On the time-dependent moments of Markovian queues with reneging |
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| Authors: | Brian H Fralix |
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| Institution: | 1. Dept. of Math. Sciences, Clemson University, O-110 Martin Hall, Box 340975, Clemson, SC, 29634, USA
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| Abstract: | We give an explicit representation for the time-dependent moments of a Markovian queueing system with reneging. Our expressions are comparable in form to the moment expressions for the M/M/1 queue found in Abate and Whitt (Queueing Syst. 2:41–65, 1987; Adv. Appl. Probab. 20:145–178, 1988). We also illustrate how to use these expressions to derive analogous moment expressions for a reflected Ornstein–Uhlenbeck process, with reflection at zero. |
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