Rate conservation for stationary processes

1991 ◽  
Vol 28 (1) ◽  
pp. 146-158 ◽  
Author(s):  
Josep M. Ferrandiz ◽  
Aurel A. Lazar

We derive a rate conservation law for distribution densities which extends a result of Brill and Posner. Based on this conservation law, we obtain a generalized Takács equation for the G/G/m/B queueing system that only requires the existence of a stochastic intensity for the arrival process and the residual service time distribution density for the G/GI/1/B queue. Finally, we solve Takács' equation for the N/GI/1/∞ queueing system.

1991 ◽  
Vol 28 (01) ◽  
pp. 146-158 ◽  
Author(s):  
Josep M. Ferrandiz ◽  
Aurel A. Lazar

We derive a rate conservation law for distribution densities which extends a result of Brill and Posner. Based on this conservation law, we obtain a generalized Takács equation for the G/G/m/B queueing system that only requires the existence of a stochastic intensity for the arrival process and the residual service time distribution density for the G/GI/1/B queue. Finally, we solve Takács' equation for the N/GI/1/∞ queueing system.


1973 ◽  
Vol 74 (1) ◽  
pp. 141-143 ◽  
Author(s):  
D. N. Shanbhag

Consider a queueing system M/G/s with the arrival intensity λ, the service time distribution function B(t) (B(0) < 1) having a finite mean and the waiting room size N ≤ ∞. If s < ∞ and N = ∞, we shall also assume that its relative traffic intensity is less than 1. Since the arrival process of this system is Poisson, it is immediate that in this case the distribution of the number of arrivals during an interval is infinitely divisible.


1973 ◽  
Vol 10 (2) ◽  
pp. 343-353 ◽  
Author(s):  
J. W. Cohen

For the distribution functions of the stationary actual waiting time and of the stationary virtual waiting time of the GI/G/l queueing system it is shown that the tails vary regularly at infinity if and only if the tail of the service time distribution varies regularly at infinity.For sn the sum of n i.i.d. variables xi, i = 1, …, n it is shown that if E {x1} < 0 then the distribution of sup, s1s2, …] has a regularly varying tail at + ∞ if the tail of the distribution of x1 varies regularly at infinity and conversely, moreover varies regularly at + ∞.In the appendix a lemma and its proof are given providing necessary and sufficient conditions for regular variation of the tail of a compound Poisson distribution.


2007 ◽  
Vol 2007 ◽  
pp. 1-18 ◽  
Author(s):  
Andrzej Chydzinski

The buffer overflow period in a queue with Markovian arrival process (MAP) and general service time distribution is investigated. The results include distribution of the overflow period in transient and stationary regimes and the distribution of the number of cells lost during the overflow interval. All theorems are illustrated via numerical calculations.


1969 ◽  
Vol 6 (3) ◽  
pp. 594-603 ◽  
Author(s):  
Nasser Hadidi

In [1] the authors dealt with a particular queueing system in which arrivals occurred in a Poisson stream and the probability differential of a service completion was μσn when the queue contained n customers. Much of the theory could not be carried out further analytically for a general σn, which is a purely n-dependent quantity. To carry the analysis further to the extent of finding the “effective” service time and the waiting time distribution when σn is a linear function of n, (which is considered to be rather general and sufficient for practical purposes), constitutes the subject matter of this paper.


1969 ◽  
Vol 6 (03) ◽  
pp. 594-603 ◽  
Author(s):  
Nasser Hadidi

In [1] the authors dealt with a particular queueing system in which arrivals occurred in a Poisson stream and the probability differential of a service completion was μσn when the queue contained n customers. Much of the theory could not be carried out further analytically for a general σn , which is a purely n-dependent quantity. To carry the analysis further to the extent of finding the “effective” service time and the waiting time distribution when σn is a linear function of n, (which is considered to be rather general and sufficient for practical purposes), constitutes the subject matter of this paper.


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