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Queues as Harris recurrent Markov chains
Authors:Karl Sigman
Affiliation:(1) Department of Industrial Engineering and Operations Research, Columbia University, Mudd Building, 10027 New York, NY, USA
Abstract:We present a framework for representing a queue at arrival epochs as a Harris recurrent Markov chain (HRMC). The input to the queue is a marked point process governed by a HRMC and the queue dynamics are formulated by a general recursion. Such inputs include the cases of i.i.d, regenerative, Markov modulated, Markov renewal and the output from some queues as well. Since a HRMC is regenerative, the queue inherits the regenerative structure. As examples, we consider split & match, tandem, G/G/c and more general skip forward networks. In the case of i.i.d. input, we show the existence of regeneration points for a Jackson type open network having general service and interarrivai time distributions.A revised version of the author's winning paper of the 1986 George E. Nicholson Prize (awarded by the Operations Research Society of America).
Keywords:Queue  discrete time  Harris recurrent Markov chains  regenerative
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