Time-dependent queue length distribution in queues fed by $K$ customers in a finite interval

Fuente: arXiv
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Autori principali: Hayashi, Kaito, Inoue, Yoshiaki, Takine, Tetsuya
Natura: Preprint
Pubblicazione: 2024
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author Hayashi, Kaito
Inoue, Yoshiaki
Takine, Tetsuya
author_facet Hayashi, Kaito
Inoue, Yoshiaki
Takine, Tetsuya
contents We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of those $K$ customers are independent and identically distributed according to an absolutely continuous distribution defined by its probability density function $f(t)$ on $(0,T]$. To analyze the time-dependent queue length distribution of this model, we introduce the auxiliary model with non-homogeneous Poisson arrivals and show that the time-dependent queue length distribution in the original model is given in terms of the time-dependent joint distribution of the numbers of arrivals and departures in the auxiliary model. Next, we consider a numerical procedure for computing the time-dependent queue length distribution in Markovian models with piecewise constant $f(t)$. A particular feature of our computational procedure is that the truncation error bound can be set as the input. Some numerical examples are also provided.
format Preprint
id arxiv_https___arxiv_org_abs_2412_06452
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Time-dependent queue length distribution in queues fed by $K$ customers in a finite interval
Hayashi, Kaito
Inoue, Yoshiaki
Takine, Tetsuya
Probability
60K25, 60J22, 60J27
We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of those $K$ customers are independent and identically distributed according to an absolutely continuous distribution defined by its probability density function $f(t)$ on $(0,T]$. To analyze the time-dependent queue length distribution of this model, we introduce the auxiliary model with non-homogeneous Poisson arrivals and show that the time-dependent queue length distribution in the original model is given in terms of the time-dependent joint distribution of the numbers of arrivals and departures in the auxiliary model. Next, we consider a numerical procedure for computing the time-dependent queue length distribution in Markovian models with piecewise constant $f(t)$. A particular feature of our computational procedure is that the truncation error bound can be set as the input. Some numerical examples are also provided.
title Time-dependent queue length distribution in queues fed by $K$ customers in a finite interval
topic Probability
60K25, 60J22, 60J27
url https://arxiv.org/abs/2412.06452