Abstract
We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth-and-death-like transitions, for which it is shown that for any state n, the rate of two consecutive transitions from n- 1 to n+ 1 coincides with the corresponding rate from n+ 1 to n- 1. We demonstrate how useful this observation is by deriving well-known, as well as new, results for non-memoryless queues with state-dependent arrival and service processes. We also use the rate balance principle to derive new results for a state-dependent queue with batch arrivals, which is a model with non-birth-and-death-like transitions.
Original language | English |
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Pages (from-to) | 95-111 |
Number of pages | 17 |
Journal | Queueing Systems |
Volume | 87 |
Issue number | 1-2 |
DOIs | |
State | Published - 1 Oct 2017 |
Externally published | Yes |
Keywords
- Batch arrivals
- Birth–death process
- Conditional distribution
- G/M/1
- M/G/1
- Rate balance
- Residual lifetime
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Computer Science Applications
- Management Science and Operations Research
- Computational Theory and Mathematics