On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue

Søren Asmussen () and Colm O'cinneide ()
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Søren Asmussen: Department of Mathematical Statistics, University of Lund, Box 118, S-221 00, Lund, Sweden
Colm O'cinneide: 8 Warfield Street, Montclair, New Jersey 07043

Operations Research, 2002, vol. 50, issue 3, 559-565

Abstract: We show that the “exponential decay parameter” of the waiting time in a Markov-modulated M/G /1 queue is no larger than that of the corresponding M/G /1 queue with “averaged” parameters, and we give a necessary and sufficient condition for equality. We also explore the effect of speeding up the modulation process. A key tool is a Markov-modulated fluid model.

Keywords: Queues; approximations and limit theorems: effect of modulation on probability of a long wait (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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