The Unobserved Waiting Customer Approximation
| dc.contributor.author | Granville, Kevin | |
| dc.contributor.author | Drekic, Steve | |
| dc.date.accessioned | 2021-09-27T14:52:13Z | |
| dc.date.available | 2021-09-27T14:52:13Z | |
| dc.date.issued | 2021-06-02 | |
| dc.description | This is a post-peer-review, pre-copyedit version of an article published in Queueing Systems. The final authenticated version is available online at: https://doi.org/10.1007/s11134-021-09706-x | en |
| dc.description.abstract | We introduce a new approximation procedure to improve the accuracy of matrix analytic methods when using truncated queueing models to analyse infinite buffer systems. This is accomplished through emulating the presence of unobserved waiting customers beyond the finite buffer that are able to immediately enter the system following an observed customer’s departure. We show that this procedure results in exact steady-state probabilities at queue lengths below the buffer for truncated versions of the classic M/M/1, M/M/1+M, M/M/∞, and M/PH/1 queues. We also present two variants of the basic procedure for use within a M/PH/1+M queue and a N-queue polling system with exhaustive service, phase-type service and switch-in times, and exponential impatience timers. The accuracy of these two variants in the context of the polling model are compared through several numerical examples. | en |
| dc.description.sponsorship | Steve Drekic and Kevin Granville acknowledge the financial support from Funder 1, the Natural Sciences and Engineering Research Council of Canada through its Discovery Grants program (RGPIN-2016-03685) || Funder 2, and Postgraduate Scholarship-Doctoral program. | en |
| dc.identifier.uri | https://doi.org/10.1007/s11134-021-09706-x | |
| dc.identifier.uri | http://hdl.handle.net/10012/17538 | |
| dc.language.iso | en | en |
| dc.publisher | Springer | en |
| dc.relation.ispartofseries | Queueing Syst; | |
| dc.subject | Matrix analytic methods | en |
| dc.subject | Polling model | en |
| dc.subject | Quasi-birth-and-death process | en |
| dc.subject | Reneging | en |
| dc.subject | Phase-type distribution | en |
| dc.subject | Truncation | en |
| dc.title | The Unobserved Waiting Customer Approximation | en |
| dc.type | Article | en |
| dcterms.bibliographicCitation | Granville, K., Drekic, S. The unobserved waiting customer approximation. Queueing Syst (2021). https://doi.org/10.1007/s11134-021-09706-x | en |
| uws.contributor.affiliation1 | Faculty of Mathematics | en |
| uws.contributor.affiliation2 | Statistics and Actuarial Science | en |
| uws.peerReviewStatus | Reviewed | en |
| uws.scholarLevel | Faculty | en |
| uws.typeOfResource | Text | en |