We consider a point process i + ξ i , where i Î \mathbbZiZ and the ξ i ’s are i.i.d. random variables with compact support and variance σ 2. This process, with a suitable rescaling of the distribution of ξ i ’s, is well known to converge weakly, for large σ, to the Poisson process. We then study a simple queueing system with this process as arrival process. If the variance σ 2 of the random translations ξ i is large but finite, the resulting queue is very different from the Poisson case. We provide the complete description of the system for traffic intensity ϱ = 1, where the average length of the queue is proved to be finite, and for ϱ < 1 we propose a very effective approximated description of the system as a superposition of a fast process and a slow, birth and death, one. We found interesting connections of this model with the statistical mechanics of Fermi particles. This model is motivated by air traffic systems.
Guadagni, G., Ndreca, S., Scoppola, B. (2011). Queueing systems with pre-scheduled random arrivals. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 73(1), 1-18 [10.1007/s00186-010-0330-5].
Queueing systems with pre-scheduled random arrivals
SCOPPOLA, BENEDETTO
2011-01-01
Abstract
We consider a point process i + ξ i , where i Î \mathbbZiZ and the ξ i ’s are i.i.d. random variables with compact support and variance σ 2. This process, with a suitable rescaling of the distribution of ξ i ’s, is well known to converge weakly, for large σ, to the Poisson process. We then study a simple queueing system with this process as arrival process. If the variance σ 2 of the random translations ξ i is large but finite, the resulting queue is very different from the Poisson case. We provide the complete description of the system for traffic intensity ϱ = 1, where the average length of the queue is proved to be finite, and for ϱ < 1 we propose a very effective approximated description of the system as a superposition of a fast process and a slow, birth and death, one. We found interesting connections of this model with the statistical mechanics of Fermi particles. This model is motivated by air traffic systems.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.