A Poisson-Charlier approximation for nonstationary queues

نویسنده

  • Jamol Pender
چکیده

In this paper, we develop a new approximation for nonstationary multiserver queues with abandonment. Our method uses the Poisson–Charlier polynomials, which are a discrete orthogonal polynomial sequence that is orthogonal with respect to the Poisson distribution. We show that by appealing to the Poisson–Charlier polynomials that we can estimate the mean, variance, and probability of delay of our nonstationary queueing system with good accuracy. Lastly, we provide a numerical example that illustrates that our approximations are effective. © 2014 Elsevier B.V. All rights reserved.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximations for the Moments of Nonstationary and State Dependent Birth-Death Queues

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier polynomials, we are able to estimate any moment of the Markov process even though the system of moment equations may not be closed. Using new weighted discrete So...

متن کامل

The Pointwise Stationary Approximation for Queues with Nonstationary Arrivals*

We empirically explore the, accuracy of an easily computed approximation for long run, average performance measures such as expected delay and probability of delay in multiserver queueing systems with exponential service times and periodic (sinusoidal) Poisson arrival processes. The pointwise stationary approximation is computed by integrating over time (that is taking the expectation of) the f...

متن کامل

A Charlier-Parseval approach to Poisson approximation and its applications

A new approach to Poisson approximation is proposed. The basic idea is very simple and based on properties of the Charlier polynomials and the Parseval identity. Such an approach quickly leads to new effective bounds for several Poisson approximation problems. A selected survey on diverse Poisson approximation results is also given. MSC 2000 Subject Classifications: Primary 62E17; secondary 60C...

متن کامل

Poisson and Gaussian Approximations for Multi-Server Queues with Batch Arrivals and Batch Abandonment

In this paper, we consider nonstationary multi-server queues and multiserver loss queues with batch arrivals and where we allow customer abandonment to also occur as a Markovian batch process. To estimate the performance of the system, we develop two new approximations that take advantage of the functional Kolmogorov forward equations. The first approximation we develop uses the Poisson distrib...

متن کامل

A Simple Approximation for Modeling Nonstationary Queues

Evaluation of the behavior of queues with nonsta-tionary arrival processes is of importance in several applications including communication networks. However , the analysis of nonstationary queues is in general computationally complex, and seldom produces closed form expressions. Thus approximation methods may be more appropriate. In this paper, the pointwise stationary uid ow approximation (PS...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Oper. Res. Lett.

دوره 42  شماره 

صفحات  -

تاریخ انتشار 2014