Queue length distribution in a FIFO single-server queue with multiple arrival streams having different service time distributions (Q5959268)

A queueing system is considered where customers may be of \(P\) different classes and arrive according to a marked Markovian point process. The service time distributions depend on the class and the Markov state just before and just after arrival. An expression is derived for the generating function \(E[z_1^{X_1}\dots z_P^{X_P}]\) where \(X_k\) is the steady-state number of waiting customers of class \(k\); the formula is an integral involving the waiting time distributions \(w_1(dx), \dots,w_P(dx)\) of customers of different classes. Also, recursive formulas for determining the \(P(X_1=n_1, \dots,X_P =n_P)\) themselves are given.