Decomposition of the M/M/1 transition function

DOI10.1007/BF01158470MaRDI QIDQ808110zbMATH OpenFDO

Authors Joseph Abate, Masaaki Kijima, Ward Whitt

Publication date 1991

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01158470

zbMATH Keywords

absorbing barrierasymptotic behaviourdependence of the relaxation time on the parameter of the initial geometric distributionqueue length processtransient behaviour

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

The authors investigate transition probabilities of the queue length process in the classical M/M/1 queue. With this goal two auxiliary stochastic processes are introduced. The first process corresponds to the presence of the absorbing barrier at the origin (equivalently, it describes the queue length process during a busy period). The second process corresponds to the absence of barrier at the origin at all (equivalently, it describes the difference between two Poisson processes). By simple probabilistic arguments some relations between transition probabilities of these processes are established. They imply several inequalities for the transition probabilities and asymptotic behaviour as \(t\to \infty\). An asymptotic formula for the transition probabilities of the queue length process in the case of a geometric initial distribution should be noted. This formula describes dependence of the relaxation time on the parameter of the initial geometric distribution.

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Cites work

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Cited in

(5)

• \(\mathrm{M}/\mathrm{M}/1\) queue in two alternating environments and its heavy traffic approximation
• A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation
• On the number of customers lost in a finite state-dependent queue.
• scientific article; zbMATH DE number 2046376 (Why is no real title available?)
• Scaling properties of queues with time-varying load processes: extensions and applications

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