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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.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Operations Research
volume
50
issue
3
pages
559 - 565
publisher
Inst Operations Research 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
2007-08-07 16:17:58
date last changed
2017-06-25 04:26:39
@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    = {Inst Operations Research 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},
  volume       = {50},
  year         = {2002},
}