A new informative embedded Markov renewal process for the PH/G/1 queue

Author:

Neuts Marcel F.

Abstract

We consider a new embedded Markov chain for the PH/G/1 queue by recording the queue length, the phase of the arrival process and the number of services completed during the current busy period at the successive departure epochs. Algorithmically tractable matrix formulas are obtained which permit the analysis of the fluctuations of the queue length and waiting times during a typical busy cycle. These are useful in the computation of certain profile curves arising in the statistical analysis of queues. In addition, informative expressions for the mean waiting times in the stable GI/G/1 queue and a simple new algorithm to evaluate the waiting-time distributions for the stationary PH/PH/1 queue are obtained.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference8 articles.

1. The N/G/1 queue and its detailed analysis

2. . Neuts M. F. (1986) Partitioned Stochastic Matrices of M/G/1 Type and their Applications. In preparation.

3. . Lucantoni D. M. (1983) An Algorithmic Analysis of a Communication Model with Retransmission of Flawed Messages. Pitman Research Notes in Mathematics No. 81.

4. Moment formulas for the Markov renewal branching process

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1. Matched queueing system MoPH/G/1;Acta Mathematicae Applicatae Sinica;1993-04

2. New results on the single server queue with a batch markovian arrival process;Communications in Statistics. Stochastic Models;1991-01

3. Profile curves for the m/g/1 queue with group arrivals;Communications in Statistics. Stochastic Models;1988-01

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