The M/M/1 queue is Bernoulli

DOI10.4064/CM110-1-9MaRDI QIDQ5423595zbMATH OpenOpenAlexFDO

Authors Neil O'Connell, Michael Keane

Publication date 23 October 2007

Published in Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.3935

zbMATH Keywords

\(M/M/1\) queueBernoulli shift

Mathematics Subject Classification ID

Dynamical aspects of measure-preserving transformations (37A05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Continuous-time Markov processes on general state spaces (60J25) Queueing theory (aspects of probability theory) (60K25)

Abstract: The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. In this paper we show that the associated measure-preserving transformation is metrically isomorphic to a two-sided Bernoulli shift. We also discuss some extensions of Burke's theorem where it remains an open problem to determine if, or under what conditions, the analogue of this result holds.

Recommendations

• scientific article; zbMATH DE number 3866340
• A review of Burke's theorem for Brownian motion
• On the input-output map of aG/G/1 queue
• On the \(M/G/1\) queue with Bernoulli feedback
• The existence of fixed points for the \(\cdot\)/GI/1 queue.

Cited in

(8)

• Brownian analogues of Burke's theorem.
• A review of Burke's theorem for Brownian motion
• scientific article; zbMATH DE number 3866340 (Why is no real title available?)
• Bernstein-von Mises Theorem for M|M|1 Queue
• scientific article; zbMATH DE number 2046376 (Why is no real title available?)
• Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation
• Reversible Markov kernels and involutions on product spaces
• Finitary isomorphism of some renewal processes to Bernoulli schemes

This page was built for publication: The M/M/1 queue is Bernoulli

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5423595)