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Entropy maximization and the busy period of some single-server vacation models

Published online by Cambridge University Press:  15 September 2004

Jesus R. Artalejo  and
Maria J. Lopez-Herrero
Jesus R. Artalejo
Affiliation:
Department of Statistics and Operations Research, Faculty of Mathematics, Complutense University of Madrid, Madrid 28040, Spain; jesus_artalejo@mat.ucm.es.
Maria J. Lopez-Herrero
Affiliation:
School of Statistics, Complutense University of Madrid, Madrid 28040, Spain; lherrero@estad.ucm.es.
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Abstract

In this paper, information theoretic methodology for system modeling is applied to investigate the probability density function of the busy period in M/G/1 vacation models operating under the N-, T- and D-policies. The information about the density function is limited to a few mean value constraints (usually the first moments). By using the maximum entropy methodology one obtains the least biased probability density function satisfying the system's constraints. The analysis of the three controllable M/G/1 queueing models provides a parallel numerical study of the solution obtained via the maximum entropy approach versus “classical” solutions. The maximum entropy analysis of a continuous system descriptor (like the busy period) enriches the current body of literature which, in most cases, reduces to discrete queueing measures (such as the number of customers in the system).

Keywords

Busy period analysismaximum entropy methodologyM/G/1 vacation modelsnumerical inversion.
Type
Research Article
Information
RAIRO - Operations Research , Volume 38 , Issue 3 , July 2004 , pp. 195 - 213
Copyright
© EDP Sciences, 2004

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