Skip to main content
Log in

Sojourn time distributions in the queue defined by a general QBD process

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribution, which is identical to a phase-type distribution under a certain condition. Since QBD processes include many queueing models where the arrival and service process are dependent, these results form a substantial generalization of analogous results reported in the literature for queues such as the PH/PH/c queue. We also discuss asymptotic properties of the sojourn time distribution through its matrix exponential form.

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

Access this article

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. S. Asmussen and M. Bladt, Renewal Theory and Queueing Algorithms for Matrix-Exponential Distributions, in: Matrix-Analytic Methods in Stochastic Models, eds. Chakravarthy and Alfa, Marcel Dekker, New York, (1997) 313–341.

    Google Scholar 

  2. S. Asmussen, Applied Probability and Queues, Springer-Verlag, New York, 2003.

    Google Scholar 

  3. Y. Baba, On M/G/1 Queues with the First N Customers of Each Busy Period Receiving Exceptional Services, J. of Operations Research Society of Japan 42(4) (1999) 490–500.

    Article  Google Scholar 

  4. R. Bellman, Introduction to Matrix Analysis, 2nd Ed., SIAM, Philadelphia, 1997.

    Google Scholar 

  5. P. Brémaud, Markov Chains Gibbs Fields, Monte Carlo Simulation, and Queues, Springer-Verlag, New York, 1999.

    Google Scholar 

  6. D.P. Heyman, Optimal Operating Policies for M/G/1 Queueing Systems, Operations Research 16 (1968) 362–382.

    Google Scholar 

  7. G. Latouche and V. Ramaswami, Introduction to Matrix Analytic Methods in Stochastic Modeling, SIAM, Philadelphia, 1999.

    Google Scholar 

  8. D.M. Lucantoni, K.S. Meier-Hellstern, and M. Neuts, A Single-Server Queue with Server Vacations and a Class of Non-Renewal Arrival Processes, Advances in Applied Probability 22 (1990) 676–705.

    Article  Google Scholar 

  9. D.M. Lucantoni, New Results on the Single Server Queue with a Batch Markovian Arrival Process, Stochastic Models 7(1) (1991) 1–46.

    Google Scholar 

  10. M.F. Neuts, Structured Stochastic Matrices of M/G/1 Type and Their Applications, Marcel Dekker, New York, 1989.

    Google Scholar 

  11. T. Ozawa, Analysis of Queues with Markovian Service Processes, Stochastic Models 20(4) (2004) 391–413.

    Article  Google Scholar 

  12. V. Ramaswami, A Duality Theorem for the Matrix Paradigms in Queueing Theory, Stochastic Models 6(1) (1990) 151–161.

    Google Scholar 

  13. V. Ramaswami, From the Matrix-Geometric to the Matrix-Exponential, Queueing Systems 6 (1990) 229–260.

    Article  Google Scholar 

  14. B. Sengupta, Markov Processes Whose Steady State Distribution is Matrix-Exponential with an Application to the GI/PH/1 Queue, Advances in Applied Probability 21(1) (1989) 159–180.

    Article  Google Scholar 

  15. P. D. Welch, On a Generalized M/G/1 Queueing Process in Which the First Customer of Each Busy Period Receives Exceptional Service, Operations Research 12 (1964) 736–752.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Toshihisa Ozawa.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ozawa, T. Sojourn time distributions in the queue defined by a general QBD process. Queueing Syst 53, 203–211 (2006). https://doi.org/10.1007/s11134-006-7651-3

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-006-7651-3

Keywords

Navigation