Construction of a stationary FIFO queue with impatient customers
Probability
2008-02-19 v1
Abstract
In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times). In the particular case of a single server operating in First in, First out, we prove the existence (in some cases, on an enlarged probability space) of a stationary workload. This is done by studying stochastic recursions under the Palm settings, and by stochastic comparison of stochastic recursions.
Keywords
Cite
@article{arxiv.0802.2495,
title = {Construction of a stationary FIFO queue with impatient customers},
author = {Pascal Moyal},
journal= {arXiv preprint arXiv:0802.2495},
year = {2008}
}