21 research outputs found

    The queue M|G|1 with Markov modulated arrivals and services

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    We study an M|G|1 queue in which both the arrival rate and the service time distribution depend on the state of an underlying finite-state Markov chain. The solution is obtained by a matrix factorization method. This leads to results for waiting times and queue lengths both at arrival epochs and in continuous time. A numerical algorithm for the calculation of several quantities of interest is described and some numerical examples are given

    On the identification of Wiener-Hopf factors

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    Many server queueing systems

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    Electrical Engineering, Mathematics and Computer Scienc

    Efficient simulation of fluid queues with many sources

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