M/M/1 queue in two alternating environments and its heavy traffic approximation

DOI10.1016/J.JMAA.2018.05.043MaRDI QIDQ1650501zbMATH OpenOpenAlexWikidataFDO

Authors Antonio Di Crescenzo, Virginia Giorno, B. Krishna Kumar, Amelia G. Nobile

Publication date 4 July 2018

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.10999

zbMATH Keywords

alternating Wiener processdiffusion approximationfirst-passage timesteady-state distribution

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Abstract: We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating with anomalous working phases or random repairing periods. We first obtain the steady-state distribution of the process in terms of a generalized mixture of two geometric distributions. In the special case when only one kind of switch is allowed, we analyze the transient distribution, and investigate the busy period problem. The analysis is also performed by means of a suitable heavy-traffic approximation which leads to a continuous random process. Its distribution satisfies a partial differential equation with randomly alternating infinitesimal moments. For the approximating process we determine the steady-state distribution, the transient distribution and a first-passage-time density.

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Cited in

(8)

• On limiting characteristics for a non-stationary two-processor heterogeneous system
• On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes
• Fractional Erlang queues
• On a class of birth-death processes with time-varying intensity functions
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• The M/M\1 queue in a heavy‐tailed random environment
• Transient and steady-state analysis of hybrid arrivals of single and batch customers queueing systems with switch-off period

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