Transient behavior of the M/M/1 queue: starting at the origin
Queueing Systems: Theory and Applications
Simulation run lengths to estimate blocking probabilities
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A Diffusion Approximation for a Markovian Queue with Reneging
Queueing Systems: Theory and Applications
Properties of the Reflected Ornstein–Uhlenbeck Process
Queueing Systems: Theory and Applications
A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging
Queueing Systems: Theory and Applications
Structural properties of reflected Lévy processes
Queueing Systems: Theory and Applications
Fundamentals of Queueing Theory
Fundamentals of Queueing Theory
Hi-index | 0.00 |
We give an explicit representation for the time-dependent moments of a Markovian queueing system with reneging. Our expressions are comparable in form to the moment expressions for the M/M/1 queue found in Abate and Whitt (Queueing Syst. 2:41---65, 1987; Adv. Appl. Probab. 20:145---178, 1988). We also illustrate how to use these expressions to derive analogous moment expressions for a reflected Ornstein---Uhlenbeck process, with reflection at zero.