Computing the conditional entry-state distribution in Erlang loss systems
We consider an Erlang loss system with state-dependent arrival rates. Given the system is in steady-state and there are j customers being served, the system operator may wish to know about the distribution of arrival states for the j customers in service. Specifically, they may want the steady-state...
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Published in | Operations research letters Vol. 49; no. 3; pp. 345 - 349 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.05.2021
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Abstract | We consider an Erlang loss system with state-dependent arrival rates. Given the system is in steady-state and there are j customers being served, the system operator may wish to know about the distribution of arrival states for the j customers in service. Specifically, they may want the steady-state probability that any given customer entered when the system had i servers busy, given j customers are currently being served. We term this metric the conditional entry-state distribution and develop an algorithm to compute it. |
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AbstractList | We consider an Erlang loss system with state-dependent arrival rates. Given the system is in steady-state and there are j customers being served, the system operator may wish to know about the distribution of arrival states for the j customers in service. Specifically, they may want the steady-state probability that any given customer entered when the system had i servers busy, given j customers are currently being served. We term this metric the conditional entry-state distribution and develop an algorithm to compute it. |
Author | Nyotta, Bobby S. Bravo, Fernanda Chen, M. Keith |
Author_xml | – sequence: 1 givenname: Bobby S. surname: Nyotta fullname: Nyotta, Bobby S. email: bobby.nyotta.1@anderson.ucla.edu – sequence: 2 givenname: Fernanda surname: Bravo fullname: Bravo, Fernanda email: fernanda.bravo@anderson.ucla.edu – sequence: 3 givenname: M. Keith surname: Chen fullname: Chen, M. Keith email: keith.chen@anderson.ucla.edu |
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Cites_doi | 10.2307/1426976 10.1214/aoms/1177697805 10.1287/opre.30.2.223 10.1287/moor.3.1.10 10.1287/opre.22.3.545 10.1016/0167-6377(88)90036-3 |
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Keywords | M/M/n/n queue State-dependent arrivals Erlang loss system Birth–death Markov chain |
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References | Allen (b1) 2014 Low (b5) 1974; 22 Burman (b3) 1981 Brumelle (b2) 1978; 3 Van Doorn, Regterschot (b7) 1988; 7 Wolff (b8) 1982; 30 Takacs (b6) 1969; 40 Kelly (b4) 2011 Kelly (10.1016/j.orl.2021.03.005_b4) 2011 Brumelle (10.1016/j.orl.2021.03.005_b2) 1978; 3 Burman (10.1016/j.orl.2021.03.005_b3) 1981 Takacs (10.1016/j.orl.2021.03.005_b6) 1969; 40 Van Doorn (10.1016/j.orl.2021.03.005_b7) 1988; 7 Wolff (10.1016/j.orl.2021.03.005_b8) 1982; 30 Low (10.1016/j.orl.2021.03.005_b5) 1974; 22 Allen (10.1016/j.orl.2021.03.005_b1) 2014 |
References_xml | – start-page: 846 year: 1981 end-page: 859 ident: b3 article-title: Insensitivity in Queueing Systems publication-title: Adv. Appl. Probab. contributor: fullname: Burman – volume: 30 start-page: 223 year: 1982 end-page: 231 ident: b8 article-title: Poisson Arrivals See Time Averages publication-title: Oper. Res. contributor: fullname: Wolff – volume: 40 start-page: 71 year: 1969 end-page: 78 ident: b6 article-title: On Erlang’s Formula publication-title: Ann. Math. Stat. contributor: fullname: Takacs – volume: 3 start-page: 10 year: 1978 end-page: 16 ident: b2 article-title: A Generalization of Erlang’s Loss System to State Dependent Arrival and Service Rates publication-title: Math. Oper. Res. contributor: fullname: Brumelle – year: 2011 ident: b4 article-title: Reversibility and Stochastic Networks contributor: fullname: Kelly – volume: 22 start-page: 545 year: 1974 end-page: 561 ident: b5 article-title: Optimal Dynamic Pricing Policies for an M/M/s Queue publication-title: Oper. Res. contributor: fullname: Low – year: 2014 ident: b1 article-title: Probability, Statistics, and Queueing Theory contributor: fullname: Allen – volume: 7 start-page: 229 year: 1988 end-page: 232 ident: b7 article-title: Conditional PASTA publication-title: Oper. Res. Lett. contributor: fullname: Regterschot – start-page: 846 year: 1981 ident: 10.1016/j.orl.2021.03.005_b3 article-title: Insensitivity in Queueing Systems publication-title: Adv. Appl. Probab. doi: 10.2307/1426976 contributor: fullname: Burman – volume: 40 start-page: 71 issue: 1 year: 1969 ident: 10.1016/j.orl.2021.03.005_b6 article-title: On Erlang’s Formula publication-title: Ann. Math. Stat. doi: 10.1214/aoms/1177697805 contributor: fullname: Takacs – volume: 30 start-page: 223 issue: 2 year: 1982 ident: 10.1016/j.orl.2021.03.005_b8 article-title: Poisson Arrivals See Time Averages publication-title: Oper. Res. doi: 10.1287/opre.30.2.223 contributor: fullname: Wolff – volume: 3 start-page: 10 issue: 1 year: 1978 ident: 10.1016/j.orl.2021.03.005_b2 article-title: A Generalization of Erlang’s Loss System to State Dependent Arrival and Service Rates publication-title: Math. Oper. Res. doi: 10.1287/moor.3.1.10 contributor: fullname: Brumelle – year: 2014 ident: 10.1016/j.orl.2021.03.005_b1 contributor: fullname: Allen – volume: 22 start-page: 545 issue: 3 year: 1974 ident: 10.1016/j.orl.2021.03.005_b5 article-title: Optimal Dynamic Pricing Policies for an M/M/s Queue publication-title: Oper. Res. doi: 10.1287/opre.22.3.545 contributor: fullname: Low – volume: 7 start-page: 229 issue: 5 year: 1988 ident: 10.1016/j.orl.2021.03.005_b7 article-title: Conditional PASTA publication-title: Oper. Res. Lett. doi: 10.1016/0167-6377(88)90036-3 contributor: fullname: Van Doorn – year: 2011 ident: 10.1016/j.orl.2021.03.005_b4 contributor: fullname: Kelly |
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Snippet | We consider an Erlang loss system with state-dependent arrival rates. Given the system is in steady-state and there are j customers being served, the system... |
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SubjectTerms | Birth–death Markov chain Erlang loss system M/M/n/n queue State-dependent arrivals |
Title | Computing the conditional entry-state distribution in Erlang loss systems |
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