On the tail of the waiting time in a Markov-modulated M/G/1 queue

被引:6
|
作者
Asmussen, S [1 ]
O'Cinneide, C [1 ]
机构
[1] Lund Univ, Dept Math Stat, S-22100 Lund, Sweden
关键词
D O I
10.1287/opre.50.3.559.7742
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We show that the "exponential decay parameter" of the waiting time in a Markov-modulated M/G/1 queue is no larger than that of the corresponding M/G/1 queue with "averaged" parameters, and we give a necessary and sufficient condition for equality. We also explore the effect of speeding up the modulation process. A key tool is a Markov-modulated fluid model.
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页码:559 / 565
页数:7
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