Heavy traffic results for single server queues with dependent (EARMA) service and interarrival times
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Authors
Jacobs, Patricia A.
Subjects
Cross correlated interarrival and service times
Multivariate exponential random variables
Heavy traffic
Weak convergence
EARMA sequences
Multivariate exponential random variables
Heavy traffic
Weak convergence
EARMA sequences
Advisors
Date of Issue
1979-04
Date
1979-04
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
Models are given for sequences of correlated exponential interarrival and service times for a single server queue. These multivariate exponential models are formed as probabilitic linear combinations of sequences of independent exponential random variables and are easy to generate on a computer. Limiting results for customer waiting time under heavy traffic conditions are obtained for these queues. Heavy traffic results are useful for analyzing the effect of correlated interarrival and service times in queues on such quantities as queue length and customer waiting time. They can also be used to check simulation results
Type
Technical Report
Description
Series/Report No
Department
Identifiers
NPS Report Number
NPS55-79-009
Sponsors
Naval Postgraduate School Monterey, CA
Funder
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.