An Algorithm for Asymptotic Mean and Variance for Markov Renewal Process of M/G/1 Type with Finite Level

Yang Woo Shin ()
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Yang Woo Shin: Changwon National University

Methodology and Computing in Applied Probability, 2022, vol. 24, issue 1, 195-212

Abstract: Abstract The Markov renewal process (MRP) of M/G/1 type has been used for modeling many complex queueing systems with correlated arrivals and the special types of transitions of the MRP process corresponds to the departures from the queueing system. It can be seen from the central limit theorem for regenerative process that the distribution of the number of transitions of MRP is asymptotically normal. Thus, the asymptotic mean and variance of the number of transitions of MRP can be used to estimate the number of departures in the queueing system modelled by MRP. The aim of this paper is to present an algorithm for computing the asymptotic mean and variance for the number of level-down-transitions in a Markov renewal process of M/G/1 type with finite level. The results are applied to the queueing system with finite buffer and correlated arrivals.

Keywords: First return time; Fundamental period; Asymptotic mean; Asymptotic variance; Markov renewal process of M/G/1 type; 60K20; 60K25 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11009-021-09846-w

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