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Calculating light traffic limits for sojourn times in open markovian queueing systems

Burton Simon

Open publisher page 6 citations

Abstract

Let be the m thmoment of the sojourn time distribution for some particular customer class in an open queueing system, where λ is the overall arrival rate. We derive closed form expressions, in terms of the basic system data, for the first order light traffic limit, , in the cases where the total arrival process is Poisson, a phase-type renewal process, and a superposition of independent phase-type renewal processes. For certain phase-type renewal processes, the k th order light traffic limit is zero for n≷k. In these cases we derive the kth order limit. The expressions are numerically tractable. The most difficult operation is a matrix inversion

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What this paper is about

Let be the m thmoment of the sojourn time distribution for some particular customer class in an open queueing system, where λ is the overall arrival rate. We derive closed form expressions, in terms of the basic system data, for the first order light traffic limit, , in the cases where the total arrival process is Poisson, a phase-type renewal process, and a superposition of independent phase-type renewal processes. For certain phase-type renewal processes, the k th order light traffic limit is zero for n≷k. In these cases we derive the kth order limit. The expressions are numerically tractable. The most difficult operation is a matrix inversion

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Available abstract

Let be the m thmoment of the sojourn time distribution for some particular customer class in an open queueing system, where λ is the overall arrival rate. We derive closed form expressions, in terms of the basic system data, for the first order light traffic limit, , in the cases where the total arrival process is Poisson, a phase-type renewal process, and a superposition of independent phase-type renewal processes. For certain phase-type renewal processes, the k th order light traffic limit is zero for n≷k. In these cases we derive the kth order limit. The expressions are numerically tractable. The most difficult operation is a matrix inversion

Key concepts: Markovian arrival process, Superposition principle, Queueing theory, Renewal theory, Phase-type distribution, Limit (mathematics), Poisson distribution, Open system (computing)

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