On the time-dependent moments of Markovian queues with reneging (Q386344): Difference between revisions

The author uses the transient Little's law and previously obtained moment expressions for classical \(\mathrm{M}/\mathrm{M}/1\) queueing systems to calculate the time-dependent moments of a Markovian system with reneging. It is shown that computing the factorial moments of a time-dependent system at the independent exponential time is not more difficult than computing the factorial moments for the stationary system. Then previous analysis is applied to derive moment expressions for an Ornstein-Uhlenbeck process, with reflection at zero, which, under certain conditions, approximates the model under consideration.