Mean Waiting Time Approximations in the G/G/1 Queue

  • Authors:
  • David L. Jagerman;Barış Balcıoglu;Tayfur Altıok;Benjamin Melamed

  • Affiliations:
  • Rutgers University, RUTCOR, 640 Bartholomew Rd., Piscataway, NJ 08854, USA jagerman@worldnet.att.net;University of Toronto, Dept. of Mechanical and Industrial Engineering, 5 King's College Road, Toronto, ON, M5S 3G8 Canada baris@mie.utoronto.ca;Rutgers University, Department of Industrial and Systems Engineering, 96 Frelinghuysen Rd., Piscataway, NJ 08854, USA altiok@rci.rutgers.edu;Rutgers University Department of MSIS, 94 Rockafeller Rd., Piscataway, NJ 08854, USA melamed@rbs.rutgers.edu

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2004

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Abstract

It is known that correlations in an arrival stream offered to a single-server queue profoundly affect mean waiting times as compared to a corresponding renewal stream offered to the same server. Nonetheless, this paper uses appropriately constructed GI/G/1 models to create viable approximations for queues with correlated arrivals. The constructed renewal arrival process, called PMRS (Peakedness Matched Renewal Stream), preserves the peakedness of the original stream and its arrival rate; furthermore, the squared coefficient of variation of the constructed PMRS equals the index of dispersion of the original stream. Accordingly, the GI/G/1 approximation is termed PMRQ (Peakedness Matched Renewal Queue). To test the efficacy of the PMRQ approximation, we employed a simple variant of the TES+ process as the autocorrelated arrival stream, and simulated the corresponding TES+/G/1 queue for several service distributions and traffic intensities. Extensive experimentation showed that the proposed PMRQ approximations produced mean waiting times that compared favorably with simulation results of the original systems. Markov-modulated Poisson process (MMPP) is also discussed as a special case.