We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays . We describe the model as a bivariate Markov chain, prove its ergodicity and study the joint equilibrium distribution. We write a functional equation for the bivariate generating function, finding the solution on a subset of its domain. This solution allows us to prove that the equilibrium distribution of the chain decays super-exponentially fast in the quarter plane. We exploit the latter result and discuss the numerical computation of the solution through a simple yet effective approximation scheme in a wide region of the parameters. Finally, we compare the features of this queueing model with the standard M/D/1 system, showing that the congestion turns out to be very different when the traffic intensity is close to 1.
Lancia, C., Guadagni, G., Ndreca, S., Scoppola, B. (2018). Asymptotics for the late arrivals problem. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 88(3), 475-493 [10.1007/s00186-018-0643-3].
Asymptotics for the late arrivals problem
Lancia C.;Ndreca S.;Scoppola B.
2018-01-01
Abstract
We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays . We describe the model as a bivariate Markov chain, prove its ergodicity and study the joint equilibrium distribution. We write a functional equation for the bivariate generating function, finding the solution on a subset of its domain. This solution allows us to prove that the equilibrium distribution of the chain decays super-exponentially fast in the quarter plane. We exploit the latter result and discuss the numerical computation of the solution through a simple yet effective approximation scheme in a wide region of the parameters. Finally, we compare the features of this queueing model with the standard M/D/1 system, showing that the congestion turns out to be very different when the traffic intensity is close to 1.File | Dimensione | Formato | |
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