A RECURRENT SOLUTION OF PH/M/c/N-LIKE AND PH/M/c-LIKE QUEUES

作者：Brandwajn Alexandre^*; Begin Thomas

来源：Journal of Applied Probability, 2012, 49(1): 84-99.

DOI：10.1017/s0021900200008871

• G/M/c-like queue
• phase-type distribution
• conditional probability
• queue length distribution
• recurrent solution
• numerical stability
• computational efficiency
• asymptotic geometric distribution

We propose an efficient semi-numerical approach to compute the steady-state probability distribution for the number of requests at arbitrary and at arrival time instants in PH/M/c-like systems with homogeneous servers in which the interarrival time distribution is represented by an acyclic set of memoryless phases. Our method is based on conditional probabilities and results in a simple computationally stable recurrence. It avoids the explicit manipulation of potentially large matrices and involves no iteration. Owing to the use of conditional probabilities, it delays the onset of numerical issues related to floating-point under-flow as the number of servers and/or phases increases. For generalized Coxian distributions, the computational complexity of the proposed approach grows linearly with the number of phases in the distribution.

• 出版日期2012-3
• 单位INRIA