Transient Distribution of the Length ofGI/G/NQueueing Systems

DOI10.1081/SAP-120020427MaRDI QIDQ4804871zbMATH OpenOpenAlexFDO

Authors Chenggui Yuan, Jiaowan Luo, Guoxin Liu, Peng Shi, Zhenting Hou, Jiezhong Zou, Zaiming Liu

Publication date 28 April 2003

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120020427

zbMATH Keywords

\((H\(GI/G/N\) queueing systembackward equationembedded Markov chainMarkov skeleton processQ)\)-pair

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Review text

The continuous time Markov skeleton process \(X\) is introduced as a process where an embedded Markov chain may be constructed at a sequence of stopping times with respect to a natural filtration of the process \(X\). Some properties of the Markov skeleton process, first of all measurability, are studied. Connections between transition kernels of the underlying Markov skeleton process and the embedded Markov chain are established by means of the backward equation which is reduced to Chapman-Kolmogorov backward equation in a special case. The concept of Markov skeleton process is illustrated by an \(M/M/N\) queue.

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Cites work

• scientific article; zbMATH DE number 1416627 (Why is no real title available?)
• Markov skeleton processes
• On fluctuation problems in the theory of queues
• QNQL processes -- \((H,Q)\)-processes and their applications
• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain
• Supplementary variable technique in stochastic models

Cited in

(8)

• Transient characteristics of Gaussian queues
• Transient and stationary distributions for the \(GI/G/k\) queue with Lebesgue-dominated inter-arrival time distribution
• Markov skeleton processes and applications to queueing systems
• Predicting the performance of queues -- a data analytic approach
• scientific article; zbMATH DE number 3991392 (Why is no real title available?)
• Limit distribution of inventory level of perishable inventory model
• On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments
• Markov skeleton processes

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