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Volumn 6, Issue 3, 1996, Pages 766-777

The variance constant for the actual waiting time of the PH/PH/1 queue

Author keywords

Actual waiting time; Asymptotic time average variance; Martingale; Numerical methods; Phase type distribution; Poisson's equation

Indexed keywords


EID: 0030523635     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1034968227     Document Type: Article
Times cited : (8)

References (16)
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    • ASMUSSEN, S. (1992). Phase-type representations in random walk and queueing problems. Ann. Probab. 20 772-789.
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    • Asmussen, S.1
  • 4
    • 0001412090 scopus 로고
    • Computational methods in risk theory: A matrix-algorithmic approach
    • ASMUSSEN, S. and ROLSKI, T. (1991). Computational methods in risk theory: a matrix-algorithmic approach. Insurance Math. Econom. 10 259-274.
    • (1991) Insurance Math. Econom. , vol.10 , pp. 259-274
    • Asmussen, S.1    Rolski, T.2
  • 6
    • 0001338883 scopus 로고    scopus 로고
    • Renewal theory and queueing algorithms for matrix-exponential distributions
    • S. Chakravarthy and A. S. Alta, eds. Dekker, New York
    • BLADT, M. and ASMUSSEN, S. (1996). Renewal theory and queueing algorithms for matrix-exponential distributions. In Matrix-Analytic Methods in Stochastic Models (S. Chakravarthy and A. S. Alta, eds.) 313-341. Dekker, New York.
    • (1996) Matrix-analytic Methods in Stochastic Models , pp. 313-341
    • Bladt, M.1    Asmussen, S.2
  • 7
    • 21844507443 scopus 로고
    • Poisson's equation for queues driven by a Markovian point process
    • BLADT, M. and ASMUSSEN, S. (1994). Poisson's equation for queues driven by a Markovian point process. QUESTA 17 235-274.
    • (1994) QUESTA , vol.17 , pp. 235-274
    • Bladt, M.1    Asmussen, S.2
  • 8
    • 0010922921 scopus 로고
    • Poisson's equation for the recurrent M/G/1 queue
    • GLYNN, P. W. (1989). Poisson's equation for the recurrent M/G/1 queue. Adv. in Appl. Probab. 26 1044-1062.
    • (1989) Adv. in Appl. Probab. , vol.26 , pp. 1044-1062
    • Glynn, P.W.1
  • 11
    • 0018008283 scopus 로고
    • Renewal processes of phase type
    • NEUTS, M. F. (1978). Renewal processes of phase type. Naval Res. Logist. Quart. 25 445-454.
    • (1978) Naval Res. Logist. Quart. , vol.25 , pp. 445-454
    • Neuts, M.F.1
  • 13
    • 0010129277 scopus 로고
    • Potentiel Markovien récurrent des chaînes de Harris
    • NEVEU, J. (1972). Potentiel Markovien récurrent des chaînes de Harris. Ann. Inst. Fourier (Grenoble) 22 85-130.
    • (1972) Ann. Inst. Fourier (Grenoble) , vol.22 , pp. 85-130
    • Neveu, J.1
  • 15
    • 0003737306 scopus 로고
    • North-Holland, New York
    • REVUZ, D. (1984). Markov Chains. North-Holland, New York.
    • (1984) Markov Chains
    • Revuz, D.1
  • 16
    • 0000313654 scopus 로고
    • Planning queueing simulations
    • WHITT, W. (1989). Planning queueing simulations. Management Sci. 35 1341-1366.
    • (1989) Management Sci. , vol.35 , pp. 1341-1366
    • Whitt, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.