On the time-dependent moments of Markovian queues with reneging

DOI10.1007/S11134-012-9281-2MaRDI QIDQ386344zbMATHOpenAlexFDO

Authors Brian Fralix

Publication date 9 December 2013

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-012-9281-2

zbMATH Keywords

Markovian queues with renegingPalm measuresqueues with renegingreflected Ornstein-Uhlenbeck processtime-dependent behaviortransient Little's law

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Recommendations

• A diffusion approximation for a Markovian queue with reneging
• A diffusion approximation for a GI/GI/1 queue with balking or reneging
• Properties of the reflected Ornstein-Uhlenbeck process
• The moments of the \(M\)/\(M\)/\(s\) queue length process
• The GI/GI/m queues with reneging in heavy traffic

Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 3866333 (Why is no real title available?)
• scientific article; zbMATH DE number 1350310 (Why is no real title available?)
• scientific article; zbMATH DE number 1834589 (Why is no real title available?)
• A diffusion approximation for a GI/GI/1 queue with balking or reneging
• A diffusion approximation for a Markovian queue with reneging
• A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues
• Calculating transient characteristics of the erlang loss model by numerical transform inversion
• Fundamentals of queueing theory
• Numerical Inversion of Laplace Transforms of Probability Distributions
• On the Generalized Drift Skorokhod Problem in One Dimension
• On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
• On the transition densities for reflected diffusions
• Properties of the reflected Ornstein-Uhlenbeck process
• Simulation run lengths to estimate blocking probabilities
• Structural properties of reflected Lévy processes
• The Busy Period of an M/G/1 Queue with Customer Impatience
• Transient behavior of regulated Brownian motion, I: Starting at the origin
• Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
• Transient behavior of the M/M/1 queue via Laplace transforms
• Transient behavior of the M/M/1 queue: Starting at the origin

Cited in

(11)

• Transient analysis of the Erlang A model
• Linear birth/immigration-death process with binomial catastrophes
• On the time-dependent behavior of preemptive single-server queueing systems with Poisson arrivals
• ON THE QUEUE WITH PH-MARKOV RENEWAL PREEMPTIONS
• A diffusion approximation for a Markovian queue with reneging
• New perspectives on the Erlang-A queue
• On the Generalized Drift Skorokhod Problem in One Dimension
• A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues
• Factorization identities for reflected processes, with applications
• A time-dependent study of the knockout queue
• Server assignment policies in queues with customer abandonments

This page was built for publication: On the time-dependent moments of Markovian queues with reneging

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q386344)