An Invariance Relation and a Unified Method to Derive Stationary Queue-Length Distributions

Nam K. Kim (), Kyung C. Chae () and Mohan L. Chaudhry ()
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Nam K. Kim: Chonnam National University, 300 Yongbong-dong, Buk-gu, Gwangju 500-757, Korea
Kyung C. Chae: Department of Industrial Engineering, Korea Advanced Institute of Science and Technology, Daejon 305-701, Korea
Mohan L. Chaudhry: Department of Mathematics and Computer Science, Royal Military College of Canada, P.O. Box 17000, STN Forces, Kingston, Ontario, Canada K7K 7B4

Operations Research, 2004, vol. 52, issue 5, 756-764

Abstract: For a broad class of discrete- and continuous-time queueing systems, we show that the stationary number of customers in system (queue plus servers) is the sum of two independent random variables, one of which is the stationary number of customers in queue and the other is the number of customers that arrive during the time a customer spends in service. We call this relation an invariance relation in the sense that it does not change for a variety of single-sever queues (with batch arrivals and batch services) and some multiserver queues (with batch arrivals and deterministic service times) that satisfy a certain set of assumptions. Making use of this relation, we also present a simple method of deriving the probability generating functions (PGFs) of the stationary numbers in queue and in system, as well as some of their properties. This is illustrated by several examples, which show that new simple derivations of old results as well as new results can be obtained in a unified manner. Furthermore, we show that the invariance relation and the method we are presenting are easily generalized to analyze queues with batch Markovian arrival process (BMAP) arrivals. Most of the results are presented under the discrete-time setting. The corresponding continuous-time results, however, are covered as well because deriving the results for continuous-time queues runs exactly parallel to that for their discrete-time counterparts.

Keywords: queues; invariance relation; unified method; discrete-time queue; queues; batch/bulk; batch arrivals; batch services; multiple servers; BMAP arrivals (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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