Recursive calculation of moments in priority queues |
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Affiliation: | Ghent University, Department of Telecommunications and Information Processing, St-Pietersnieuwstraat 41, B-9000 Gent, Belgium |
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Abstract: | We reconsider the discrete-time priority queue with two classes. The server serves high-priority customers as long as there are such customers, and only turns to the low-priority customers when there are no high-priority customers. Relying on a multivariate recursive extension of Faà di Bruno's formula, we find recursive equations to calculate the moments of the queue lengths. This allows for calculation of many more moments in much shorter time than conventionally possible. |
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Keywords: | Priority queue Moment calculations Probability generating function |
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