A new method for finding the characteristic roots of E_n /E_m /1 queues

DOI10.1007/S11009-010-9199-2MaRDI QIDQ429992zbMATH OpenOpenAlexFDO

Authors Winfried K. Grassmann

Publication date 20 June 2012

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-010-9199-2

zbMATH Keywords

characteristic equationsErlang queuesmatrix analytic methodssolutions of polynomialswaiting time

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Numerical computation of roots of polynomial equations (65H04)

Review text

The author derives a set of equations, one for each complex root, which can be solved by Newton's method using real arithmetic. This method simplifies the programming logic because it avoids deflation and the subsequent polishing of the roots. Using the waiting time distribution, Syski (cf. [\textit{R. Syski} and \textit{N. H. G. Morris}. Introduction to congestion theory in telephone systems. Edinburgh-London: Oliver \& Boyd (1960; Zbl 0095.32801)]) derived the distribution of the number in the system after a departure. \(E_{n }/E_{m }/1\) queues can also formulated as quasi birth-death (QBD) processes, and, in this case, the characteristic roots discussed by Syski are closely related to the eigenvalues of the QBD process. The QBD process provides information about the number in system at random times, but they are much more difficult to formulate and solve.

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Cites work

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• scientific article; zbMATH DE number 3084689 (Why is no real title available?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
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• The Steady-state Solution for the Queueing Process E_k/E_m/r
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Cited in

(8)

• A note on the waiting-time distribution in an infinite-buffer \(\text{GI}^{[X]}/ \text{C-MSP} / 1\) queueing system
• On lattice path counting and the random product representation, with applications to the E_r/M/1 queue and the M/E_r/1 queue
• A note on simple eigenvalues of matrix polynomials in queueing models with Erlang distribu\-tions
• Robustness of Rootfinding in Single-Server Queueing Models
• Multiple roots in some equations of queueing theory
• scientific article; zbMATH DE number 1380412 (Why is no real title available?)
• The periodic steady-state solution for queues with Erlang arrivals and service and time-varying periodic transition rates
• A note on an efficient approach for solving quasi-birth-and-death processes exhibiting special structures

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