English

New Representations for G/G/1 Waiting Times

Probability 2014-12-04 v1

Abstract

We obtain an explicit representation for the Laplace transform of the waiting time for a wide class of distributions by solving the Wiener-Hopf factorization problem via the Hadamard product theorem. Under broad conditions it is shown that this representation is invertible by an infinite partial fraction expansion. Computational schema illustrated by a variety of examples demonstrate the feasibility of numerically solving a rich class of G/G/1 queue possessing either bounded service or arrival times. In particular very tractable computations are derived for the M/M/1 queue with gated arrivals.

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Cite

@article{arxiv.1412.1203,
  title  = {New Representations for G/G/1 Waiting Times},
  author = {Michael L. Wenocur},
  journal= {arXiv preprint arXiv:1412.1203},
  year   = {2014}
}

Comments

47 pages, 1 algorithm