On the convergence to stationarity of the many-server Poisson queue
Autor(en): | Stadje, W Parthasarathy, PR |
Stichwörter: | M/M/1 QUEUE; many-server Poisson queue; Mathematics; PERFORMANCE-MEASURES; speed of convergence; stationarity; Statistics & Probability; transient probabilities; TRANSIENT SOLUTION | Erscheinungsdatum: | 1999 | Herausgeber: | APPLIED PROBABILITY TRUST | Enthalten in: | JOURNAL OF APPLIED PROBABILITY | Band: | 36 | Ausgabe: | 2 | Startseite: | 546 | Seitenende: | 557 | Zusammenfassung: | We consider the many-server Poisson queue M/M/c with arrival intensity lambda, mean service time 1 and lambda/c < 1. Let X(t) be the number of customers in the system at time t and assume that the system is initially empty. Then p(n)(t) = P(X(t) = n) converges to the stationary probability pi(n) = P(X = n). The integrals integral(0)(infinity)[E(X) - E(X(t))] dt and integral(0)(infinity)[P(X less than or equal to n) - P(X(t) less than or equal to n)] dt are a measure of the speed of convergence towards stationarity. We express these integrals in terms of lambda and c. |
ISSN: | 00219002 | DOI: | 10.1017/S0021900200017307 |
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geprüft am 07.06.2024