Skip to main content
Log in

Exact and approximate numerical solutions to steady-state single-server queues:M/G/1 — a unified approach

  • Articles
  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

This paper presents a unified approach for the numerical solutions of anM/G/1 queue. On the assumption that the service-time distribution has a rational Laplace-Stieltjes transform (LST), explicit closed-form expressions have been obtained for moments, distributions of system length and waiting time (in queue) in terms of the roots of associated characteristic equations (c.e.'s). Approximate analyses for the tails of the distributions based on one or more roots are also discussed. Numerical aspects have been tested for a variety of complex service-time distributions including but not restricted to only mixed generalized Erlang and generalized hyperexponential. A sample of numerical computations is also included. It is hoped that the results obtained would prove to be beneficial to both practitioners and theorists dealing with bounds, inequalities, approximations, and other aspects.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. R.F. Botta, C.M. Harris and W.G. Marchal, Characterization of generalized hyperexponential distribution functions, Commun. Statist.-Stochastic Models 3 (1987) 115–148.

    Google Scholar 

  2. G. Brière and M.L. Chaudhry, Computational analysis of single-server bulk-arrival queues: GIX/M/1, Queueing Systems 2 (1987) 173–185.

    Google Scholar 

  3. M.L. Chaudhry,QPACK Software Package (A&A Publ., 395 Carrie Cresc., Kingston, Ontario, Canada K7M 5X7, 1991).

    Google Scholar 

  4. M.L. Chaudhry, C.M. Harris and W.G. Marchal, Robustness of rootfinding in single-server queueing models, ORSA J. Comput. 2 (1990) 273–286.

    Google Scholar 

  5. M.L. Chaudhry and J.G.C. Templeton,A First Course in Bulk Queues (Wiley, New York, 1983).

    Google Scholar 

  6. S.D. Conte and C. de Boor,Elementary Numerical Analysis (McGraw-Hill, New York, 1972).

    Google Scholar 

  7. J.N. Daigle, Queue length distributions from probability generating functions via discrete Fourier transforms, Oper. Res. Lett. 8 (1989) 229–236.

    Google Scholar 

  8. W. Feller,An Introduction to Probability Theory and Its Applications, vol. 1, 3rd ed. (Wiley, New York, 1968).

    Google Scholar 

  9. D. Gross, and C.M. Harris,Fundamentals of Queueing Theory, 2nd ed. (Wiley, New York, 1985).

    Google Scholar 

  10. J.F.C. Kingman, The single server queue in heavy traffic, Proc. Camb. Phil. Soc. 58 (1960) 902–904.

    Google Scholar 

  11. L. Kleinrock,Queueing Systems: Computer Applications, vol. 2 (Wiley, New York, 1976).

    Google Scholar 

  12. H. Kobayashi,Discrete-Time Queueing Systems in Probability Theory and Computer Science, eds. G. Louchard and G. Latouche (Academic Press, New York, 1983).

    Google Scholar 

  13. M.F. Neuts,Matrix-Geometric Solutions in Stochastic Models — An Algorithmic Approach (The Johns Hopkins University Press, Baltimore, 1981).

    Google Scholar 

  14. M.F. Neuts,Structured Stochastic Matrices of M/G/1 Type and Their Applications (McGraw-Hill, New York, 1989).

    Google Scholar 

  15. L.K. Platzman, J.C. Ammons and J.J. Bartholdi III, A simple and efficient algorithm to compute tail probabilities from transforms, Oper. Res. 36 (1988) 137–144.

    Google Scholar 

  16. W.B. Powell, Stochastic delays in transportation terminals: new results in the theory and applications of bulk queues, Ph.D. Dissertation, MIT, Cambridge, MA (1981).

    Google Scholar 

  17. T.L. Saaty,Elements of Queueing Theory with Applications (McGraw-Hill, New York, 1961).

    Google Scholar 

  18. L. Takács,Introduction to the Theory of Queues (Oxford University Press, New York, 1962).

    Google Scholar 

  19. H.C. Tijms,Stochastic Modelling and Analysis — A Computational Approach (Wiley, New York, 1986).

    Google Scholar 

  20. M.H. van Hoorn, Numerical analysis of multi-server queues with deterministic service and phase-type arrivals, Z. Oper. Res. 30A (1986) 15–28.

    Google Scholar 

  21. C.M. Woodside and E.D.S. Ho, Engineering calculations of overflow probabilities in buffers with Markov-interrupted service, IEEE Trans. Commun. COM-35 (1987) 1272–1277.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chaudhry, M.L., Gupta, U.C. & Agarwal, M. Exact and approximate numerical solutions to steady-state single-server queues:M/G/1 — a unified approach. Queueing Syst 10, 351–379 (1992). https://doi.org/10.1007/BF01193326

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01193326

Keywords