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On inference concerning time-dependent queue performance: The M/G/1 example
Authors:D P Gaver  P A Jacobs
Institution:(1) Department of Operations Research, Naval Postgraduate School, 93943-5000 Monterey, CA, USA
Abstract:This paper proposes easily-computed approximations to the finite-time expected waiting time for anM/G/1 system starting from an empty state. Both unsaturated (ρ<1) and saturated (ρ>1) conditions are considered. Numerical evidence is presented to indicate that the quality of the approximations is usefully good, especially when ease of computation is an issue. Further, the methodology is adapted to assess expected waiting time when inference must be made from a random sample of service times, and the decision is made to do so nonparametrically, i.e., without fitting a specific function. The results appear reasonable and potentially useful, and are not burdensome to obtain. The methodology investigated can also be applied to the variety of queueing models that are close siblings ofM/G/1: priority and breakdowns and “vacations” being examples. Of course other approximating and inferential options remain to be investigated.
Keywords:M/G/1 queue  time-dependent behavior  approximations  exponential approach to equilibrium  numerical inversion of Laplace transforms
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