Convergence rate for the distributions of GI/M/1/n and M/GI/1/n as n tends to infinity

Convergence rate for the distributions of GI/M/1/n and M/GI/1/n as n tends to infinity

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Article ID: iaor1999439
Country: United Kingdom
Volume: 34
Issue: 4
Start Page Number: 1049
End Page Number: 1060
Publication Date: Dec 1997
Journal: Journal of Applied Probability
Authors:
Keywords: markov processes
Abstract:

In this note, we compare the arrival and time stationary distributions of the number of customers in the GI/M/1/n and GI/M/1 queuing systems. We show that, if the inter-arrival cumulative distribution function H is non-lattice with mean value λ-1, and if the traffic intensity ρ = λμ-1 is strictly less than one, then the convergence rate of the stationary distributions of GI/M/1/n to the corresponding stationary distributions of GI/M/1 is geometric. Moreover, the convergence rate can be characterized by the number ω, the unique solution in (0, 1) of the equation z = ∫0 exp{ – μ(1 – z)t } dH(t). A similar result is established for the M/GI/1/n and M/GI/1 queueing systems.

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