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- Title
On the time-dependent moments of Markovian queues with reneging.
- Authors
Fralix, Brian
- Abstract
We give an explicit representation for the time-dependent moments of a Markovian queueing system with reneging. Our expressions are comparable in form to the moment expressions for the M/ M/1 queue found in Abate and Whitt (Queueing Syst. 2:41-65, ; Adv. Appl. Probab. 20:145-178, ). We also illustrate how to use these expressions to derive analogous moment expressions for a reflected Ornstein-Uhlenbeck process, with reflection at zero.
- Subjects
QUEUING theory; MARKOV processes; ORNSTEIN-Uhlenbeck process; MOMENTS method (Statistics); MANAGEMENT science; PRODUCTION scheduling
- Publication
Queueing Systems, 2013, Vol 75, Issue 2-4, p149
- ISSN
0257-0130
- Publication type
Article
- DOI
10.1007/s11134-012-9281-2