Scholarlink

<p>We investigate a first-come-first-served G/G/1 queueing system with autocorrelated service times, a feature prevalent in numerous applications. The service times are modeled as a strictly stationary Markov process, encompassing models such as Markov-modulated, copula-correlated, and autoregressive models as special cases. Analyzing queues with autocorrelated service times is inherently challenging. To address this, we employ the MacLaurin Series Expansion (MSE) method, first introduced in Gong and Hu (<CitationRef CitationID="CR25">1992</CitationRef>) and inspired by Smooth Perturbation Analysis (SPA) for computing high-order derivatives. This study further validates the MSE method’s applicability and underscores the broader utility of Perturbation Analysis (PA) techniques.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Queues with auto-correlated service times

  • 期刊论文

  • 发表日期：

    2026年1月27日

查看全文
  • Weimin Dai,
  • Jian-Qiang Hu,
  • Qixin Wang

摘要

We investigate a first-come-first-served G/G/1 queueing system with autocorrelated service times, a feature prevalent in numerous applications. The service times are modeled as a strictly stationary Markov process, encompassing models such as Markov-modulated, copula-correlated, and autoregressive models as special cases. Analyzing queues with autocorrelated service times is inherently challenging. To address this, we employ the MacLaurin Series Expansion (MSE) method, first introduced in Gong and Hu (1992) and inspired by Smooth Perturbation Analysis (SPA) for computing high-order derivatives. This study further validates the MSE method’s applicability and underscores the broader utility of Perturbation Analysis (PA) techniques.