In this paper we consider the asymptotic time average variance of
the actual waiting time of the PH/PH/1 queue. To this end Poisson's equation
plays a major role, since the solution to Poisson's equation is shown to be
intimately connected with the desired variance. We derive explicit solutions to
Poisson's equation using phase-type methodology, and present some numerical
examples.
Publié le : 1996-08-14
Classification:
Actual waiting time,
phase-type distribution,
Poisson's equation,
martingale,
asymptotic time average variance,
numerical methods,
60K25,
60K05,
60G42
@article{1034968227,
author = {Bladt, Mogens},
title = {The variance constant for the actual waiting time of the $PH/PH/1$
queue},
journal = {Ann. Appl. Probab.},
volume = {6},
number = {1},
year = {1996},
pages = { 766-777},
language = {en},
url = {http://dml.mathdoc.fr/item/1034968227}
}
Bladt, Mogens. The variance constant for the actual waiting time of the $PH/PH/1$
queue. Ann. Appl. Probab., Tome 6 (1996) no. 1, pp. 766-777. http://gdmltest.u-ga.fr/item/1034968227/