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Sojourn time distributions in the queue defined by a general QBD process
Authors:Toshihisa Ozawa
Institution:(1) Department of Business Administration, Komazawa University, 1-23-1 Komazawa, Setagaya-ku, Tokyo 154-8525, Japan
Abstract:We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribution, which is identical to a phase-type distribution under a certain condition. Since QBD processes include many queueing models where the arrival and service process are dependent, these results form a substantial generalization of analogous results reported in the literature for queues such as the PH/PH/c queue. We also discuss asymptotic properties of the sojourn time distribution through its matrix exponential form.
Keywords:Quasi-birth-and-death process  Queueing model  Sojourn time distribution  Matrix-exponential distribution
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