Journal article
The intercept term of the asymptotic variance curve for some queueing output processes
Sophie Hautphenne, Yoav Kerner, Yoni Nazarathy, Peter Taylor
European Journal of Operational Research | Elsevier | Published : 2015
Abstract
We consider the output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processes is their variance curve v(t), which gives the variance of the number of customers in the time interval [0, t]. Recent work has revealed some non-trivial properties dealing with the asymptotic rate at which the variance curve grows. In this paper we add to these results by finding explicit expressions for the intercept term of the linear asymptote. For M/M/1/K queues our results are based on the deviation matrix of the generator. It turns out that by viewing output processes as Markovian Point Processes and considering..
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Grants
Awarded by Australian Research Council (ARC)
Awarded by Israeli Science Foundation (ISF)
Awarded by Laureate Fellowship
Funding Acknowledgements
We thank two anonymous referees for their comments. We also thank Onno Boxma, Brian Fralix and Guy Latouche for useful discussions and advice. Toni Nazarathy is supported by Australian Research Council (ARC) grants DP130100156 and DE130100291. Yoav Kerner is supported by Israeli Science Foundation (ISF) grant 1319/11. Yoav Kerner and Toni Nazarathy also thank EURANDOM for hosting and support. Sophie Hautphenne and Peter Taylor are supported by Australian Research Council (ARC) grant DP110101663 and Laureate Fellowship FL130100039.