Calculating light traffic limits for sojourn times in open Markovian queueing system

Calculating light traffic limits for sojourn times in open Markovian queueing system

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Article ID: iaor1994360
Country: United States
Volume: 9
Start Page Number: 213
End Page Number: 231
Publication Date: Feb 1993
Journal: Stochastic Models
Authors:
Keywords: stochastic processes, markov processes
Abstract:

Let equ1 be the mth moment of the sojourn time distribution for some particular customer class in an open queueing system, where equ2 is the overall arrival rate. The paper derives closed form expressions, in terms of the basic system data, for the first order light traffic limit, equ3, in the cases where the total arrival process is Poisson, a phase-type renewal process, and a superposition of independent phase-type renewal processes. For certain phase-type renewal processes, the nth order light traffic limit is zero for equ4. In these cases the equ5th order limit, equ6 is derived. The expressions are numerically tractable. The most difficult operation is a matrix inversion.

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