M/M/ queues in semi-Markovian random environment

DOI10.1007/S11134-008-9068-7MaRDI QIDQ931402zbMATH OpenOpenAlexFDO

Authors Bernardo D'Auria

Publication date 25 June 2008

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0701842

zbMATH Keywords

Random environment\(M/M/\infty\) queuesFactorial moments

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37)

Abstract: In this paper we investigate an M/M/$infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to compute all the factorial moments for the number of customers in the system in steady state. The used technique is based on the calculation of the raw moments of the measure of a bidimensional random set. Finally the case when the random environment has only two states is deeper analyzed. We obtain an explicit formula to compute the above mentioned factorial moments when at least one of the two states has sojourn time exponentially distributed.

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Cited in

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• A functional central limit theorem for a Markov-modulated infinite-server queue
• Large closed queueing networks in semi-Markov environment and their application
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