Download An Introduction to Queueing Theory: Modeling and Analysis in by U. Narayan Bhat PDF

By U. Narayan Bhat

This introductory textbook is designed for a one-semester direction on queueing idea that doesn't require a path in stochastic techniques as a prerequisite. by means of integrating the required history on stochastic approaches with the research of types, this e-book presents a foundational advent to the modeling and research of queueing platforms for a vast interdisciplinary viewers of scholars. Containing workouts and examples, this quantity can be used as a textbook through first-year graduate and upper-level undergraduate scholars. The paintings can also be helpful as a self-study reference for purposes and additional examine.

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Additional resources for An Introduction to Queueing Theory: Modeling and Analysis in Applications (2nd Edition)

Example text

Corresponding to the above four cases, it can be given as follows: (i) (m,n) Pij (m,r) = Pik (r,n) Pkj m < r < n. 7) k S (ii) Pij (s, t) = Pik (s, u)Pkj (u, t) s < u < t. 8) k S (iii) F (xm , x; m, n) = dy F (xm , y; m, r)F (y, x; r, n) y S m < r < n. 9) 28 CHAPTER 3. BASIC CONCEPTS IN STOCHASTIC PROCESSES (iv) F (xs , x; s, t) = dy F (xs , y; s, u)F (y, x; u, t) s < u < t. 10) y S These equations can be easily established by considering the transitions of the process in two time periods (m, r) and (r, n) when the time parameter is discrete and (s, u) and (u, t) when the time parameter is continuous, and using the basic definition of the Markov process.

Be the epochs of departure from the system, and define Tn = tn+1 − tn . , when traffic intensity ρ < 1, denote this random variable by T . Let Q(x) be the number of customers in the system x amount of time after departure and define Fn (x) = P [Q(x) = n, T > x]. 4) remains the same when t in Q(t) is an arbitrary time point, an arrival point, or a departure point (see Wolff (1982)). Therefore, regardless the value of x, we have P [Q(x) = n] = (1 − ρ)ρn n = 0, 1, 2 . . (x ≥ 0). 31) 0 For a specified n, because of the Markovian property of the underlying process, the random variable T is dependent only on n, not on the preceding interdeparture intervals.

Uncertainties in model characteristics lead us to random variables as the basic building blocks for the queueing model. However, a random variable quantitatively represents an event in a random phenomenon. In queueing systems, and all systems that operate over time (or space or any other parameter), the model must be able to represent the system over time. That means we need a sequence or a family of random variables to represent such a phenomenon over time. Let T be the range of time of interest.

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