s):  
Yi-Ching Yao

Sengupta (1989) showed that, for the first-come–first-served (FCFS) G/G/1 queue, the workload and attained waiting time of a customer in service have the same stationary distribution. Sakasegawa and Wolff (1990) derived a sample path version of this result, showing that the empirical distribution of the workload values over a busy period of a given sample path is identical to that of the attained waiting time values over the same period. For a given sample path of an FCFS G/G/s queue, we construct a dual sample path of a dual queue which is FCFS G/G/s in reverse time. It is shown that the workload process on the original sample path is identical to the total attained waiting time process on the dual sample path. As an application of this duality relation, we show that, for a time-stationary FCFS M/M/s/k queue, the workload process is equal in distribution to the time-reversed total attained waiting time process.


1976 ◽  
Vol 13 (04) ◽  
pp. 833-836 ◽  
Author(s):  
J. Michael Harrison ◽  
Austin J. Lemoine

Consider a stable GI/G/1 queue with non-lattice interarrival time distribution. Let G and H be the limiting actual and virtual waiting time distributions respectively. Two separate statements of the relationship between G and H are found in a classical theorem of Takàcs and a more recent (and previously unpublished) theorem of Hooke. A simplified proof of Takàcs's theorem, based on a sample path relationship between the virtual and actual waiting time processes, has recently been advanced. This paper gives a similar proof of Hooke's theorem, based on the same sample path relationship, and demonstrates the utility of the result in analyzing the special case of Poisson input. In particular, by combining the Takàcs and Hooke results one can obtain the Pollaczek–Khintchine formula without any reference to the imbedded Markov chain.


2013 ◽  
Vol 50 (1) ◽  
pp. 300-307
Author(s):  
Yi-Ching Yao

Sengupta (1989) showed that, for the first-come–first-served (FCFS) G/G/1 queue, the workload and attained waiting time of a customer in service have the same stationary distribution. Sakasegawa and Wolff (1990) derived a sample path version of this result, showing that the empirical distribution of the workload values over a busy period of a given sample path is identical to that of the attained waiting time values over the same period. For a given sample path of an FCFS G/G/s queue, we construct a dual sample path of a dual queue which is FCFS G/G/s in reverse time. It is shown that the workload process on the original sample path is identical to the total attained waiting time process on the dual sample path. As an application of this duality relation, we show that, for a time-stationary FCFS M/M/s/k queue, the workload process is equal in distribution to the time-reversed total attained waiting time process.


Author(s):  
Katherine Skalak ◽  
◽  
James Pizzuto ◽  
Diana Karwan ◽  
Adam Benthem ◽  
...  

2019 ◽  
Vol 1 (3) ◽  
Author(s):  
Máté Jenei ◽  
Elina Potanina ◽  
Ruichen Zhao ◽  
Kuan Y. Tan ◽  
Alessandro Rossi ◽  
...  

2005 ◽  
Vol 94 (10) ◽  
Author(s):  
Mattias Lindman ◽  
Kristin Jonsdottir ◽  
Roland Roberts ◽  
Björn Lund ◽  
Reynir Bödvarsson

2000 ◽  
Vol 113 (24) ◽  
pp. 10867-10877 ◽  
Author(s):  
Anatoly B. Kolomeisky ◽  
Michael E. Fisher

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