The MacLaurin expansion for a G/G/1 queue with Markov-modulated arrivals and services |
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Authors: | Yixin Zhu Huan Li |
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Institution: | (1) Department of Industrial Engineering, State University of New York, 14260 Buffalo, NY, USA |
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Abstract: | Consider a Markov-modulated G/G/1 queueing system in which the arrival and the service mechanisms are controlled by an underlying Markov chain. The classical approaches to the waiting time of this type of queueing system have severe computational difficulties. In this paper, we develop a numerical algorithm to calculate the moments of the waiting time based on Gong and Hu's idea. Our numerical results show that the algorithm is powerful. A matrix recursive equation for the moments of the waiting time is also given under certain conditions. |
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Keywords: | G/G/1 queue Markov-modulated arrivals and services waiting time MacLaurin series numerical algorithm matrix recursive equation |
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