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題名 A duality relation between the workload and attained waiting time in FCFS G/G/s queues
作者 姚怡慶
Yao,Yi-Ching
貢獻者 統計系
關鍵詞 Duality ; reverse time ; sample path ; workload process
日期 2013.03
上傳時間 19-Dec-2013 11:56:38 (UTC+8)
摘要 Sengupta (1989) showed that, for the first-come-first-served (FCFS) G/G/I queue, the workload and attained waiting time of a Customer in service have the same stationary distribution. Sakasegawa and Wolff (1990) derived a sample path version of this result, showing that the empirical distribution of the workload values over a busy period of a given sample path is identical to that of the attained waiting time values over the same period. For a given sample path of an FCFS GIG/s queue, we construct a dual sample path of a dual queue which is FCFS G/G/s in reverse time. It is shown that the workload process on the original sample path is identical to the total attained waiting time process on the dual sample path. As an application of this duality relation, we show that, for a time-stationary FCFS M/M/s/k queue, the workload process is equal in distribution to the time-reversed total attained waiting time process.
關聯 Journal of Applied Probability, 50(1), 300-307
資料類型 article
DOI http://dx.doi.org/10.1239/jap/1363784441
dc.contributor 統計系en_US
dc.creator (作者) 姚怡慶zh_TW
dc.creator (作者) Yao,Yi-Chingen_US
dc.date (日期) 2013.03en_US
dc.date.accessioned 19-Dec-2013 11:56:38 (UTC+8)-
dc.date.available 19-Dec-2013 11:56:38 (UTC+8)-
dc.date.issued (上傳時間) 19-Dec-2013 11:56:38 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/62717-
dc.description.abstract (摘要) Sengupta (1989) showed that, for the first-come-first-served (FCFS) G/G/I queue, the workload and attained waiting time of a Customer in service have the same stationary distribution. Sakasegawa and Wolff (1990) derived a sample path version of this result, showing that the empirical distribution of the workload values over a busy period of a given sample path is identical to that of the attained waiting time values over the same period. For a given sample path of an FCFS GIG/s queue, we construct a dual sample path of a dual queue which is FCFS G/G/s in reverse time. It is shown that the workload process on the original sample path is identical to the total attained waiting time process on the dual sample path. As an application of this duality relation, we show that, for a time-stationary FCFS M/M/s/k queue, the workload process is equal in distribution to the time-reversed total attained waiting time process.en_US
dc.format.extent 4680265 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.relation (關聯) Journal of Applied Probability, 50(1), 300-307en_US
dc.subject (關鍵詞) Duality ; reverse time ; sample path ; workload processen_US
dc.title (題名) A duality relation between the workload and attained waiting time in FCFS G/G/s queuesen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1239/jap/1363784441en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1239/jap/1363784441en_US