On the tail of the waiting time in a Markov-modulated M/G/1 queue
(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:
https://lup.lub.lu.se/record/334300
- author
- Asmussen, Sören LU and O'Cinneide, C
- organization
- publishing date
- 2002
- 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
- 2016-04-01 16:32:24
- date last changed
- 2022-01-28 20:23:14
@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}},
doi = {{10.1287/opre.50.3.559.7742}},
volume = {{50}},
year = {{2002}},
}