The Annals of Mathematical Statistics

A Waiting Line Process of Markov Type

A. B. Clarke

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Abstract

Waiting-line or queuing processes of the Markov type are studied, the incoming traffic being of Poisson type and having negative-exponential holding time. The parameters are allowed to depend on time. The problem of finding an exact solution for the probability distribution of the waiting-line length as a function of time is reduced to the solution of an integral equation of the Volterra type. When the ratio of the parameters for the incoming and out-going traffic is constant, this equation can be solved explicitly and the required distribution obtained. Using this solution, the behavior of the process for large values of $t$ is studied, particularly for the unstable case with traffic intensity $\geqq 1$.

Article information

Source
Ann. Math. Statist., Volume 27, Number 2 (1956), 452-459.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177728268

Digital Object Identifier
doi:10.1214/aoms/1177728268

Mathematical Reviews number (MathSciNet)
MR79857

Zentralblatt MATH identifier
0073.13002

JSTOR
links.jstor.org

Citation

Clarke, A. B. A Waiting Line Process of Markov Type. Ann. Math. Statist. 27 (1956), no. 2, 452--459. doi:10.1214/aoms/1177728268. https://projecteuclid.org/euclid.aoms/1177728268


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