Article ID: | iaor20052845 |
Country: | France |
Volume: | 38 |
Issue: | 2 |
Start Page Number: | 173 |
End Page Number: | 191 |
Publication Date: | Apr 2004 |
Journal: | RAIRO Operations Research |
Authors: | Liefvoort Appie van de, Mitchell Kenneth, Kumaran Jayesh |
Keywords: | markov processes |
In this paper we propose a family of finite approximations for the departure process of an ME/ME/1 queue indexed by a parameter k defined as the system size of the finite approximation. The approximations capture the interdeparture times from an ME/ME/1 queue exactly and preserve the lag correlations of inter-event times of the departures from an ME/ME/1 queue up to lag (k-1). ME is the Matrix Exponential distribution.