Transient behavior of \(M/M^{ij}/1\) queues (Q805083)

The authors obtain the time-dependent probabilities for the joint distribution of the number of arrivals and departures in [0,t] for the \(M/M^{ij}/1\) queue. This queue has exponential service times with parameters depending on the types of both the current and the previous customer. Each customer's type is chosen at the time of service initiation according to the state of a finite Markov chain which makes transitions at the times of service completion. An intuitive interpretation of the solution is provided and some numerical results are presented.