English

Time-dependent queue length distribution in queues fed by $K$ customers in a finite interval

Probability 2024-12-10 v1

Abstract

We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of KK customers arrive in the finite time interval [0,T][0,T], where arrival times of those KK customers are independent and identically distributed according to an absolutely continuous distribution defined by its probability density function f(t)f(t) on (0,T](0,T]. To analyze the time-dependent queue length distribution of this model, we introduce the auxiliary model with non-homogeneous Poisson arrivals and show that the time-dependent queue length distribution in the original model is given in terms of the time-dependent joint distribution of the numbers of arrivals and departures in the auxiliary model. Next, we consider a numerical procedure for computing the time-dependent queue length distribution in Markovian models with piecewise constant f(t)f(t). A particular feature of our computational procedure is that the truncation error bound can be set as the input. Some numerical examples are also provided.

Keywords

Cite

@article{arxiv.2412.06452,
  title  = {Time-dependent queue length distribution in queues fed by $K$ customers in a finite interval},
  author = {Kaito Hayashi and Yoshiaki Inoue and Tetsuya Takine},
  journal= {arXiv preprint arXiv:2412.06452},
  year   = {2024}
}