A Waiting Line Process of Markov Type
Clarke, A. B.
Ann. Math. Statist., Tome 27 (1956) no. 4, p. 452-459 / Harvested from Project Euclid
Waiting-line or queuing processes of the Markov type are studied, the incoming traffic being of Poisson type and having negative-exponential holding time. The parameters are allowed to depend on time. The problem of finding an exact solution for the probability distribution of the waiting-line length as a function of time is reduced to the solution of an integral equation of the Volterra type. When the ratio of the parameters for the incoming and out-going traffic is constant, this equation can be solved explicitly and the required distribution obtained. Using this solution, the behavior of the process for large values of $t$ is studied, particularly for the unstable case with traffic intensity $\geqq 1$.
Publié le : 1956-06-14
Classification: 
@article{1177728268,
     author = {Clarke, A. B.},
     title = {A Waiting Line Process of Markov Type},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 452-459},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728268}
}
Clarke, A. B. A Waiting Line Process of Markov Type. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  452-459. http://gdmltest.u-ga.fr/item/1177728268/