Author:
Hwang Gang Uk,Choi Bong Dae,Kim Jae-Kyoon
Abstract
We consider a discrete-time queueing system with the discrete autoregressive process of order 1 (DAR(1)) as an input process and obtain the actual waiting time distribution and the virtual waiting time distribution. As shown in the analysis, our approach provides a natural numerical algorithm to compute the waiting time distributions, based on the theory of the GI/G/1 queue, and consequently we can easily investigate the effect of the parameters of the DAR(1) on the waiting time distributions. We also derive a simple approximation of the asymptotic decay rate of the tail probabilities for the virtual waiting time in the heavy traffic case.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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