Hostname: page-component-848d4c4894-4hhp2 Total loading time: 0 Render date: 2024-06-04T19:58:06.941Z Has data issue: false hasContentIssue false

The Correlation Coefficients of the Queue Lengths of Some Stationary Single Server Queues

Published online by Cambridge University Press:  09 April 2009

A. G. Pakes
Affiliation:
Department of Mathematics Monash UniversityMelbourne, Australia
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Until recently there has been little systematic work on the second-order properties of queueing processes. The aim of this paper is to study systematically the second-order properties of the queue length processes embedded at departure epochs in the M/G/1 and bulk service M/G/1 queues, and at arrival epochs in the GI/M/1 queue. In the latter case our results extend those of Daley [7], while in the ordinary M/G/1 queue our work parallels Daley's [6] discussion of waiting times in the same system. In the final section we briefly discuss two discrete time queueing systems.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1971

References

[1]Beneš, V. E., ‘On queues with Poisson arrivals’, Ann. Math. Stat. 28 (1957), 670677.CrossRefGoogle Scholar
[2]Beusch, J. V., ‘A general model of a single-channel queue: Discrete and continuous time cases’, Opns. Res. 15 (1967), 11311144.Google Scholar
[3]Blomqvist, N., ‘The covariance function of the M/G/1 queueing system’, Skand. Akt. (1967), 157174.Google Scholar
[4]Cheney, E. W., ‘Introduction to Approximation Theory’ (McGraw-Hill, New York, 1966).Google Scholar
[5]Craven, B. D., ‘Serial dependence of a Markov process’, J. Aust. Math. Soc. 5 (1965), 299314.Google Scholar
[6]Daley, D. J., ‘The serial correlation coefficient of waiting times in a stationary single server queue’, J. Aust. Math. Soc. 8 (1968), 683699.CrossRefGoogle Scholar
[7]Daley, D. J., ‘Monte Carlo estimation of the mean queue size in a stationary GI/M/1 queue’, Opns. Res. 16 (1968), 10021005.CrossRefGoogle Scholar
[8]Daley, D. J., ‘Stochastically monotone Markov chains’, Z. Wahr. 10 (1968), 305317.CrossRefGoogle Scholar
[9]Jenkins, J. H., ‘Stationary joint distributions arising in the analysis of the imbedded Markov chain of the M/G/1 queue’, J. App. Prob. 3 (1966), 512520.CrossRefGoogle Scholar
[10]Karlin, S., A First Course in Stochastic Processes (Academic Press, New York, 1966).Google Scholar
[11]Meisling, T., ‘Discrete time queueing theory’, Opns. Res. 6. (1958), 96105.CrossRefGoogle Scholar
[12]Horse, P. M., ‘Stochastic properties of waiting lines’, Opns. Res. 3 (1955), 255262.Google Scholar
[13]Pakes, A. G., ‘On a class of Markov chains’, J. Aust. Math. Soc.Google Scholar
[14]Parzen, E., Stochastic Processes (Holden Day, San Francisco, 1962).Google Scholar
[15]Prabhu, N. U., Stochastic Processes (MacMillan, New York, 1965).Google Scholar
[16]Reynolds, J. F., ‘On the autocorrelation and spectral functions of queues’, J. App. Prob. 5 (1968), 467475.Google Scholar
[17]Saaty, T. L., Elements of Queueing Theory (McGraw-Hill, New York, 1961).Google Scholar
[18]Takács, L., Introduction to the Theory of Queues (O.U.P., New York, 1962).Google Scholar