Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

On the tail of the waiting time in a Markov-modulated M/G/1 queue

Asmussen, Sören LU and O'Cinneide, C (2002) In Operations Research 50(3). p.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.
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Operations Research
volume
50
issue
3
pages
559 - 565
publisher
INFORMS Inst.for Operations Res.and the Management Sciences
external identifiers
  • wos:000176511500014
  • scopus:0036563026
ISSN
0030-364X
DOI
10.1287/opre.50.3.559.7742
language
English
LU publication?
yes
id
6ce32607-fe42-4711-bb1e-4f77e3637e7f (old id 334300)
date added to LUP
2016-04-01 16:32:24
date last changed
2025-10-14 10:12:10
@article{6ce32607-fe42-4711-bb1e-4f77e3637e7f,
  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.}},
  author       = {{Asmussen, Sören and O'Cinneide, C}},
  issn         = {{0030-364X}},
  language     = {{eng}},
  number       = {{3}},
  pages        = {{559--565}},
  publisher    = {{INFORMS Inst.for Operations Res.and the Management Sciences}},
  series       = {{Operations Research}},
  title        = {{On the tail of the waiting time in a Markov-modulated M/G/1 queue}},
  url          = {{http://dx.doi.org/10.1287/opre.50.3.559.7742}},
  doi          = {{10.1287/opre.50.3.559.7742}},
  volume       = {{50}},
  year         = {{2002}},
}