Hitting time in an m/g/1 queue

被引：9

作者：

Ross, SM ^{[1
]}

Seshadri, S

机构：

[1] Univ Calif Berkeley, Dept Ind Engn & Operat Res, Berkeley, CA 94720 USA

[2] NYU, Leonard N Stern Sch Business, Dept Stat & Operat Res, New York, NY 10012 USA

[3] NYU, Leonard N Stern Sch Business, Operat Management Area, New York, NY 10012 USA

来源：

JOURNAL OF APPLIED PROBABILITY | 1999年 / 36卷 / 03期

关键词：

M/G/1; queue;

D O I：

10.1239/jap/1032374646

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the expected time for the work in an M/G/1 system to exceed the level x, given that it started out initially empty, and show that it can be expressed solely in terms of the Poisson arrival rate, the service time distribution and the stationary delay distribution of the M/G/1 system. We use this result to construct an efficient simulation procedure.

引用

页码：934 / 940

页数：7

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