Queuing models with Mittag-Leffler inter-event times
Probability
2022-11-24 v1
Abstract
We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no moments. For each of the models we answer the question of the queue being at zero infinitely often (the `recurrence' or `stable' regime) or not (the transient regime). Aside from this question, the different analytical properties of each models allow us to answer a number of questions such as existence and description of equilibrium distributions, mixing times, asymptotic behaviour of return probabilities and moments and functional limit theorems.
Cite
@article{arxiv.2211.13127,
title = {Queuing models with Mittag-Leffler inter-event times},
author = {Jacob Butt and Nicos Georgiou and Enrico Scalas},
journal= {arXiv preprint arXiv:2211.13127},
year = {2022}
}
Comments
31 pages, 7 figures