Transient and busy period analysis of the GIG/1 Queue as a Hilbert factorization problem

1991 ◽  
Vol 28 (4) ◽  
pp. 873-885 ◽  
Author(s):  
Dimitris J. Bertsimas ◽  
Julian Keilson ◽  
Daisuke Nakazato ◽  
Hongtao Zhang
Keyword(s):  
Closed Form ◽  
Waiting Time ◽  
Time Distribution ◽  
Busy Period ◽  
Laplace Transforms ◽  
Waiting Time Distribution ◽  
Period Analysis ◽  
Factorization Problem ◽  
Period Distribution ◽  
Lindley Process

In this paper we find the waiting time distribution in the transient domain and the busy period distribution of the GI G/1 queue. We formulate the problem as a two-dimensional Lindley process and then transform it to a Hilbert factorization problem. We achieve the solution of the factorization problem for the GI/R/1, R/G/1 queues, where R is the class of distributions with rational Laplace transforms. We obtain simple closed-form expressions for the Laplace transforms of the waiting time distribution and the busy period distribution. Furthermore, we find closed-form formulae for the first two moments of the distributions involved.

Transient and busy period analysis of the GI G/1 Queue as a Hilbert factorization problem

1991 ◽  
Vol 28 (04) ◽  
pp. 873-885 ◽  
Author(s):  
Dimitris J. Bertsimas ◽  
Julian Keilson ◽  
Daisuke Nakazato ◽  
Hongtao Zhang
Keyword(s):  
Closed Form ◽  
Waiting Time ◽  
Time Distribution ◽  
Busy Period ◽  
Laplace Transforms ◽  
Waiting Time Distribution ◽  
Period Analysis ◽  
Factorization Problem ◽  
Period Distribution ◽  
Lindley Process

In this paper we find the waiting time distribution in the transient domain and the busy period distribution of the GI G/1 queue. We formulate the problem as a two-dimensional Lindley process and then transform it to a Hilbert factorization problem. We achieve the solution of the factorization problem for the GI/R/1, R/G/1 queues, where R is the class of distributions with rational Laplace transforms. We obtain simple closed-form expressions for the Laplace transforms of the waiting time distribution and the busy period distribution. Furthermore, we find closed-form formulae for the first two moments of the distributions involved.

scholarly journals The use of Spitzer's identity in the investigation of the busy period and other quantities in the queue GI/G/1

1962 ◽  
Vol 2 (3) ◽  
pp. 345-356 ◽  
Author(s):  
J. F. C. Kingmán
Keyword(s):  
Random Walk ◽  
Characteristic Function ◽  
Waiting Time ◽  
Time Distribution ◽  
Busy Period ◽  
Waiting Time Distribution ◽  
Period Distribution ◽  
Stationary Waiting Time

As an illustration of the use of his identity [10], Spitzer [11] obtained the Pollaczek-Khintchine formula for the waiting time distribution of the queue M/G/1. The present paper develops this approach, using a generalised form of Spitzer's identity applied to a three-demensional random walk. This yields a number of results for the general queue GI/G/1, including Smith' solution for the stationary waiting time, which is established under less restrictive conditions that hitherto (§ 5). A soultion is obtained for the busy period distribution in GI/G/1 (§ 7) which can be evaluated when either of the distributions concerned has a rational characteristic function. This solution contains some recent results of Conolly on the quene GI/En/1, as well as well-known results for M/G/1.

scholarly journals Single server queues with modified service mechanisms

1962 ◽  
Vol 2 (4) ◽  
pp. 499-507 ◽  
Author(s):  
G. F. Yeo
Keyword(s):  
Time Distribution ◽  
Busy Period ◽  
Queueing System ◽  
Probability Generating Function ◽  
Single Server ◽  
Waiting Time Distribution ◽  
Period Distribution ◽  
Time Dependent Problem ◽  
Stationary Waiting Time ◽  
Special Case

SummaryThis paper considers a generalisation of the queueing system M/G/I, where customers arriving at empty and non-empty queues have different service time distributions. The characteristic function (c.f.) of the stationary waiting time distribution and the probability generating function (p.g.f.) of the queue size are obtained. The busy period distribution is found; the results are generalised to an Erlangian inter-arrival distribution; the time-dependent problem is considered, and finally a special case of server absenteeism is discussed.

THE MX/D/c BATCH ARRIVAL QUEUE

2005 ◽  
Vol 19 (3) ◽  
pp. 345-349 ◽  
Author(s):  
Geert Jan Franx
Keyword(s):  
Explicit Expression ◽  
Waiting Time ◽  
Probabilistic Analysis ◽  
Generating Functions ◽  
Time Distribution ◽  
Laplace Transforms ◽  
Batch Arrival ◽  
Waiting Time Distribution

A surprisingly simple and explicit expression for the waiting time distribution of the MX/D/c batch arrival queue is derived by a full probabilistic analysis, requiring neither generating functions nor Laplace transforms. Unlike the solutions known so far, this expression presents no numerical complications, not even for high traffic intensities.

COMPUTATIONAL ANALYSIS OF STATIONARY WAITING-TIME DISTRIBUTIONS OF GIX/R/1 AND GIX/D/1 QUEUES

2005 ◽  
Vol 19 (1) ◽  
pp. 121-140 ◽  
Author(s):  
Mohan L. Chaudhry ◽  
Dae W. Choi ◽  
Kyung C. Chae
Keyword(s):  
Closed Form ◽  
Waiting Time ◽  
Time Distribution ◽  
Computational Analysis ◽  
Rational Functions ◽  
Waiting Time Distribution ◽  
Generalized Distributions ◽  
Analytic Expression ◽  
Stationary Waiting Time ◽  
Stieltjes Transforms

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.

On the concavity of the waiting-time distribution in some GI/G/1 queues

1986 ◽  
Vol 23 (02) ◽  
pp. 555-561 ◽  
Author(s):  
R. Szekli
Keyword(s):  
Waiting Time ◽  
Service Time ◽  
Time Distribution ◽  
Service Time Distribution ◽  
Random Sum ◽  
Waiting Time Distribution ◽  
Idle Period ◽  
Period Distribution ◽  
Geometric Compound

In this paper the concavity property for the distribution of a geometric random sum (geometric compound) X, + · ·· + XN is established under the assumption that Xi are i.i.d. and have a DFR distribution. From this and the fact that the actual waiting time in GI/G/1 queues can be written as a geometric random sum, the concavity of the waiting-time distribution in GI/G/1 queues with a DFR service-time distribution is derived. The DFR property of the idle-period distribution in specialized GI/G/1 queues is also mentioned.

On queues in which customers are served in random order

1962 ◽  
Vol 58 (1) ◽  
pp. 79-91 ◽  
Author(s):  
J. F. C. Kingman
Keyword(s):  
Steady State ◽  
Exponential Decay ◽  
Waiting Time ◽  
Time Distribution ◽  
Busy Period ◽  
Asymptotic Form ◽  
Heavy Traffic ◽  
Formal Solution ◽  
Random Order ◽  
Waiting Time Distribution

ABSTRACTThe queue M |G| l is considered in the case in which customers are served in random order. A formal solution is obtained for the waiting time distribution in the steady state, and is used to consider the exponential decay of the distribution. The moments of the waiting time are examined, and the asymptotic form of the distribution in heavy traffic is found. Finally, the problem is related to those of the busy period and the approach to the steady state.

On the concavity of the waiting-time distribution in some GI/G/1 queues

1986 ◽  
Vol 23 (2) ◽  
pp. 555-561 ◽  
Author(s):  
R. Szekli
Keyword(s):  
Waiting Time ◽  
Service Time ◽  
Time Distribution ◽  
Service Time Distribution ◽  
Random Sum ◽  
Waiting Time Distribution ◽  
Idle Period ◽  
Period Distribution ◽  
Geometric Compound

In this paper the concavity property for the distribution of a geometric random sum (geometric compound) X, + · ·· + XN is established under the assumption that Xi are i.i.d. and have a DFR distribution. From this and the fact that the actual waiting time in GI/G/1 queues can be written as a geometric random sum, the concavity of the waiting-time distribution in GI/G/1 queues with a DFR service-time distribution is derived. The DFR property of the idle-period distribution in specialized GI/G/1 queues is also mentioned.

scholarly journals The Busy Period of an M/G/1 Queue with Customer Impatience

2010 ◽  
Vol 47 (01) ◽  
pp. 130-145 ◽  
Author(s):  
Onno Boxma ◽  
David Perry ◽  
Wolfgang Stadje ◽  
Shelley Zacks
Keyword(s):  
Waiting Time ◽  
Time Distribution ◽  
Busy Period ◽  
Period Distribution ◽  
Virtual Waiting Time

We consider an M/G/1 queue in which an arriving customer does not enter the system whenever its virtual waiting time, i.e. the amount of work seen upon arrival, is larger than a certain random patience time. We determine the busy period distribution for various choices of the patience time distribution. The main cases under consideration are exponential patience and a discrete patience distribution.

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