IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v73y2011i1p139-152.html
   My bibliography  Save this article

The age of the arrival process in the G/M/1 and M/G/1 queues

Author

Listed:
  • Moshe Haviv
  • Yoav Kerner

Abstract

This paper shows that in the G/M/1 queueing model, conditioning on a busy server, the age of the inter-arrival time and the number of customers in the queue are independent. The same is the case when the age is replaced by the residual inter-arrival time or by its total value. Explicit expressions for the conditional density functions, as well as some stochastic orders, in all three cases are given. Moreover, we show that this independence property, which we prove by elementary arguments, also leads to an alternative proof for the fact that given a busy server, the number of customers in the queue follows a geometric distribution. We conclude with a derivation for the Laplace Stieltjes Transform (LST) of the age of the inter-arrival time in the M/G/1 queue. Copyright Springer-Verlag 2011

Suggested Citation

  • Moshe Haviv & Yoav Kerner, 2011. "The age of the arrival process in the G/M/1 and M/G/1 queues," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(1), pages 139-152, February.
    • Handle: RePEc:spr:mathme:v:73:y:2011:i:1:p:139-152
    DOI: 10.1007/s00186-010-0337-y
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00186-010-0337-y
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00186-010-0337-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ivo Adan & Onno Boxma & David Perry, 2005. "The G/M/1 queue revisited," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(3), pages 437-452, December.
    2. Fakinos, D., 1990. "Equilibrium queue size distributions for semi-reversible queues," Stochastic Processes and their Applications, Elsevier, vol. 36(2), pages 331-337, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Binyamin Oz & Ivo Adan & Moshe Haviv, 2017. "A rate balance principle and its application to queueing models," Queueing Systems: Theory and Applications, Springer, vol. 87(1), pages 95-111, October.
    2. Legros, Benjamin, 2022. "The principal-agent problem for service rate event-dependency," European Journal of Operational Research, Elsevier, vol. 297(3), pages 949-963.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Benjamin Legros, 2021. "Age-based Markovian approximation of the G/M/1 queue," Post-Print hal-03605431, HAL.
    2. Boxma, Onno & Frostig, Esther & Perry, David & Yosef, Rami, 2017. "A state dependent reinsurance model," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 170-181.
    3. Legros, Benjamin, 2022. "The principal-agent problem for service rate event-dependency," European Journal of Operational Research, Elsevier, vol. 297(3), pages 949-963.
    4. Michael N. Katehakis & Benjamin Melamed & Jim Junmin Shi, 2022. "Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost," Annals of Operations Research, Springer, vol. 317(2), pages 665-691, October.
    5. Esther Frostig & Adva Keren–Pinhasik, 2017. "Parisian ruin in the dual model with applications to the G/M/1 queue," Queueing Systems: Theory and Applications, Springer, vol. 86(3), pages 261-275, August.
    6. Jim (Junmin) Shi & Michael N. Katehakis & Benjamin Melamed & Yusen Xia, 2014. "Production-Inventory Systems with Lost Sales and Compound Poisson Demands," Operations Research, INFORMS, vol. 62(5), pages 1048-1063, October.
    7. Binyamin Oz & Ivo Adan & Moshe Haviv, 2017. "A rate balance principle and its application to queueing models," Queueing Systems: Theory and Applications, Springer, vol. 87(1), pages 95-111, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mathme:v:73:y:2011:i:1:p:139-152. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.